Pub Date : 2017-03-21eCollection Date: 2018-01-01DOI: 10.1080/10556788.2017.1300899
Yu Malitsky
The paper concerns with novel first-order methods for monotone variational inequalities. They use a very simple linesearch procedure that takes into account a local information of the operator. Also, the methods do not require Lipschitz continuity of the operator and the linesearch procedure uses only values of the operator. Moreover, when the operator is affine our linesearch becomes very simple, namely, it needs only simple vector-vector operations. For all our methods, we establish the ergodic convergence rate. In addition, we modify one of the proposed methods for the case of a composite minimization. Preliminary results from numerical experiments are quite promising.
{"title":"Proximal extrapolated gradient methods for variational inequalities.","authors":"Yu Malitsky","doi":"10.1080/10556788.2017.1300899","DOIUrl":"https://doi.org/10.1080/10556788.2017.1300899","url":null,"abstract":"<p><p>The paper concerns with novel first-order methods for monotone variational inequalities. They use a very simple linesearch procedure that takes into account a local information of the operator. Also, the methods do not require Lipschitz continuity of the operator and the linesearch procedure uses only values of the operator. Moreover, when the operator is affine our linesearch becomes very simple, namely, it needs only simple vector-vector operations. For all our methods, we establish the ergodic convergence rate. In addition, we modify one of the proposed methods for the case of a composite minimization. Preliminary results from numerical experiments are quite promising.</p>","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2017-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/10556788.2017.1300899","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"35749421","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2009-08-01DOI: 10.1080/10556780902753486
Scott R McAllister, Christodoulos A Floudas
The complexity and enormous size of the conformational space that must be explored for the protein tertiary structure prediction problem has led to the development of a wide assortment of algorithmic approaches. In this study, we apply state-of-the-art tertiary structure prediction algorithms and instead focus on the development of bounding techniques to reduce the conformational search space. Dihedral angle bounds on the ϕ and ψ angles are established based on the predicted secondary structure and studies of the allowed regions of ϕ/ψ space. Distance bounds are developed based on predicted secondary structure information (including β-sheet topology predictions) to further reduce the search space. This bounding strategy is entirely independent of the degree of homology between the target protein and the database of proteins with experimentally-determined structures. The proposed approach is applied to the structure prediction of protein G as an illustrative example, yielding a significantly higher number of near-native protein tertiary structure predictions.
{"title":"Enhanced Bounding Techniques to Reduce the Protein Conformational Search Space.","authors":"Scott R McAllister, Christodoulos A Floudas","doi":"10.1080/10556780902753486","DOIUrl":"10.1080/10556780902753486","url":null,"abstract":"<p><p>The complexity and enormous size of the conformational space that must be explored for the protein tertiary structure prediction problem has led to the development of a wide assortment of algorithmic approaches. In this study, we apply state-of-the-art tertiary structure prediction algorithms and instead focus on the development of bounding techniques to reduce the conformational search space. Dihedral angle bounds on the ϕ and ψ angles are established based on the predicted secondary structure and studies of the allowed regions of ϕ/ψ space. Distance bounds are developed based on predicted secondary structure information (including β-sheet topology predictions) to further reduce the search space. This bounding strategy is entirely independent of the degree of homology between the target protein and the database of proteins with experimentally-determined structures. The proposed approach is applied to the structure prediction of protein G as an illustrative example, yielding a significantly higher number of near-native protein tertiary structure predictions.</p>","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2009-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/10556780902753486","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"29127166","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1999-01-01DOI: 10.1080/10556789908805725
Y. Liu, K. Teo, S. Ito
Semi-infinite programming problems are special optimization problems in which a cost is to be minimized subject to infinitely many constraints. This class of problems has many real-world applications. In this paper, we consider a class of linear-quadratic semi-infinite programming problems. Using the duality theory, the dual problem is obtained, where the decision variables are measures. A new parameterization scheme is developed for approximating these measures. On this bases, an efficient algorithm for computing the solution of the dual problem is obtained. Rigorous convergence results are given to support the algorithm. The solution of the primal problem is easily obtained from that of the dual problem. For illustration, three numerical examples are included.
