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Hanju Wu

Publications and source records attributed to Hanju Wu.

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Identifiability and Error Bounds: Metric and Geometric Perspectives

Identifiability and partial smoothness are important notions in optimization, linking differential geometry with variational analysis and providing a foundation for classical active-set methods, sensitivity analysis, and optimality conditions. These notions capture the local structure of nonsmooth optimization problems and often reduce their local analysis to that of a smooth restriction on an identifiable manifold. Motivated by this reduction, we study the error-bound property (EB) in the ambient space $\mathbb{R}^n$ and on an identifiable manifold $\mathcal{M}$. Using a slope-based formulation, we prove that local EB on $(\mathbb{R}^n,d)$ is equivalent to local EB on $(\mathcal{M},d)$ under identifiability. We further establish this equivalence under $C^1$ partial smoothness and the nondegeneracy condition. A key ingredient is a novel linear-growth result, which shows that $C^2$ regularity of $\mathcal{M}$ is not required. In addition, we provide a complementary geometric analysis based on $\mathcal{VU}$-theory. As an application, we recover the EB equivalence for $\ell_1$-regularized optimization previously established in the literature.

math.OC

On the resolution of $\ell_1$-norm minimization via a two-metric adaptive projection method

In this work, we propose an efficient two-metric adaptive projection method for solving the $\ell_1$-norm minimization problem. Our approach is inspired by the two-metric projection method, a simple yet elegant algorithm proposed by Bertsekas for bound/box-constrained optimization problems. The low per-iteration cost of this method, combined with the ability to incorporate Hessian information, makes it particularly attractive for large-scale problems, and our proposed method inherits these advantages. Previous attempts to extend the two-metric projection method to $\ell_1$-norm minimization rely on an intermediate reformulation as a bound-constrained problem, which can lead to numerical instabilities in practice, in sharp contrast to our approach. Our algorithm features a refined partition of the index set, an adaptive projection, and a novel linesearch rule. It can accommodate singular Hessians as well as inexact solutions to the Newton linear system for practical implementation. We show that our method is theoretically sound - it has global convergence. Moreover, it is an active-set method capable of manifold identification: the underlying low-dimensional structure can be identified in a finite number of iterations, after which the algorithm reduces to an unconstrained Newton method on the identified subspace. Under an Error Bound condition, the method attains a locally superlinear convergence rate. Hence, when the solution is sparse, it achieves superfast convergence in terms of iterations while maintaining scalability, making it well-suited for large-scale problems. We conduct extensive numerical experiments to demonstrate the practical advantages of the proposed algorithm over several competitive methods from the literature, particularly in large-scale settings. }

math.OC

A study on two-metric projection methods

The two-metric projection method is a simple yet elegant algorithm proposed by Bertsekas in 1984 to address bound/box-constrained optimization problems. The algorithm's low per-iteration cost and potential for using Hessian information makes it a favourable computation method for this problem class. However, its global convergence guarantee is not studied in the nonconvex regime. In our work, we first investigate the global complexity of such a method for finding first-order stationary solution. After properly scaling each step, we equip the algorithm with competitive complexity guarantees. Furthermore, we generalize the two-metric projection method for solving $\ell_1$-norm minimization and discuss its properties via theoretical statements and numerical experiments.

math.OC