Search Results - 90C06 Large-scale problems in mathematical programming*

Sampling and Update Frequencies in Proximal Variance-Reduced Stochastic Gradient Methods: Sampling and update frequencies in proximal variance-reduced stochastic gradient methods

Authors: Martin Morin Pontus Giselsson

Source: Journal of Optimization Theory and Applications. 205

Subject Terms: Large-scale problems in mathematical programming, FOS: Computer and information sciences, Convex programming, sampling, Computer Science - Machine Learning, 0211 other engineering and technologies, SAGA, L-SVRG, 02 engineering and technology, stochastic gradient, Machine Learning (cs.LG), Numerical mathematical programming methods, epoch length, Nonlinear programming, Optimization and Control (math.OC), variance-reduced, 0202 electrical engineering, electronic engineering, information engineering, FOS: Mathematics, Primary 65K05, Secondary 90C06, 90C25, 90C30, 68Q25, Mathematics - Optimization and Control

File Description: application/xml

Access URL: http://arxiv.org/abs/2002.05545

A Corrected Inexact Proximal Augmented Lagrangian Method with a Relative Error Criterion for a Class of Group-Quadratic Regularized Optimal Transport Problems: A corrected inexact proximal augmented Lagrangian method with a relative error criterion for a class of group-quadratic regularized optimal transport problems

Authors: Lei Yang Ling Liang Hong T. M. Chu et al.

Source: Journal of Scientific Computing. 99

Subject Terms: Large-scale problems in mathematical programming, Convex programming, optimal transport, group-quadratic regularizer, Optimization and Control (math.OC), Linear programming, relative error criterion, proximal augmented Lagrangian method, FOS: Mathematics, Mathematics - Optimization and Control, 90C05, 90C06, 90C25

File Description: application/xml

Access URL: http://arxiv.org/abs/2311.01976
https://zbmath.org/7845621
https://doi.org/10.1007/s10915-024-02549-7

Projected Newton Method for Large-Scale Bayesian Linear Inverse Problems.

Authors: Li, Haibo

Source: SIAM Journal on Optimization; 2025, Vol. 35 Issue 3, p1439-1468, 30p

Subject Terms: INVERSE problems, REGULARIZATION parameter, TIKHONOV regularization, MATHEMATICAL programming, LAGRANGIAN functions, KRYLOV subspace, BAYESIAN analysis, NEWTON-Raphson method

A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization

Authors: Zaiwen Wen Andre Milzarek Minghan Yang et al.

Source: Mathematical Programming. 194:257-303

Subject Terms: Large-scale problems in mathematical programming, FOS: Computer and information sciences, Stochastic approximation, 90C06, 90C15, 90C26, 90C53, 0211 other engineering and technologies, Stochastic programming, Machine Learning (stat.ML), 02 engineering and technology, Methods of quasi-Newton type, Global convergence, Nonconvex programming, global optimization, global convergence, Stochastic quasi-Newton scheme, nonsmooth stochastic optimization, Statistics - Machine Learning, Optimization and Control (math.OC), stochastic approximation, stochastic higher order method, FOS: Mathematics, stochastic quasi-Newton scheme, Nonsmooth stochastic optimization, Stochastic higher order method, Mathematics - Optimization and Control

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Access URL: http://arxiv.org/pdf/1910.09373
http://arxiv.org/abs/1910.09373
https://zbmath.org/7550204
https://doi.org/10.1007/s10107-021-01629-y
http://repository.ust.hk/ir/Record/1783.1-111309
https://link.springer.com/article/10.1007/s10107-021-01629-y

Parallelizing the dual revised simplex method

Authors: Huangfu, Qi Hall, James

Source: Huangfu, Q & Hall, J 2018, ' Parallelizing the dual revised simplex method ', Mathematical Programming Computation, vol. 10, no. 1, pp. 119-142 . https://doi.org/10.1007/s12532-017-0130-5

Subject Terms: 0301 basic medicine, 90C06 Large-scale problems in mathematical programming, 03 medical and health sciences, Optimization and Control (math.OC), 65Y05 Parallel numerical computation, FOS: Mathematics, 90C05, 90C06, 65K05, 0211 other engineering and technologies, Mathematics - Numerical Analysis, Numerical Analysis (math.NA), 02 engineering and technology, 90C05 Linear programming, Mathematics - Optimization and Control

