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A gradient descent akin method for constrained optimization: algorithms and applications 用于约束优化的梯度下降类似方法:算法与应用
IF 2.2 3区 数学 Q1 Mathematics Pub Date : 2024-01-16 DOI: 10.1080/10556788.2023.2285450
Long Chen, Kai-Uwe Bletzinger, Nicolas R. Gauger, Yinyu Ye
We present a ‘gradient descent akin’ method (GDAM) for constrained optimization problem, i.e. the search direction is computed using a linear combination of the negative and normalized objective an...
我们提出了一种用于约束优化问题的 "梯度下降类似 "方法(GDAM),即使用负目标和归一化目标的线性组合来计算搜索方向。
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引用次数: 0
On a Frank-Wolfe approach for abs-smooth functions 关于abs-光滑函数的弗兰克-沃尔夫方法
IF 2.2 3区 数学 Q1 Mathematics Pub Date : 2024-01-16 DOI: 10.1080/10556788.2023.2296985
Timo Kreimeier, Sebastian Pokutta, Andrea Walther, Zev Woodstock
We propose an algorithm which appears to be the first bridge between the fields of conditional gradient methods and abs-smooth optimization. Our problem setting is motivated by various applications...
我们提出的算法似乎是连接条件梯度法和abs-smooth 优化领域的第一座桥梁。我们的问题设置源自各种应用...
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引用次数: 0
PersA-FL: personalized asynchronous federated learning PersA-FL:个性化异步联合学习
IF 2.2 3区 数学 Q1 Mathematics Pub Date : 2024-01-11 DOI: 10.1080/10556788.2023.2280056
Mohammad Taha Toghani, Soomin Lee, César A. Uribe
We study the personalized federated learning problem under asynchronous updates. In this problem, each client seeks to obtain a personalized model that simultaneously outperforms local and global m...
我们研究了异步更新下的个性化联合学习问题。在这个问题中,每个客户都希望获得一个同时优于本地和全局模型的个性化模型。
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引用次数: 0
An ADMM based method for underdetermined box-constrained integer least squares problems 基于 ADMM 的欠确定箱约束整数最小二乘法问题方法
IF 2.2 3区 数学 Q1 Mathematics Pub Date : 2023-12-28 DOI: 10.1080/10556788.2023.2285492
Xiao-Wen Chang, Tianchi Ma
To solve underdetermined box-constrained integer least squares (UBILS) problems, we propose an integer-constrained alternating direction method of multipliers (IADMM), which can be much more accura...
为了解决未定箱约束整数最小二乘法(UBILS)问题,我们提出了一种整数约束交替方向乘法(IADMM),它可以更精确地求解UBILS问题。
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引用次数: 0
Customized Douglas-Rachford splitting methods for structured inverse variational inequality problems 结构化变分逆不等式问题的自定义Douglas-Rachford分裂方法
IF 2.2 3区 数学 Q1 Mathematics Pub Date : 2023-11-24 DOI: 10.1080/10556788.2023.2278092
Y. N. Jiang, X. J. Cai, D. R. Han, J. F. Yang
Recently, structured inverse variational inequality (SIVI) problems have attracted much attention. In this paper, we propose new splitting methods to solve SIVI problems by employing the idea of th...
近年来,结构性变分反不等式问题引起了人们的广泛关注。在本文中,我们提出了新的分割方法来解决SIVI问题。
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引用次数: 0
Dual formulation of the sparsity constrained optimization problem: application to classification 稀疏约束优化问题的对偶表述:在分类中的应用
IF 2.2 3区 数学 Q1 Mathematics Pub Date : 2023-11-21 DOI: 10.1080/10556788.2023.2278091
M. Gaudioso, G. Giallombardo, J.-B. Hiriart-Urruty
We tackle the sparsity constrained optimization problem by resorting to polyhedral k-norm as a valid tool to emulate the ℓ0-pseudo-norm. The main novelty of the approach is the use of the dual of t...
我们通过采用多面体k-范数作为模拟0-伪范数的有效工具来解决稀疏约束优化问题。该方法的主要新颖之处在于使用了t的对偶。
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引用次数: 0
Inexact tensor methods and their application to stochastic convex optimization 非精确张量方法及其在随机凸优化中的应用
IF 2.2 3区 数学 Q1 Mathematics Pub Date : 2023-11-17 DOI: 10.1080/10556788.2023.2261604
Artem Agafonov, Dmitry Kamzolov, Pavel Dvurechensky, Alexander Gasnikov, Martin Takáč
We propose general non-accelerated [The results for non-accelerated methods first appeared in December 2020 in the preprint (A. Agafonov, D. Kamzolov, P. Dvurechensky, and A. Gasnikov, Inexact tens...
我们提出一般非加速[非加速方法的结果首次出现在2020年12月的预印本中(A. Agafonov, D. Kamzolov, P. Dvurechensky和A. Gasnikov, Inexact tens…
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引用次数: 9
A hybrid direct search and projected simplex gradient method for convex constrained minimization 一种混合直接搜索和投影单纯形梯度法求解凸约束最小化
IF 2.2 3区 数学 Q1 Mathematics Pub Date : 2023-11-15 DOI: 10.1080/10556788.2023.2263618
A. L. Custódio, E. H. M. Krulikovski, M. Raydan
We propose a new Derivative-free Optimization (DFO) approach for solving convex constrained minimization problems. The feasible set is assumed to be the non-empty intersection of a finite collectio...
提出了一种求解凸约束最小化问题的无导数优化方法。可行集假定为有限集合的非空交集。
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引用次数: 0
Inducing strong convergence into the asymptotic behaviour of proximal splitting algorithms in Hilbert spaces. Hilbert空间中近端分裂算法的渐近性的强收敛性。
IF 2.2 3区 数学 Q1 Mathematics Pub Date : 2018-04-10 eCollection Date: 2019-01-01 DOI: 10.1080/10556788.2018.1457151
Radu Ioan Boţ, Ernö Robert Csetnek, Dennis Meier

