Search Results - numerical mathematical programming methods

A revised MRMIL Riemannian conjugate gradient method with simplified global convergence properties

Authors: Nasiru Salihu Poom Kumam Sani Salisu et al.

Source: Applied Numerical Mathematics. 214:110-126

Subject Terms: global convergence, Numerical mathematical programming methods, vector transport, Nonlinear programming, conjugate gradient method, Riemannian optimization, Riemannian Wolfe conditions, retraction

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Access URL: https://zbmath.org/8034927
https://doi.org/10.1016/j.apnum.2025.03.007

Inexact log-domain interior-point methods for quadratic programming

Authors: Jordan Leung Frank Permenter Ilya Kolmanovsky

Source: Computational Optimization and Applications. 89:625-658

Subject Terms: Numerical mathematical programming methods, interior-point methods, inexact Newton methods, quadratic programming, Interior-point methods, Quadratic programming, iterative methods for linear systems

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Convergence of a stochastic variance reduced Levenberg–Marquardt method: Convergence of a stochastic variance reduced Levenberg-Marquardt method

Authors: Shao, Weiyi Fan, Jinyan

Source: Computational Optimization and Applications. 90:417-444

Subject Terms: least squares problems, Numerical mathematical programming methods, Nonlinear programming, variance reduced method, Mathematical programming, stochastic Levenberg-Marquardt algorithm, empirical residual optimization problem, mini-batch estimation

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Access URL: https://zbmath.org/8015914
https://doi.org/10.1007/s10589-024-00639-8

Accelerated gradient methods on the Grassmann and Stiefel manifolds

Authors: Xiaojing Zhu

Source: Japan Journal of Industrial and Applied Mathematics. 42:751-786

Subject Terms: Programming in abstract spaces, Stiefel manifold, Numerical mathematical programming methods, Nonlinear programming, accelerated gradient, global rate of convergence, Riemannian optimization, Abstract computational complexity for mathematical programming problems, Nonconvex programming, global optimization, Grassmann manifold

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Access URL: https://zbmath.org/8037191
https://doi.org/10.1007/s13160-025-00692-8

A gradient projection method for semi-supervised even order hypergraph clustering problems

Authors: Chang, Jingya Liu, Dongdong Xi, Min

Source: Pacific Journal of Optimization. 21:51-62

Subject Terms: Numerical mathematical programming methods, Classification and discrimination, cluster analysis (statistical aspects), manifold, semi-supervised clustering, Multilinear algebra, tensor calculus, hypergraph, Programming involving graphs or networks, Hypergraphs, tensor

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On convergence of the block Lanczos method for the CDT subproblem

Authors: Gu, Ying Guo, Yongyan

Source: Journal of Applied Mathematics and Computing. 70:6443-6454

Subject Terms: Numerical optimization and variational techniques, Numerical mathematical programming methods, Block-Lanczos method, CDT subproblem, Quadratic programming, Krylov subspace, convergence analysis

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On the Extension of Dai-Liao Conjugate Gradient Method for Vector Optimization: On the extension of Dai-Liao conjugate gradient method for vector optimization

Authors: Hu, Qingjie Li, Ruyun Zhang, Yanyan et al.

Source: Journal of Optimization Theory and Applications. 203:810-843

Subject Terms: Pareto optimality, global convergence, vector optimization, Numerical mathematical programming methods, Dai-Liao conjugate gradient method, Multi-objective and goal programming

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Access URL: https://zbmath.org/7942689
https://doi.org/10.1007/s10957-024-02535-x

A conic regularized Barzilai–Borwein trust region method for large scale unconstrained optimization: A conic regularized Barzilai-Borwein trust region method for large scale unconstrained optimization

Authors: Lijuan Zhao

Source: Japan Journal of Industrial and Applied Mathematics. 42:553-574

Subject Terms: Numerical mathematical programming methods, Nonlinear programming, simple conic model, regularized Barzilai-Borwein step, large scale, trust region

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Improvement of Convergence of One- and Two-Step MSM Iteration Methods for Nondifferentiable Nonlinear Complementarity Problems: Improvement of convergence of one- and two-step MSM iteration methods for nondifferentiable nonlinear complementarity problems