File Description: application/pdf

Access URL: https://link.springer.com/content/pdf/10.1007/s12532-017-0130-5.pdf
http://arxiv.org/abs/1503.01889
https://link.springer.com/content/pdf/10.1007%2Fs12532-017-0130-5.pdf
https://dblp.uni-trier.de/db/journals/corr/corr1503.html#HuangfuH15
https://www.research.ed.ac.uk/portal/files/23636350/HuHa13_MPC.pdf
https://link.springer.com/article/10.1007/s12532-017-0130-5/fulltext.html
http://mpc.zib.de/index.php/MPC/article/view/209
http://ui.adsabs.harvard.edu/abs/2015arXiv150301889H/abstract
https://hdl.handle.net/20.500.11820/131acaf0-a651-45be-bb1c-95e5e99c8012
https://www.pure.ed.ac.uk/ws/files/23636350/HuHa13_MPC.pdf

CONVEX QUARTIC PROBLEMS: HOMOGENIZED GRADIENT METHOD AND PRECONDITIONING.

Authors: DRAGOMIR, RADU-ALEXANDRU NESTEROV, YURII

Source: SIAM Journal on Optimization; 2025, Vol. 35 Issue 2, p651-677, 27p

Subject Terms: HOMOGENEOUS polynomials, OPTIMIZATION algorithms, CONVEX programming, MATHEMATICAL optimization, INVERSE problems

An iterative approach for the solution of fully fuzzy linear fractional programming problems via fuzzy multi-objective optimization.

Authors: Bas, Sema Akin Ozkok, Beyza Ahlatcioglu

Source: AIMS Mathematics; 2024, Vol. 9 Issue 6, p15361-15384, 24p

Subject Terms: FRACTIONAL programming, LINEAR programming, MATHEMATICAL optimization, EVOLUTIONARY algorithms, PRODUCTION planning, FUZZY sets, STATISTICS

Stochastic Optimization under Hidden Convexity.

Authors: Fatkhullin, Ilyas He, Niao Hu, Yifan

Source: SIAM Journal on Optimization; 2025, Vol. 35 Issue 4, p2544-2571, 28p

Subject Terms: STOCHASTIC programming, MATHEMATICAL optimization, OPTIMIZATION algorithms, STOCHASTIC approximation, COMPUTATIONAL complexity, NONLINEAR functions

Column generation approach for 1.5-dimensional cutting stock problem with technical constraints.

Authors: Sağır, Müjgan Saraç, Tuğba

Source: Mathematical Modelling & Numerical Simulation with Applications; Sep2024, Vol. 4 Issue 3, p335-350, 16p

Subject Terms: CUTTING stock problem, COLUMN generation (Algorithms), OPERATIONS research, MATHEMATICAL optimization, RESEARCH questions, MATHEMATICAL models, LINEAR programming

Decentralized projected Riemannian gradient method for smooth optimization on compact submanifolds embedded in the Euclidean space.

Authors: Deng, Kangkang Hu, Jiang

Source: Numerische Mathematik; Dec2025, Vol. 157 Issue 6, p2173-2210, 38p

Subject Terms: SUBMANIFOLDS, MATHEMATICAL programming, MATRIX decomposition, NUMERICAL analysis

Novel update techniques for the revised simplex method

Authors: Huangfu, Qi Hall, Julian

Source: Huangfu, Q & Hall, J 2015, ' Novel update techniques for the revised simplex method ', Computational optimization and applications, vol. 60, no. 3, pp. 587-608 . https://doi.org/10.1007/s10589-014-9689-1

Subject Terms: 90C06 Large-scale problems in mathematical programming, 0211 other engineering and technologies, 02 engineering and technology, 90C05 Linear programming, 0101 mathematics, 65K05 Numerical mathematical programming methods, 01 natural sciences

File Description: application/pdf

Access URL: https://www.pure.ed.ac.uk/ws/files/17776480/Novel_update_techniques_for_the_revised_simplex_method.pdf
https://www.pure.ed.ac.uk/ws/files/17776480/Novel_update_techniques_for_the_revised_simplex_method.pdf
https://hdl.handle.net/20.500.11820/4a4bc9de-2476-4ca2-9629-1ec5dd67df54

