Optimization Methods and Software最新文献

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A Bregman stochastic method for nonconvex nonsmooth problem beyond global Lipschitz gradient continuity 非凸非光滑问题的一种超越全局Lipschitz梯度连续性的Bregman随机方法
Optimization Methods and Software Pub Date : 2023-05-19 DOI: 10.1080/10556788.2023.2189717
Qingsong Wang, Deren Han
{"title":"A Bregman stochastic method for nonconvex nonsmooth problem beyond global Lipschitz gradient continuity","authors":"Qingsong Wang, Deren Han","doi":"10.1080/10556788.2023.2189717","DOIUrl":"https://doi.org/10.1080/10556788.2023.2189717","url":null,"abstract":"ABSTRACT In this paper, we consider solving a broad class of large-scale nonconvex and nonsmooth minimization problems by a Bregman proximal stochastic gradient (BPSG) algorithm. The objective function of the minimization problem is the composition of a differentiable and a nondifferentiable function, and the differentiable part does not admit a global Lipschitz continuous gradient. Under some suitable conditions, the subsequential convergence of the proposed algorithm is established. And under expectation conditions with the Kurdyka-Łojasiewicz (KL) property, we also prove that the proposed method converges globally. We also apply the BPSG algorithm to solve sparse nonnegative matrix factorization (NMF), symmetric NMF via non-symmetric relaxation, and matrix completion problems under different kernel generating distances, and numerically compare it with other algorithms. The results demonstrate the robustness and effectiveness of the proposed algorithm.","PeriodicalId":124811,"journal":{"name":"Optimization Methods and Software","volume":"42 4","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-05-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"120919786","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Convergences for robust bilevel polynomial programmes with applications 鲁棒二阶多项式规划的收敛性及其应用
Optimization Methods and Software Pub Date : 2023-05-19 DOI: 10.1080/10556788.2023.2189719
T. D. Chuong, Xinghuo Yu, Andrew Craig Eberhard, C. Li, Chen Liu
{"title":"Convergences for robust bilevel polynomial programmes with applications","authors":"T. D. Chuong, Xinghuo Yu, Andrew Craig Eberhard, C. Li, Chen Liu","doi":"10.1080/10556788.2023.2189719","DOIUrl":"https://doi.org/10.1080/10556788.2023.2189719","url":null,"abstract":"In this paper, we consider a bilevel polynomial optimization problem, where the constraint functions of both the upper-level and lower-level problems involve uncertain parameters. We employ the deterministic robust optimization approach to examine the bilevel polynomial optimization problem under data uncertainties by providing lower bound approximations and convergences of sum-of-squares (SOS) relaxations for the robust bilevel polynomial optimization problem. More precisely, we show that under the convexity of the lower-level problem and either the boundedness of the feasible set or the coercivity of the objective function, the global optimal values of SOS relaxation problems are lower bounds of the global optimal value of the robust bilevel polynomial problem and they converge to this global optimal value when the degrees of SOS polynomials in the relaxation problems tend to infinity. Moreover, an application to an electric vehicle charging scheduling problem with renewable energy sources demonstrates that using the proposed SOS relaxation schemes, we obtain more stable optimal values than applying a direct solution approach as the SOS relaxations are capable of solving these models involving data uncertainties in dynamic charging price and weather conditions.","PeriodicalId":124811,"journal":{"name":"Optimization Methods and Software","volume":"207 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-05-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124645155","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An efficient model for the multiple allocation hub maximal covering problem 多分配枢纽最大覆盖问题的一个有效模型
Optimization Methods and Software Pub Date : 2023-05-11 DOI: 10.1080/10556788.2023.2196726
Mohammad Maleki, Nahidsadat Majlesinasab, A. Sinha
{"title":"An efficient model for the multiple allocation hub maximal covering problem","authors":"Mohammad Maleki, Nahidsadat Majlesinasab, A. Sinha","doi":"10.1080/10556788.2023.2196726","DOIUrl":"https://doi.org/10.1080/10556788.2023.2196726","url":null,"abstract":"The hub location problem is one of the challenging subjects in location theory. This problem can benefit transportation, telecommunication or delivery systems, in which hub nodes are responsible for receiving, collecting and delivering commodities. This paper discusses the multiple allocation hub maximal covering problem (MAHMCP). In this problem, the flow of an origin–destination pair is transferred via multiple hubs such that the total flow covered by located hubs is maximized. We present a new model for the MAHMCP, which has a significantly smaller number of binary variables compared to previous models. The proposed model is theoretically stronger than past models, and an empirical study using the Australia Post (AP) dataset demonstrates its effectiveness. Our experiments show that the new formulation provides high-quality solutions and fast run times for instances up to 100 nodes.","PeriodicalId":124811,"journal":{"name":"Optimization Methods and Software","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126794542","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Towards global parameter estimation exploiting reduced data sets 利用约简数据集实现全局参数估计
Optimization Methods and Software Pub Date : 2023-05-09 DOI: 10.1080/10556788.2023.2205645