Authors: Gui-Lin Yan Yu-Jiang Wu Bo Deng

Source: Communications on Applied Mathematics and Computation. 7:733-758

Subject Terms: nonlinear complementarity problem (NCP), Iterative numerical methods for linear systems, convergence, Numerical mathematical programming methods, modulus-based, multisplitting, \(H_+\)-matrix, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), \(H\)-splitting

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Access URL: https://zbmath.org/8034297
https://doi.org/10.1007/s42967-024-00378-x

A Newton-CG based barrier-augmented Lagrangian method for general nonconvex conic optimization

Authors: Chuan He Heng Huang Zhaosong Lu

Source: Computational Optimization and Applications. 89:843-894

Subject Terms: FOS: Computer and information sciences, Computer Science - Machine Learning, 0211 other engineering and technologies, operation complexity, Machine Learning (stat.ML), Interior-point methods, 02 engineering and technology, Nonconvex programming, global optimization, 01 natural sciences, Machine Learning (cs.LG), second-order stationary point, Numerical mathematical programming methods, 49M05, 49M15, 68Q25, 90C26, 90C30, 90C60, Nonlinear programming, Statistics - Machine Learning, nonconvex conic optimization, FOS: Mathematics, Mathematics - Numerical Analysis, 0101 mathematics, Mathematics - Optimization and Control, Newton-conjugate gradient method, iteration complexity, Numerical Analysis (math.NA), Methods of quasi-Newton type, Optimization and Control (math.OC), barrier method, augmented Lagrangian method

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Access URL: http://arxiv.org/abs/2301.04204
https://zbmath.org/7948914
https://doi.org/10.1007/s10589-024-00603-6

On solving a revised model of the nonnegative matrix factorization problem by the modified adaptive versions of the Dai–Liao method: On solving a revised model of the nonnegative matrix factorization problem by the modified adaptive versions of the Dai-Liao method

Authors: Babaie-Kafaki, Saman Dargahi, Fatemeh Aminifard, Zohre

Source: Numerical Algorithms. 99:505-519

Subject Terms: ellipsoid norm, Numerical mathematical programming methods, Numerical linear algebra, conjugate gradient algorithm, quasi-Newton updating formula, 0211 other engineering and technologies, unconstrained optimization, nonnegative matrix factorization, 02 engineering and technology, Methods of quasi-Newton type, 0101 mathematics, 01 natural sciences, Factorization of matrices

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Access URL: https://zbmath.org/8032140
https://doi.org/10.1007/s11075-024-01886-w

First-Order Penalty Methods for Bilevel Optimization: First-order penalty methods for bilevel optimization

Authors: Zhaosong Lu Sanyou Mei

Source: SIAM Journal on Optimization. 34:1937-1969

Subject Terms: bilevel optimization, first-order methods, FOS: Computer and information sciences, Computer Science - Machine Learning, 0211 other engineering and technologies, operation complexity, Machine Learning (stat.ML), 02 engineering and technology, Numerical Analysis (math.NA), Nonconvex programming, global optimization, Minimax problems in mathematical programming, Machine Learning (cs.LG), penalty methods, Numerical mathematical programming methods, Nonlinear programming, Statistics - Machine Learning, Optimization and Control (math.OC), FOS: Mathematics, minimax optimization, Mathematics - Numerical Analysis, 90C26, 90C30, 90C47, 90C99, 65K05, Mathematics - Optimization and Control

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Access URL: http://arxiv.org/abs/2301.01716

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

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

New Douglas-Rashford Splitting Algorithms for Generalized DC Programming with Applications in Machine Learning: New Douglas-Rashford splitting algorithms for generalized DC programming with applications in machine learning

Authors: Yonghong Yao Lateef O. Jolaoso Yekini Shehu et al.