Efficient Stochastic Programming in Julia: Efficient stochastic programming in Julia

Authors: Martin Biel Mikael Johansson

Source: INFORMS Journal on Computing. 34:1885-1902

Subject Terms: FOS: Computer and information sciences, 0209 industrial biotechnology, 90C15, 90C06, 90C90, Software, source code, etc. for problems pertaining to operations research and mathematical programming, 0211 other engineering and technologies, Stochastic programming, 02 engineering and technology, Julia language, distributed computations, stochastic programming, Optimization and Control (math.OC), FOS: Mathematics, Computer Science - Mathematical Software, Mathematics - Optimization and Control, Mathematical Software (cs.MS)

File Description: application/xml

Access URL: http://arxiv.org/abs/1909.10451
https://zbmath.org/7587547
https://doi.org/10.1287/ijoc.2022.1158

QPPAL: A Two-phase Proximal Augmented Lagrangian Method for High-dimensional Convex Quadratic Programming Problems

Authors: Liang, Ling Li, Xudong Sun, Defeng et al.

Source: ACM Transactions on Mathematical Software. 48:1-27

Subject Terms: Optimization and Control (math.OC), 90C06, 90C22, 90C25, FOS: Mathematics, 0211 other engineering and technologies, 02 engineering and technology, Mathematics - Optimization and Control

Access URL: http://arxiv.org/abs/2103.13108

Accelerated-gradient-based generalized Levenberg–Marquardt method with oracle complexity bound and local quadratic convergence.

Authors: Marumo, Naoki Okuno, Takayuki Takeda, Akiko

Source: Mathematical Programming; Sep2025, Vol. 213 Issue 1/2, p771-822, 52p

Subject Terms: MATHEMATICAL optimization, OPTIMIZATION algorithms, CONVEX programming, CONVEX functions, MATHEMATICAL functions, COMPUTATIONAL complexity

A generic exact solver for vehicle routing and related problems.

Authors: Pessoa, Artur Sadykov, Ruslan Uchoa, Eduardo et al.

Source: Mathematical Programming. Sep2020, Vol. 183 Issue 1/2, p483-523. 41p.

Subject Terms: *VEHICLE routing problem, *MATHEMATICAL programming

Fully asynchronous stochastic coordinate descent: a tight lower bound on the parallelism achieving linear speedup.

Authors: Cheung, Yun Kuen Cole, Richard Tao, Yixin

Source: Mathematical Programming. Nov2021, Vol. 190 Issue 1/2, p615-677. 63p.

Subject Terms: *STOCHASTIC analysis, *MATHEMATICAL programming, *ALGORITHMS, CONVEX functions, CONVEX programming

HiTSP: Towards a Hierarchical Neural Framework for Large-scale Traveling Salesman Problems.

Authors: Liu, Jian-Feng Wang, Zi-Hao Zhang, Wei et al.

Source: Journal of the Operations Research Society of China; Dec2025, Vol. 13 Issue 4, p1083-1107, 25p

INFEASIBILITY DETECTION WITH PRIMAL-DUAL HYBRID GRADIENT FOR LARGE-SCALE LINEAR PROGRAMMING.

Authors: APPLEGATE, DAVID DIAZ, MATEO LU, HAIHAO et al.

Source: SIAM Journal on Optimization; 2024, Vol. 34 Issue 1, p459-484, 26p

Subject Terms: SEMIDEFINITE programming, QUADRATIC programming, LINEAR programming, ALGORITHMS

Efficient proximal subproblem solvers for a nonsmooth trust-region method.

Authors: Baraldi, Robert J. Kouri, Drew P.

Source: Computational Optimization & Applications. Jan2025, Vol. 90 Issue 1, p193-226. 34p.

Subject Terms: *MATHEMATICAL programming, *MATHEMATICAL optimization, *NONLINEAR programming, NEWTON-Raphson method, COMPUTATIONAL mathematics

A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems.

Authors: Boland, Natashia Christiansen, Jeffrey Dandurand, Brian et al.

Source: Mathematical Programming. May2019, Vol. 175 Issue 1/2, p503-536. 34p.

Subject Terms: *LAGRANGIAN functions, *MATHEMATICAL optimization, *INTEGERS, *MATHEMATICAL analysis, *DIFFERENTIAL equations