Pub Date : 2024-02-08DOI: 10.1080/10556788.2024.2307467
Kai Pfeiffer, Abderrahmane Kheddar
We present a sequential hierarchical least-squares programming solver with trust-region and hierarchical step-filter with application to prioritized discrete non-linear optimal control. It is based...
{"title":"Sequential hierarchical least-squares programming for prioritized non-linear optimal control","authors":"Kai Pfeiffer, Abderrahmane Kheddar","doi":"10.1080/10556788.2024.2307467","DOIUrl":"https://doi.org/10.1080/10556788.2024.2307467","url":null,"abstract":"We present a sequential hierarchical least-squares programming solver with trust-region and hierarchical step-filter with application to prioritized discrete non-linear optimal control. It is based...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-02-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140025743","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-05DOI: 10.1080/10556788.2024.2307470
Qiao-Li Dong, Min Su, Yekini Shehu
In this paper, we propose a reflected forward-backward splitting algorithm with two different inertial extrapolations to find a zero of the sum of three monotone operators consisting of the maximal...
{"title":"Three-operator reflected forward-backward splitting algorithm with double inertial effects","authors":"Qiao-Li Dong, Min Su, Yekini Shehu","doi":"10.1080/10556788.2024.2307470","DOIUrl":"https://doi.org/10.1080/10556788.2024.2307470","url":null,"abstract":"In this paper, we propose a reflected forward-backward splitting algorithm with two different inertial extrapolations to find a zero of the sum of three monotone operators consisting of the maximal...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139763317","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-05DOI: 10.1080/10556788.2023.2296982
Guillaume Van Dessel, François Glineur
Several recent works address the impact of inexact oracles in the convergence analysis of modern first-order optimization techniques, e.g. Bregman Proximal Gradient and Prox-Linear methods as well ...
{"title":"Optimal inexactness schedules for tunable oracle-based methods","authors":"Guillaume Van Dessel, François Glineur","doi":"10.1080/10556788.2023.2296982","DOIUrl":"https://doi.org/10.1080/10556788.2023.2296982","url":null,"abstract":"Several recent works address the impact of inexact oracles in the convergence analysis of modern first-order optimization techniques, e.g. Bregman Proximal Gradient and Prox-Linear methods as well ...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140025908","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-05DOI: 10.1080/10556788.2024.2306383
Melinda Hagedorn, Florian Jarre
Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. Howev...
{"title":"Optimized convergence of stochastic gradient descent by weighted averaging","authors":"Melinda Hagedorn, Florian Jarre","doi":"10.1080/10556788.2024.2306383","DOIUrl":"https://doi.org/10.1080/10556788.2024.2306383","url":null,"abstract":"Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. Howev...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140025919","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-05DOI: 10.1080/10556788.2023.2296443
Pavel Dvurechensky, Petr Ostroukhov, Alexander Gasnikov, César A. Uribe, Anastasiya Ivanova
Motivated, in particular, by the entropy-regularized optimal transport problem, we consider convex optimization problems with linear equality constraints, where the dual objective has Lipschitz pth...
{"title":"Near-optimal tensor methods for minimizing the gradient norm of convex functions and accelerated primal–dual tensor methods","authors":"Pavel Dvurechensky, Petr Ostroukhov, Alexander Gasnikov, César A. Uribe, Anastasiya Ivanova","doi":"10.1080/10556788.2023.2296443","DOIUrl":"https://doi.org/10.1080/10556788.2023.2296443","url":null,"abstract":"Motivated, in particular, by the entropy-regularized optimal transport problem, we consider convex optimization problems with linear equality constraints, where the dual objective has Lipschitz pth...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139763761","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-01-28DOI: 10.1080/10556788.2023.2296432
Gulcin Dinc Yalcin, Frank E. Curtis
Algorithms for solving certain nonconvex, nonsmooth, finite-sum optimization problems are proposed and tested. In particular, the algorithms are proposed and tested in the context of a transductive...