{"title":"A dual parameterization approach to linear-quadratic semi-infinite programming problems","authors":"Y. Liu, K. Teo, S. Ito","doi":"10.1080/10556789908805725","DOIUrl":"https://doi.org/10.1080/10556789908805725","url":null,"abstract":"Semi-infinite programming problems are special optimization problems in which a cost is to be minimized subject to infinitely many constraints. This class of problems has many real-world applications. In this paper, we consider a class of linear-quadratic semi-infinite programming problems. Using the duality theory, the dual problem is obtained, where the decision variables are measures. A new parameterization scheme is developed for approximating these measures. On this bases, an efficient algorithm for computing the solution of the dual problem is obtained. Rigorous convergence results are given to support the algorithm. The solution of the primal problem is easily obtained from that of the dual problem. For illustration, three numerical examples are included.","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"1999-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73826043","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 : 1999-01-01DOI: 10.1080/10556789908805735
I. Konnov
An iterative method based on combining, modifying and generalizing different relaxation subgradient methods is proposed for solving variational inequality problems. For certain structured problems this method leads to a decomposition scheme. Convergence of the method is proved under weak assumptions. In particular, the main mapping need not be single-valued or monotone.
{"title":"A combined relaxation method for decomposable variational inequalities","authors":"I. Konnov","doi":"10.1080/10556789908805735","DOIUrl":"https://doi.org/10.1080/10556789908805735","url":null,"abstract":"An iterative method based on combining, modifying and generalizing different relaxation subgradient methods is proposed for solving variational inequality problems. For certain structured problems this method leads to a decomposition scheme. Convergence of the method is proved under weak assumptions. In particular, the main mapping need not be single-valued or monotone.","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"1999-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86688053","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 : 1999-01-01DOI: 10.1080/10556789908805733
M. Ferris, A. Meeraus, T. Rutherford
This note considers alternative methods for computing Wadropian (traffic network) equilibria using a multicommodity formulation in nonlinear program and complementarity formats. These methods compute exact equilibria, they are efficient and they can be implemented with standard modeling software.
{"title":"Computing Wardropian equilibria in a complementarity framework","authors":"M. Ferris, A. Meeraus, T. Rutherford","doi":"10.1080/10556789908805733","DOIUrl":"https://doi.org/10.1080/10556789908805733","url":null,"abstract":"This note considers alternative methods for computing Wadropian (traffic network) equilibria using a multicommodity formulation in nonlinear program and complementarity formats. These methods compute exact equilibria, they are efficient and they can be implemented with standard modeling software.","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"1999-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86786696","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 : 1999-01-01DOI: 10.1080/10556789908805746
M. Kojima, M. Shida, Susumu Shindoh
This short note shows that the Nesterov-Todd search direction used in primal-dual interior-point methods for semidefinite programs belongs to the family of search directions proposed by Kojima, Shindoh and Hara.
{"title":"A note on the Nesterov-Todd and the Kojima-Shindoh-hara search directions in semidefinite programming","authors":"M. Kojima, M. Shida, Susumu Shindoh","doi":"10.1080/10556789908805746","DOIUrl":"https://doi.org/10.1080/10556789908805746","url":null,"abstract":"This short note shows that the Nesterov-Todd search direction used in primal-dual interior-point methods for semidefinite programs belongs to the family of search directions proposed by Kojima, Shindoh and Hara.","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"1999-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76615856","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 : 1999-01-01DOI: 10.1080/10556789908805754
A. Altman, J. Gondzio
This paper presents linear algebra techniques used in the implementation of an interior point method for solving linear programs and convex quadratic programs with linear constraint. The new regularization techniques for Newton equation system applicable to both symmetric positive definite and symmetric indefinite systems are described. They transform the latter to quasidefinite systems known to be strongly factorizable to a form of Cholesky-like factorization.
