Showing math.OCShow all
3 papers · 1 filter
math.OC2025
First Order Algorithm on an Optimization Problem with Improved Convergence when Problem is Convex
Chee-Khian Sim
We propose a first order algorithm, a modified version of FISTA, to solve an optimization problem with an objective function that is a sum of a possibly nonconvex function, with Li…
math.OC2024
Superlinear Convergence of an Interior Point Algorithm on Linear Semi-definite Feasibility Problems
Chee-Khian Sim
In the literature, besides the assumption of strict complementarity, superlinear convergence of implementable polynomial-time interior point algorithms using known search direction…
math.OC2024
Refining asymptotic complexity bounds for nonconvex optimization methods, including why steepest descent is rather than
Serge Gratton, Chee-Khian Sim, Philippe L. Toint
We revisit the standard ``telescoping sum'' argument ubiquitous in the final steps of analyzing evaluation complexity of algorithms for smooth nonconvex optimization, and obtain a…