activity
20172025
most citedMajorization-Minimization-Based Levenberg--Marquardt Method for Constrained Nonlinear Least Squares

22 citations · 46 across the 18 of their papers we have counts for

collaborators

18 papers

cs.CC2025

Computational Complexity and Integer Programming Formulation of the Oredango Puzzle

Takuma Takahata, Norito Minamikawa, Takayuki Okuno

Oredango puzzle, one of the pencil puzzles, was originally created by Kanaiboshi and published in the popular puzzle magazine Nikoli. In this paper, we show NP- and ASP-completenes…

math.OC2023

Closing Duality Gaps of SDPs through Perturbation

Takashi Tsuchiya, Bruno F. Lourenço, Masakazu Muramatsu +1

Let be a primal-dual pair of SDPs with a nonzero finite duality gap. Under such circumstances, and are weakly feasible and if we perturb the…

math.OC2022

Analysis of the primal-dual central path for nonlinear semidefinite optimization without the nondegeneracy condition

Takayuki Okuno

We study properties of the central path underlying a nonlinear semidefinite optimization problem, called NSDP for short. The latest radical work on this topic was contributed by Ya…

math.OC2022

Riemannian Levenberg-Marquardt Method with Global and Local Convergence Properties

Sho Adachi, Takayuki Okuno, Akiko Takeda

We extend the Levenberg-Marquardt method on Euclidean spaces to Riemannian manifolds. Although a Riemannian Levenberg-Marquardt (RLM) method was produced by Peeters in 1993, to the…

math.OC2022★ 1 cited

Accelerated-gradient-based generalized Levenberg--Marquardt method with oracle complexity bound and local quadratic convergence

Naoki Marumo, Takayuki Okuno, Akiko Takeda

Minimizing the sum of a convex function and a composite function appears in various fields. The generalized Levenberg--Marquardt (LM) method, also known as the prox-linear method,…

math.OC2021

Stable Linear System Identification with Prior Knowledge by Riemannian Sequential Quadratic Optimization

Mitsuaki Obara, Kazuhiro Sato, Hiroki Sakamoto +2

We consider an identification method for a linear continuous time-invariant autonomous system from noisy state observations. In particular, we focus on the identification to satisf…

math.OC2021

Unified Smoothing Approach for Best Hyperparameter Selection Problem Using a Bilevel Optimization Strategy

Jan Harold Alcantara, Chieu Thanh Nguyen, Takayuki Okuno +2

Strongly motivated from use in various fields including machine learning, the methodology of sparse optimization has been developed intensively so far. Especially, the recent advan…

math.OC2021

Complexity analysis of interior-point methods for second-order stationary points of nonlinear semidefinite optimization problems

Shun Arahata, Takayuki Okuno, Akiko Takeda

We propose a primal-dual interior-point method (IPM) with convergence to second-order stationary points (SOSPs) of nonlinear semidefinite optimization problems, abbreviated as NSDP…

math.OC2020★ 1 cited

Local convergence of primal-dual interior point methods for nonlinear semidefinite optimization using the Monteiro-Tsuchiya family of search directions

Takayuki Okuno

The recent advance of algorithms for nonlinear semi-definite optimization problems, called NSDPs, is remarkable. Yamashita et al. first proposed a primal-dual interior point method…

math.OC2020★ 22 cited

Majorization-Minimization-Based Levenberg--Marquardt Method for Constrained Nonlinear Least Squares

Naoki Marumo, Takayuki Okuno, Akiko Takeda

A new Levenberg--Marquardt (LM) method for solving nonlinear least squares problems with convex constraints is described. Various versions of the LM method have been proposed, thei…

math.OC2019

A Limiting Analysis on Regularization of Singular SDP and its Implication to Infeasible Interior-point Algorithms

Takashi Tsuchiya, Bruno F. Lourenco, Masakazu Muramatsu +1

We consider primal-dual pairs of semidefinite programs and assume that they are ill-posed, i.e., both primal and dual are either weakly feasible or weakly infeasible. Under such ci…

math.OC2019★ 13 cited

A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs

Yuya Yamakawa, Takayuki Okuno

In this paper, we propose a new sequential quadratic semidefinite programming (SQSDP) method for solving degenerate nonlinear semidefinite programs (NSDPs), in which we produce ite…

math.OC2019★ 2 cited

Extension of the LP-Newton method to SOCPs via semi-infinite representation

Takayuki Okuno, Mirai Tanaka

The LP-Newton method solves the linear programming problem (LP) by repeatedly projecting a current point onto a certain relevant polytope. In this paper, we extend the algorithmic…

math.OC2018

Primal-dual path following method for nonlinear semi-infinite programs with semi-definite constraints

Takayuki Okuno, Masao Fukushima

In this paper, we propose two algorithms for nonlinear semi-infinite semi-definite programs with infinitely many convex inequality constraints, called SISDP for short. A straightfo…

math.OC2018★ 2 cited

An oracle-based projection and rescaling algorithm for linear semi-infinite feasibility problems and its application to SDP and SOCP

Masakazu Muramatsu, Tomonari Kitahara, Bruno F. Lourenço +2

We point out that Chubanov's oracle-based algorithm for linear programming [5] can be applied almost as it is to linear semi-infinite programming (LSIP). In this note, we describe…

math.OC2018★ 1 cited

An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs

Takayuki Okuno, Masao Fukushima

In this paper, we consider a nonlinear semi-infinite program that minimizes a function including a log-determinant (logdet) function over positive definite matrix constraints and i…

math.OC2018★ 4 cited

On -hyperparameter Learning via Bilevel Nonsmooth Optimization

Takayuki Okuno, Akiko Takeda, Akihiro Kawana +1

We propose a bilevel optimization strategy for selecting the best hyperparameter value for the nonsmooth regularizer with . The concerned bilevel optimization pr…

math.OC2017

A new approach for solving mixed integer DC programs using a continuous relaxation with no integrality gap and smoothing techniques

Takayuki Okuno, Yoshiko T. Ikebe

In this paper, we consider a class of mixed integer programming problems (MIPs) whose objective functions are DC functions, that is, functions representable in terms of the differe…