Proximal splitting algorithms for monotone inclusions (and convex optimization problems) in Hilbert spaces share the common feature to guarantee for the generated sequences in general weak convergence to a solution. In order to achieve strong convergence, one usually needs to impose more restrictive properties for the involved operators, like strong monotonicity (respectively, strong convexity for optimization problems). In this paper, we propose a modified Krasnosel'skiĭ-Mann algorithm in connection with the determination of a fixed point of a nonexpansive mapping and show strong convergence of the iteratively generated sequence to the minimal norm solution of the problem. Relying on this, we derive a forward-backward and a Douglas-Rachford algorithm, both endowed with Tikhonov regularization terms, which generate iterates that strongly converge to the minimal norm solution of the set of zeros of the sum of two maximally monotone operators. Furthermore, we formulate strong convergent primal-dual algorithms of forward-backward and Douglas-Rachford-type for highly structured monotone inclusion problems involving parallel-sums and compositions with linear operators. The resulting iterative schemes are particularized to the solving of convex minimization problems. The theoretical results are illustrated by numerical experiments on the split feasibility problem in infinite dimensional spaces.

Hilbert空间中单调包含(和凸优化问题)的近分裂算法具有保证生成的序列一般弱收敛到解的共同特征。为了实现强收敛,通常需要对涉及的算子施加更多的限制性性质,如强单调性(分别是优化问题的强凸性)。本文针对非扩张映射不动点的确定问题,提出了一种改进的Krasnosel'skiĭ-Mann算法,并证明了迭代生成的序列对问题的最小范数解的强收敛性。在此基础上,我们推导出一种前向向后算法和一种Douglas-Rachford算法,这两种算法都具有Tikhonov正则化项,它们产生的迭代强收敛于两个最大单调算子和的零集的最小范数解。在此基础上,研究了包含线性算子的并行和和和组合的高结构单调包含问题的强收敛原对偶算法和douglas - rachford型算法。所得到的迭代格式专门用于求解凸极小化问题。通过对无限维空间中分裂可行性问题的数值实验验证了理论结果。
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引用次数: 33
Self-consistent gradient flow for shape optimization. 用于形状优化的自一致梯度流。
IF 2.2 3区 数学 Q1 Mathematics Pub Date : 2017-07-04 Epub Date: 2016-05-01 DOI: 10.1080/10556788.2016.1171864
D Kraft

We present a model for image segmentation and describe a gradient-descent method for level-set based shape optimization. It is commonly known that gradient-descent methods converge slowly due to zig-zag movement. This can also be observed for our problem, especially when sharp edges are present in the image. We interpret this in our specific context to gain a better understanding of the involved difficulties. One way to overcome slow convergence is the use of second-order methods. For our situation, they require derivatives of the potentially noisy image data and are thus undesirable. Hence, we propose a new method that can be interpreted as a self-consistent gradient flow and does not need any derivatives of the image data. It works very well in practice and leads to a far more efficient optimization algorithm. A related idea can also be used to describe the mean-curvature flow of a mean-convex surface. For this, we formulate a mean-curvature Eikonal equation, which allows a numerical propagation of the mean-curvature flow of a surface without explicit time stepping.

我们提出了一种图像分割模型,并描述了一种基于水平集的形状优化的梯度下降方法。众所周知,梯度下降法由于锯齿形运动而收敛缓慢。这也可以在我们的问题中观察到,特别是当图像中出现尖锐的边缘时。我们在我们的具体背景下解释这一点,以便更好地了解所涉及的困难。克服缓慢收敛的一种方法是使用二阶方法。对于我们的情况,它们需要潜在噪声图像数据的导数,因此是不可取的。因此,我们提出了一种新的方法,该方法可以被解释为自洽梯度流,并且不需要对图像数据进行任何导数。它在实践中非常有效,并导致了一个更有效的优化算法。一个相关的思想也可以用来描述平均凸曲面的平均曲率流。为此,我们制定了一个平均曲率Eikonal方程,它允许在没有显式时间步进的情况下对表面的平均曲率流进行数值传播。
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引用次数: 4
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Optimization Methods & Software
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