{"title":"Incremental quasi-Newton algorithms for solving a nonconvex, nonsmooth, finite-sum optimization problem","authors":"Gulcin Dinc Yalcin, Frank E. Curtis","doi":"10.1080/10556788.2023.2296432","DOIUrl":"https://doi.org/10.1080/10556788.2023.2296432","url":null,"abstract":"Algorithms for solving certain nonconvex, nonsmooth, finite-sum optimization problems are proposed and tested. In particular, the algorithms are proposed and tested in the context of a transductive...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-01-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139678470","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-01-24DOI: 10.1080/10556788.2023.2296441
J. J. Brust, J. B. Erway, R. F. Marcia
In this work, we consider methods for large-scale and nonconvex unconstrained optimization. We propose a new trust-region method whose subproblem is defined using a so-called ‘shape-changing’ norm ...
{"title":"Shape-changing trust-region methods using multipoint symmetric secant matrices","authors":"J. J. Brust, J. B. Erway, R. F. Marcia","doi":"10.1080/10556788.2023.2296441","DOIUrl":"https://doi.org/10.1080/10556788.2023.2296441","url":null,"abstract":"In this work, we consider methods for large-scale and nonconvex unconstrained optimization. We propose a new trust-region method whose subproblem is defined using a so-called ‘shape-changing’ norm ...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139585072","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-01-24DOI: 10.1080/10556788.2023.2280784
Pauliina Paasivirta, Riikka Numminen, Antti Airola, Napsu Karmitsa, Tapio Pahikkala
In this paper, we introduce a novel nonsmooth optimization-based method LMBM-Kronℓ0LS for solving large-scale pairwise interaction affinity prediction problems. The aim of LMBM-Kronℓ0LS is to produ...
{"title":"Predicting pairwise interaction affinities with ℓ0-penalized least squares–a nonsmooth bi-objective optimization based approach*","authors":"Pauliina Paasivirta, Riikka Numminen, Antti Airola, Napsu Karmitsa, Tapio Pahikkala","doi":"10.1080/10556788.2023.2280784","DOIUrl":"https://doi.org/10.1080/10556788.2023.2280784","url":null,"abstract":"In this paper, we introduce a novel nonsmooth optimization-based method LMBM-Kronℓ0LS for solving large-scale pairwise interaction affinity prediction problems. The aim of LMBM-Kronℓ0LS is to produ...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139559407","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-01-24DOI: 10.1080/10556788.2023.2285489
Serena Crisci, Simone Rebegoldi, Gerardo Toraldo, Marco Viola
We propose a novel steplength selection rule in proximal gradient methods for minimizing the sum of a differentiable function plus an ℓ1-norm penalty term. The proposed rule modifies one of the cla...
{"title":"Barzilai–Borwein-like rules in proximal gradient schemes for ℓ1-regularized problems","authors":"Serena Crisci, Simone Rebegoldi, Gerardo Toraldo, Marco Viola","doi":"10.1080/10556788.2023.2285489","DOIUrl":"https://doi.org/10.1080/10556788.2023.2285489","url":null,"abstract":"We propose a novel steplength selection rule in proximal gradient methods for minimizing the sum of a differentiable function plus an ℓ1-norm penalty term. The proposed rule modifies one of the cla...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139585077","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-01-24DOI: 10.1080/10556788.2023.2280062
Alexander Rogozin, Aleksandr Beznosikov, Darina Dvinskikh, Dmitry Kovalev, Pavel Dvurechensky, Alexander Gasnikov
We consider smooth convex-concave saddle point problems in the decentralized distributed setting, where a finite-sum objective is distributed among the nodes of a computational network. At each nod...
{"title":"Decentralized saddle point problems via non-Euclidean mirror prox","authors":"Alexander Rogozin, Aleksandr Beznosikov, Darina Dvinskikh, Dmitry Kovalev, Pavel Dvurechensky, Alexander Gasnikov","doi":"10.1080/10556788.2023.2280062","DOIUrl":"https://doi.org/10.1080/10556788.2023.2280062","url":null,"abstract":"We consider smooth convex-concave saddle point problems in the decentralized distributed setting, where a finite-sum objective is distributed among the nodes of a computational network. At each nod...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139763209","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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