Globally convergent coderivative-based generalized Newton methods in nonsmooth optimization

PD Khanh, BS Mordukhovich, VT Phat… - Mathematical …, 2024 - Springer
This paper proposes and justifies two globally convergent Newton-type methods to solve
unconstrained and constrained problems of nonsmooth optimization by using tools of …

A generalized Newton method for subgradient systems

P Duy Khanh, B Mordukhovich… - … of Operations Research, 2023 - pubsonline.informs.org
This paper proposes and develops a new Newton-type algorithm to solve subdifferential
inclusions defined by subgradients of extended real-valued prox-regular functions. The …

Twice epi-differentiability of extended-real-valued functions with applications in composite optimization

A Mohammadi, ME Sarabi - SIAM Journal on Optimization, 2020 - SIAM
The paper is devoted to the study of the twice epi-differentiablity of extended-real-valued
functions, with an emphasis on functions satisfying a certain composite representation. This …

Generalized Newton algorithms for tilt-stable minimizers in nonsmooth optimization

BS Mordukhovich, ME Sarabi - SIAM Journal on Optimization, 2021 - SIAM
This paper aims at developing two versions of the generalized Newton method to compute
local minimizers for nonsmooth problems of unconstrained and constrained optimization that …

Local properties and augmented Lagrangians in fully nonconvex composite optimization

A De Marchi, P Mehlitz - Journal of Nonsmooth Analysis and …, 2024 - jnsao.episciences.org
A broad class of optimization problems can be cast in composite form, that is, considering
the minimization of the composition of a lower semicontinuous function with a differentiable …

Generalized damped Newton algorithms in nonsmooth optimization via second-order subdifferentials

PD Khanh, BS Mordukhovich, VT Phat… - Journal of Global …, 2023 - Springer
The paper proposes and develops new globally convergent algorithms of the generalized
damped Newton type for solving important classes of nonsmooth optimization problems …

Convex-Concave Zero-Sum Stochastic Stackelberg Games

D Goktas, A Prakash… - Advances in Neural …, 2024 - proceedings.neurips.cc
Zero-sum stochastic Stackelberg games can be used to model a large class of problems,
ranging from economics to human robot interaction. In this paper, we develop policy …

Smoothness of subgradient mappings and its applications in parametric optimization

NTV Hang, E Sarabi - arXiv preprint arXiv:2311.06026, 2023 - arxiv.org
We demonstrate that the concept of strict proto-differentiability of subgradient mappings can
play a similar role as smoothness of the gradient mapping of a function in the study of …

Augmented Lagrangian method for second-order cone programs under second-order sufficiency

NTV Hang, BS Mordukhovich, ME Sarabi - Journal of Global Optimization, 2022 - Springer
This paper addresses problems of second-order cone programming important in
optimization theory and applications. The main attention is paid to the augmented …

Second-order subdifferential optimality conditions in nonsmooth optimization

PD Khanh, VVH Khoa, BS Mordukhovich… - arXiv preprint arXiv …, 2023 - arxiv.org
The paper is devoted to deriving novel second-order necessary and sufficient optimality
conditions for local minimizers in rather general classes of nonsmooth unconstrained and …