dorsal/arxiv
View SchemaAn Inexact Weighted Proximal Trust-Region Method
| Authors | Leandro Farias Maia, Robert Baraldi, Drew P. Kouri |
|---|---|
| Categories | |
| ArXiv ID | 2601.09024vv1 |
| URL | https://arxiv.org/abs/2601.09024 |
| License | http://arxiv.org/licenses/nonexclusive-distrib/1.0/ |
Abstract
In [R. J. Baraldi and D. P. Kouri, Math. Program., 201:1 (2023), pp. 559-598], the authors introduced a trust-region method for minimizing the sum of a smooth nonconvex and a nonsmooth convex function, the latter of which has an analytical proximity operator. While many functions satisfy this criterion, e.g., the $\ell_1$-norm defined on $\ell_2$, many others are precluded by either the topology or the nature of the nonsmooth term. Using the $\delta$-Fr\'echet subdifferential, we extend the definition of the inexact proximity operator and enable its use within the aforementioned trust-region algorithm. Moreover, we augment the analysis for the standard trust-region convergence theory to handle proximity operator inexactness with weighted inner products. We first introduce an algorithm to generate a point in the inexact proximity operator and then apply the algorithm within the trust-region method to solve an optimal control problem constrained by Burgers' equation.
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"abstract": "In [R. J. Baraldi and D. P. Kouri, Math. Program., 201:1 (2023), pp. 559-598], the authors introduced a trust-region method for minimizing the sum of a smooth nonconvex and a nonsmooth convex function, the latter of which has an analytical proximity operator. While many functions satisfy this criterion, e.g., the $\\ell_1$-norm defined on $\\ell_2$, many others are precluded by either the topology or the nature of the nonsmooth term. Using the $\\delta$-Fr\\\u0027echet subdifferential, we extend the definition of the inexact proximity operator and enable its use within the aforementioned trust-region algorithm. Moreover, we augment the analysis for the standard trust-region convergence theory to handle proximity operator inexactness with weighted inner products. We first introduce an algorithm to generate a point in the inexact proximity operator and then apply the algorithm within the trust-region method to solve an optimal control problem constrained by Burgers\u0027 equation.",
"arxiv_id": "2601.09024",
"authors": [
"Leandro Farias Maia",
"Robert Baraldi",
"Drew P. Kouri"
],
"categories": [
"math.OC",
"cs.LG"
],
"license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
"title": "An Inexact Weighted Proximal Trust-Region Method",
"url": "https://arxiv.org/abs/2601.09024",
"version": "v1"
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