S. Sass, A. Tsoukalas, I. Bell, D. Bongartz, J. Najman, A. Mitsos
{"title":"Towards global parameter estimation exploiting reduced data sets","authors":"S. Sass, A. Tsoukalas, I. Bell, D. Bongartz, J. Najman, A. Mitsos","doi":"10.1080/10556788.2023.2205645","DOIUrl":"https://doi.org/10.1080/10556788.2023.2205645","url":null,"abstract":"We focus on deterministic global optimization (DGO) for nonconvex parameter estimation problems. Realistic and accurate solutions often require a fitting against very large measurement data sets, resulting in intractable size for DGO. Thus, we aim at accelerating the branch-and-bound algorithm by using reduced data sets for constructing valid bounds. We focus on fitting the equation of state for propane, which is of high interest for the chemical industry. The resulting estimation problem is a challenging nonconvex mixed-integer nonlinear optimization problem. We investigate the validity of using reduced data sets by comparing how the lower and upper bounds change when replacing the full data set with different reduced data sets. We account for regions with high and low quality fits by considering the results for the whole feasible region and 100 different subregions. Our results indicate that both regions containing solution candidates and regions containing only low quality fits can be identified based on reduced data sets. Moreover, we observe that the average CPU time per branch-and-bound iteration typically decreases if reduced data sets are used.","PeriodicalId":124811,"journal":{"name":"Optimization Methods and Software","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-05-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126835402","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Crossing edge minimization in radial outerplanar layered graphs using segment paths 使用分段路径的径向外平面分层图的交叉边最小化
Optimization Methods and Software Pub Date : 2023-05-02 DOI: 10.1080/10556788.2023.2205646
F. Madera-Ramírez, J. Trejo-Sánchez, J. López-Martínez, J. Ríos-Martínez
{"title":"Crossing edge minimization in radial outerplanar layered graphs using segment paths","authors":"F. Madera-Ramírez, J. Trejo-Sánchez, J. López-Martínez, J. Ríos-Martínez","doi":"10.1080/10556788.2023.2205646","DOIUrl":"https://doi.org/10.1080/10556788.2023.2205646","url":null,"abstract":"Crossing minimization is a natural problem in graph drawing, which consists of drawing it in the plane with a minimum number of crossings on the edges. We present an algorithm to minimize the crossing edges in radial layered graphs. The algorithm determines the optimal location of nodes in their corresponding circle layer and consists of two phases. In the first phase, a counterclockwise rotation of concentric circles is performed; in the next phase, edges are converted into segment paths. Unlike other algorithms with circular drawings, our algorithm does not require the insertion or removal of nodes and edges; only rotation and path construction operations are utilized. Two versions of the algorithm were created; the exhaustive version tests all the possible paths, while the random version tests a few number of paths. The goal is to minimize the crossing edges to obtain a clear visualization using three criteria: rotation, crossing edge detection and segment path construction. The algorithm has been successfully implemented in 30 instances of graphs with 20, 35 and 50 layers, where crossings are minimized in 86–93%, 93–96% and 95–97%, respectively.","PeriodicalId":124811,"journal":{"name":"Optimization Methods and Software","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-05-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123874435","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Properties of semi-conjugate gradient methods for solving unsymmetric positive definite linear systems 求解非对称正定线性系统的半共轭梯度法的性质
Optimization Methods and Software Pub Date : 2023-04-27 DOI: 10.1080/10556788.2023.2189716
Na Huang, Yuhong Dai, D. Orban, M. Saunders
{"title":"Properties of semi-conjugate gradient methods for solving unsymmetric positive definite linear systems","authors":"Na Huang, Yuhong Dai, D. Orban, M. Saunders","doi":"10.1080/10556788.2023.2189716","DOIUrl":"https://doi.org/10.1080/10556788.2023.2189716","url":null,"abstract":"The conjugate gradient (CG) method is a classic Krylov subspace method for solving symmetric positive definite linear systems. We analyze an analogous semi-conjugate gradient (SCG) method, a special case of the existing semi-conjugate direction (SCD) methods, for unsymmetric positive definite linear systems. Unlike CG, SCG requires the solution of a lower triangular linear system to produce each semi-conjugate direction. We prove that SCG is theoretically equivalent to the full orthogonalization method (FOM), which is based on the Arnoldi process and converges in a finite number of steps. Because SCG's triangular system increases in size each iteration, Dai and Yuan [Study on semi-conjugate direction methods for non-symmetric systems, Int. J. Numer. Meth. Eng. 60(8) (2004), pp. 1383–1399] proposed a sliding window implementation (SWI) to improve efficiency. We show that the directions produced are still locally semi-conjugate. A counter-example illustrates that SWI is different from the direct incomplete orthogonalization method (DIOM), which is FOM with a sliding window. Numerical experiments from the convection-diffusion equation and other applications show that SCG is robust and that the sliding window implementation SWI allows SCG to solve large systems efficiently.","PeriodicalId":124811,"journal":{"name":"Optimization Methods and Software","volume":"35 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-04-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128811932","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Infinite dimensional tensor variational inequalities with applications to an economic equilibrium problem 无限维张量变分不等式在经济均衡问题中的应用
