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

File Description: application/xml

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

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

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

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

A TRUNCATED PROJECTED NEWTON-TYPE ALGORITHM FOR LARGE-SCALE SEMI-INFINITE PROGRAMMING.

Authors: Qin Ni Chen Ling Liqun Qi et al.

Source: SIAM Journal on Optimization; 2006, Vol. 16 Issue 4, p1137-1154, 18p, 3 Charts

Subject Terms: MATHEMATICAL programming, NEWTON-Raphson method, LARGE scale systems, STOCHASTIC convergence, ALGORITHMS

Exploiting problem structure in optimization under uncertainty via online convex optimization.

Authors: Ho-Nguyen, Nam Kılınç-Karzan, Fatma

Source: Mathematical Programming. Sep2019, Vol. 177 Issue 1/2, p113-147. 35p.

Subject Terms: *UNCERTAINTY, *CONVEX programming, *ROBUST optimization

Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion.

Authors: Zhang, Richard Y. Lavaei, Javad

Source: Mathematical Programming. Jul2021, Vol. 188 Issue 1, p351-393. 43p.

Subject Terms: *INTERIOR-point methods, *SEMIDEFINITE programming

Large Scale Inverse Problems : Computational Methods and Applications in the Earth Sciences

Authors: Mike Cullen Melina A Freitag Stefan Kindermann et al.

Resource Type: eBook.

Subjects: Inverse problems (Differential equations)

Categories: MATHEMATICS / Mathematical Analysis, MATHEMATICS / Applied, MATHEMATICS / Differential Equations / General, SCIENCE / Earth Sciences / Geology, SCIENCE / Physics / Geophysics, SCIENCE / Earth Sciences / Meteorology & Climatology, SCIENCE / Earth Sciences / Oceanography

Solving large-scale semidefinite programs in parallel.

Authors: Nayakkankuppam, Madhu V.¹ Madhu.Nayakkankuppam@gmail.com

Source: Mathematical Programming. Feb2007, Vol. 109 Issue 2/3, p477-504. 28p. 8 Charts, 2 Graphs.

Subject Terms: *MATHEMATICAL programming, *SPECTRAL theory, *EIGENVALUES, *LANCZOS method, *PARALLEL processing

A dynamic programming approach for generalized nearly isotonic optimization

Authors: Yu, Zhensheng Chen, Xuyu Li, Xudong

Source: Mathematical Programming Computation. 15:195-225

Subject Terms: FOS: Computer and information sciences, Optimization and Control (math.OC), FOS: Mathematics, 90C06, 90C25, 90C39, 0211 other engineering and technologies, 02 engineering and technology, 0101 mathematics, Mathematics - Optimization and Control, Statistics - Computation, 01 natural sciences, Computation (stat.CO)

Access URL: http://arxiv.org/abs/2011.03305

An interior-point smoothing technique for Lagrangian relaxation in large-scale convex programming.

Authors: Shida, Masayuki

Source: Optimization; Feb2008, Vol. 57 Issue 1, p183-200, 18p

Subject Terms: CONVEX programming, MATHEMATICAL programming, LAGRANGE equations, MATHEMATICAL optimization, ALGORITHMS, MATHEMATICS

People: HUARD, P.

Fast inexact decomposition algorithms for large-scale separable convex optimization.

Authors: Tran-Dinh, Q. Necoara, I. Diehl, M.

Source: Optimization; Feb2016, Vol. 65 Issue 2, p325-356, 32p

Subject Terms: MATHEMATICAL optimization, DECOMPOSITION method, CONVEX functions, COMPUTATIONAL complexity, MATHEMATICAL programming, ITERATIVE methods (Mathematics)