{"title":"Regularized Symmetric Indefinite Systems in Interior Point Methods for Linear and Quadratic Optimization","authors":"A. Altman, J. Gondzio","doi":"10.1080/10556789908805754","DOIUrl":"https://doi.org/10.1080/10556789908805754","url":null,"abstract":"This paper presents linear algebra techniques used in the implementation of an interior point method for solving linear programs and convex quadratic programs with linear constraint. The new regularization techniques for Newton equation system applicable to both symmetric positive definite and symmetric indefinite systems are described. They transform the latter to quasidefinite systems known to be strongly factorizable to a form of Cholesky-like factorization.","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"1999-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89911255","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 : 1999-01-01DOI: 10.1080/10556789908805745
M. Todd
We discuss several different search directions which can be used in primal-dual interior-point methods for semidefinite programming problems and investigate their theoretical properties, including scale invariance, primal-dual symmetry, and whether they always generate well-defined directions. Among the directions satisfying all but at most two of these desirable properties are the Alizadeh-Haeberly-Overton, Helmberg-Rendl-Vanderbei-Wolkowicz/Kojima-Shindoh-HaralMonteiro, Nesterov-Todd, Gu, and Toh directions, as well as directions we will call the MTW and Half directions. The first five of these appear to be the best in our limited computational testing also.
{"title":"A study of search directions in primal-dual interior-point methods for semidefinite programming","authors":"M. Todd","doi":"10.1080/10556789908805745","DOIUrl":"https://doi.org/10.1080/10556789908805745","url":null,"abstract":"We discuss several different search directions which can be used in primal-dual interior-point methods for semidefinite programming problems and investigate their theoretical properties, including scale invariance, primal-dual symmetry, and whether they always generate well-defined directions. Among the directions satisfying all but at most two of these desirable properties are the Alizadeh-Haeberly-Overton, Helmberg-Rendl-Vanderbei-Wolkowicz/Kojima-Shindoh-HaralMonteiro, Nesterov-Todd, Gu, and Toh directions, as well as directions we will call the MTW and Half directions. The first five of these appear to be the best in our limited computational testing also.","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"1999-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86344479","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 : 1999-01-01DOI: 10.1080/10556789908805734
Jiming Peng, Christian Kanzowb, M. Fukushima
A box constrained variational inequality problem can be reformulated as an unconstrained minimization problem through the D-gap function. Some basic properties of the affine variational inequality subproblems in the classical Josephy-Newton method are studied. A hybrid Josephy-Newton method is then proposed for minimizing the D-gap function. Under suitable conditions, the algorithm is shown to be globally convergent and locally quadratically convergent. Some numerical results are also presented.
{"title":"A hybrid Josephy — Newton method for solving box constrained variational equality roblems via the D-gap function","authors":"Jiming Peng, Christian Kanzowb, M. Fukushima","doi":"10.1080/10556789908805734","DOIUrl":"https://doi.org/10.1080/10556789908805734","url":null,"abstract":"A box constrained variational inequality problem can be reformulated as an unconstrained minimization problem through the D-gap function. Some basic properties of the affine variational inequality subproblems in the classical Josephy-Newton method are studied. A hybrid Josephy-Newton method is then proposed for minimizing the D-gap function. Under suitable conditions, the algorithm is shown to be globally convergent and locally quadratically convergent. Some numerical results are also presented.","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"1999-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78661892","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 : 1999-01-01DOI: 10.1080/10556789908805755
A. Nemirovski
In this paper, we introduce the notion of a self-concordant convex-concave function, establish basic properties of these functions and develop a path-following interior point method for approximating saddle points of “sufficiently well-behaved” convex-concave functions—those which admit natural self-concordant convex-concave regularizations. The approach is illustrated by its applications to developing an exterior penalty polynomial time method for Semidefinite Programming and to the problem of inscribing the largest volume ellipsoid into a given polytope.
{"title":"On self-concordant convex–concave functions","authors":"A. Nemirovski","doi":"10.1080/10556789908805755","DOIUrl":"https://doi.org/10.1080/10556789908805755","url":null,"abstract":"In this paper, we introduce the notion of a self-concordant convex-concave function, establish basic properties of these functions and develop a path-following interior point method for approximating saddle points of “sufficiently well-behaved” convex-concave functions—those which admit natural self-concordant convex-concave regularizations. The approach is illustrated by its applications to developing an exterior penalty polynomial time method for Semidefinite Programming and to the problem of inscribing the largest volume ellipsoid into a given polytope.","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"1999-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76998946","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}