Optimization Methods and Software Pub Date : 2023-04-24 DOI: 10.1080/10556788.2023.2192494
A. Barbagallo, Serena Guarino Lo Bianco
{"title":"Infinite dimensional tensor variational inequalities with applications to an economic equilibrium problem","authors":"A. Barbagallo, Serena Guarino Lo Bianco","doi":"10.1080/10556788.2023.2192494","DOIUrl":"https://doi.org/10.1080/10556788.2023.2192494","url":null,"abstract":"In this paper, we present a general oligopolistic market equilibrium model in which each firm produces several commodities in a time interval. To this aim, we introduce tensor variational inequalities in Hilbert spaces which are a powerful tool to analyse the model. Indeed we characterize the equilibrium condition by means of a suitable time-dependent tensor variational inequality. In addition, we prove some existence and regularity results and a numerical scheme to compute the solution. Finally we provide a numerical example.","PeriodicalId":124811,"journal":{"name":"Optimization Methods and Software","volume":"9 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124272548","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Two families of hybrid conjugate gradient methods with restart procedures and their applications 两类带重启程序的共轭梯度法及其应用
Optimization Methods and Software Pub Date : 2023-03-30 DOI: 10.1080/10556788.2023.2189718
Xianzhen Jiang, Huihui Yang, Ji Jian, Xiaodi Wu
{"title":"Two families of hybrid conjugate gradient methods with restart procedures and their applications","authors":"Xianzhen Jiang, Huihui Yang, Ji Jian, Xiaodi Wu","doi":"10.1080/10556788.2023.2189718","DOIUrl":"https://doi.org/10.1080/10556788.2023.2189718","url":null,"abstract":"In this paper, two families of hybrid conjugate gradient methods with restart procedures are proposed. Their hybrid conjugate parameters are yielded by projection or convex combination of the classical parameters. Moreover, their restart procedures are given uniformly, which are determined by the proposed hybrid conjugate parameters. The search directions of the presented families satisfy the sufficient descent condition. Under usual assumption and the weak Wolfe line search, the proposed families are proved to be globally convergent. Finally, choosing a specific parameter for each family to solve large-scale unconstrained optimization problems, convex constrained nonlinear monotone equations and image restoration problems. All the numerical results are reported and analysed, which show that the proposed families of hybrid conjugate gradient methods are promising.","PeriodicalId":124811,"journal":{"name":"Optimization Methods and Software","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-03-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131386035","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
On a minimal criterion of efficiency in vector variational control problems 向量变分控制问题效率的最小判据
Optimization Methods and Software Pub Date : 2023-03-29 DOI: 10.1080/10556788.2023.2189712
Savin Treanțǎ
{"title":"On a minimal criterion of efficiency in vector variational control problems","authors":"Savin Treanțǎ","doi":"10.1080/10556788.2023.2189712","DOIUrl":"https://doi.org/10.1080/10556788.2023.2189712","url":null,"abstract":"In this paper, we establish a minimal criterion of efficiency for a class of multiobjective variational control problems. Thus, some minimal conditions are formulated so that all local efficient solutions are also global. Also, we present an example to illustrate the mathematical developments derived in the paper.","PeriodicalId":124811,"journal":{"name":"Optimization Methods and Software","volume":"205 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-03-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132687714","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization 非凸优化的二次惩罚法的最坏情况评估复杂度
Optimization Methods and Software Pub Date : 2023-03-28 DOI: 10.1080/10556788.2023.2189711
G. N. Grapiglia
{"title":"Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization","authors":"G. N. Grapiglia","doi":"10.1080/10556788.2023.2189711","DOIUrl":"https://doi.org/10.1080/10556788.2023.2189711","url":null,"abstract":"This paper addresses the worst-case evaluation complexity of a version of the standard quadratic penalty method for smooth nonconvex optimization problems with constraints. The method analysed allows inexact solution of the subproblems and do not require prior knowledge of the Lipschitz constants related with the problem. When an approximate feasible point is used as starting point, it is shown that the referred method takes at most outer iterations to generate an ϵ-approximate KKT point, where is the first penalty parameter. For equality constrained problems, this bound yields to an evaluation complexity bound of , when and suitable first-order methods are used as inner solvers. For problems having only linear equality constraints, an evaluation complexity bound of is established when appropriate p-order methods ( ) are used as inner solvers. Illustrative numerical results are also presented and corroborate the theoretical predictions.","PeriodicalId":124811,"journal":{"name":"Optimization Methods and Software","volume":"90 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126800182","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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