Source: Journal of Scientific Computing. 103

Subject Terms: machine learning, Numerical mathematical programming methods, DC programming, Nonlinear programming, Optimization and Control (math.OC), nonconvex optimization, Learning and adaptive systems in artificial intelligence, FOS: Mathematics, Nonconvex programming, global optimization, Douglas-Rachford splitting algorithm, Mathematics - Optimization and Control

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Access URL: http://arxiv.org/abs/2404.14800

Design Guidelines for Noise-Tolerant Optimization with Applications in Robust Design: Design guidelines for noise-tolerant optimization with applications in robust design

Authors: Lou, Yuchen Sun, Shigeng Nocedal, Jorge

Source: SIAM Journal on Scientific Computing. 47:A1335-A1357

Subject Terms: 0211 other engineering and technologies, Stochastic programming, 02 engineering and technology, Numerical Analysis (math.NA), stochastic optimization, nonlinear optimization, 01 natural sciences, Design techniques (robust design, computer-aided design, etc.), Numerical mathematical programming methods, Nonlinear programming, Optimization and Control (math.OC), FOS: Mathematics, 90C30, 90C15, 93B51, 65K05, noise estimation, Mathematics - Numerical Analysis, 0101 mathematics, Mathematics - Optimization and Control

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Access URL: http://arxiv.org/abs/2401.15007

Two self-adaptive derivative-free methods with restart procedure for constrained nonlinear equations with applications

Authors: Shuangyu Li Liping Pang Menglong Xue et al.

Source: Journal of Applied Mathematics and Computing. 70:6219-6243

Subject Terms: global convergence, signal restoration, Numerical mathematical programming methods, Nonlinear programming, logistic regression, derivative-free method, Derivative-free methods and methods using generalized derivatives, constrained nonlinear equations

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A Block Lanczos Method for Large-Scale Quadratic Minimization Problems with Orthogonality Constraints: A block Lanczos method for large-scale quadratic minimization problems with orthogonality constraints

Authors: Feng, Bo Wu, Gang

Source: SIAM Journal on Scientific Computing. 46:A884-A905

Subject Terms: Numerical computation of eigenvalues and eigenvectors of matrices, Large-scale problems in mathematical programming, Iterative numerical methods for linear systems, 0211 other engineering and technologies, 02 engineering and technology, Numerical Analysis (math.NA), Quadratic programming, block Krylov subspace, Nonconvex programming, global optimization, 01 natural sciences, quadratic minimization problems with orthogonality constraints, Numerical mathematical programming methods, QMPO, FOS: Mathematics, Mathematics - Numerical Analysis, 0101 mathematics, block Lanczos

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Access URL: http://arxiv.org/abs/2304.11886
https://zbmath.org/7820565
https://doi.org/10.1137/23m1568545

A diagonal quasi-Newton method based on automatic differentiation for nonlinear equations

Authors: Huiping Cao Wugang Li

Source: Calcolo. 62

Subject Terms: Numerical mathematical programming methods, Numerical computation of solutions to systems of equations, nonlinear equations, local convergence, diagonal quasi-Newton method, Methods of quasi-Newton type, automatic differentiation, weak direct tangent condition

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Distributed Dual Subgradient Methods with Averaging and Applications to Grid Optimization: Distributed dual subgradient methods with averaging and applications to grid optimization

Authors: Haitian Liu Subhonmesh Bose Hoa Dinh Nguyen et al.

Source: Journal of Optimization Theory and Applications. 203:1991-2024

Subject Terms: Convex programming, Numerical mathematical programming methods, Optimization and Control (math.OC), FOS: Mathematics, FOS: Electrical engineering, electronic engineering, information engineering, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, Systems and Control (eess.SY), 02 engineering and technology, power system examples, distributed optimization, Mathematics - Optimization and Control, Electrical Engineering and Systems Science - Systems and Control

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Access URL: http://arxiv.org/abs/2107.07061

An inertial Dai-Liao conjugate method for convex constrained monotone equations that avoids the direction of maximum magnification

Authors: Jamilu Sabi’u Sekson Sirisubtawee

Source: Journal of Applied Mathematics and Computing. 70:4319-4351

Subject Terms: inertial interpolation, direction of maximum magnification, linear convergence rate, Numerical mathematical programming methods, projection techniques, Derivative-free methods and methods using generalized derivatives, Dai-Liao CG

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Access URL: https://zbmath.org/8035063
https://doi.org/10.1007/s12190-024-02123-2