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On optimal universal first-order methods for minimizing heterogeneous sums 非均匀和最小化的最优通用一阶方法
4区 数学
Optimization Letters Pub Date : 2023-09-22 DOI: 10.1007/s11590-023-02060-2
Benjamin Grimmer
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引用次数: 3
Special issue dedicated to the 8th International Conference on Variable Neighborhood Search (ICVNS 2021) 第八届可变邻域搜索国际会议(ICVNS 2021)特刊
4区 数学
Optimization Letters Pub Date : 2023-09-21 DOI: 10.1007/s11590-023-02059-9
Nenad Mladenović, Angelo Sifaleras, Andrei Sleptchenko
{"title":"Special issue dedicated to the 8th International Conference on Variable Neighborhood Search (ICVNS 2021)","authors":"Nenad Mladenović, Angelo Sifaleras, Andrei Sleptchenko","doi":"10.1007/s11590-023-02059-9","DOIUrl":"https://doi.org/10.1007/s11590-023-02059-9","url":null,"abstract":"Abstract This special issue contains 15 papers submitted by the participants of the 8th International Conference on Variable Neighborhood Search (ICVNS 2021), which was held in Abu Dhabi, U.A.E., online due to COVID-19 restrictions, on March 22–24, 2021.","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"75 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136154354","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Dependence in constrained Bayesian optimization 约束贝叶斯优化中的相关性
4区 数学
Optimization Letters Pub Date : 2023-09-20 DOI: 10.1007/s11590-023-02047-z
Shiqiang Zhang, Robert M. Lee, Behrang Shafei, David Walz, Ruth Misener
{"title":"Dependence in constrained Bayesian optimization","authors":"Shiqiang Zhang, Robert M. Lee, Behrang Shafei, David Walz, Ruth Misener","doi":"10.1007/s11590-023-02047-z","DOIUrl":"https://doi.org/10.1007/s11590-023-02047-z","url":null,"abstract":"Abstract Constrained Bayesian optimization optimizes a black-box objective function subject to black-box constraints. For simplicity, most existing works assume that multiple constraints are independent. To ask, when and how does dependence between constraints help? , we remove this assumption and implement probability of feasibility with dependence (Dep-PoF) by applying multiple output Gaussian processes (MOGPs) as surrogate models and using expectation propagation to approximate the probabilities. We compare Dep-PoF and the independent version PoF. We propose two new acquisition functions incorporating Dep-PoF and test them on synthetic and practical benchmarks. Our results are largely negative: incorporating dependence between the constraints does not help much. Empirically, incorporating dependence between constraints may be useful if: (i) the solution is on the boundary of the feasible region(s) or (ii) the feasible set is very small. When these conditions are satisfied, the predictive covariance matrix from the MOGP may be poorly approximated by a diagonal matrix and the off-diagonal matrix elements may become important. Dep-PoF may apply to settings where (i) the constraints and their dependence are totally unknown and (ii) experiments are so expensive that any slightly better Bayesian optimization procedure is preferred. But, in most cases, Dep-PoF is indistinguishable from PoF.","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"86 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136307342","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A new feasible moving ball projection algorithm for pseudomonotone variational inequalities 伪单调变分不等式的一种新的可行的运动球投影算法
4区 数学
Optimization Letters Pub Date : 2023-09-19 DOI: 10.1007/s11590-023-02053-1
Limei Feng, Yongle Zhang, Yiran He
{"title":"A new feasible moving ball projection algorithm for pseudomonotone variational inequalities","authors":"Limei Feng, Yongle Zhang, Yiran He","doi":"10.1007/s11590-023-02053-1","DOIUrl":"https://doi.org/10.1007/s11590-023-02053-1","url":null,"abstract":"","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"94 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135015054","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Approximation algorithm for solving the 1-line Steiner tree problem with minimum number of Steiner points 求解具有最小斯坦纳点数的一行斯坦纳树问题的近似算法
4区 数学
Optimization Letters Pub Date : 2023-09-18 DOI: 10.1007/s11590-023-02058-w
Suding Liu
{"title":"Approximation algorithm for solving the 1-line Steiner tree problem with minimum number of Steiner points","authors":"Suding Liu","doi":"10.1007/s11590-023-02058-w","DOIUrl":"https://doi.org/10.1007/s11590-023-02058-w","url":null,"abstract":"","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"188 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135153957","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Convergence analysis of block majorize-minimize subspace approach 块最大化-最小化子空间方法的收敛性分析
4区 数学
Optimization Letters Pub Date : 2023-09-16 DOI: 10.1007/s11590-023-02055-z
Emilie Chouzenoux, Jean-Baptiste Fest
{"title":"Convergence analysis of block majorize-minimize subspace approach","authors":"Emilie Chouzenoux, Jean-Baptiste Fest","doi":"10.1007/s11590-023-02055-z","DOIUrl":"https://doi.org/10.1007/s11590-023-02055-z","url":null,"abstract":"We consider the minimization of a differentiable Lipschitz gradient but non necessarily convex, function F defined on $${mathbb {R}}^N$$ . We propose an accelerated gradient descent approach which combines three strategies, namely (i) a variable metric derived from the majorization-minimization principle; (ii) a subspace strategy incorporating information from the past iterates; (iii) a block alternating update. Under the assumption that F satisfies the Kurdyka–Łojasiewicz property, we give conditions under which the sequence generated by the resulting block majorize-minimize subspace algorithm converges to a critical point of the objective function, and we exhibit convergence rates for its iterates.","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135304611","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Variance reduced moving balls approximation method for smooth constrained minimization problems 光滑约束最小化问题的方差减少移动球近似方法
IF 1.6 4区 数学
Optimization Letters Pub Date : 2023-07-30 DOI: 10.1007/s11590-023-02049-x
Zhi-Chun Yang, F. Xia, K. Tu
{"title":"Variance reduced moving balls approximation method for smooth constrained minimization problems","authors":"Zhi-Chun Yang, F. Xia, K. Tu","doi":"10.1007/s11590-023-02049-x","DOIUrl":"https://doi.org/10.1007/s11590-023-02049-x","url":null,"abstract":"","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":" ","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-07-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43244909","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Scheduling jobs with general linear deterioration to minimize total weighted number of late jobs 调度具有一般线性恶化的作业,以最小化延迟作业的加权总数
IF 1.6 4区 数学
Optimization Letters Pub Date : 2023-07-24 DOI: 10.1007/s11590-023-02039-z
Yifu Feng, Xin-Na Geng, Dan-Yang Lv, Ji-Bo Wang
{"title":"Scheduling jobs with general linear deterioration to minimize total weighted number of late jobs","authors":"Yifu Feng, Xin-Na Geng, Dan-Yang Lv, Ji-Bo Wang","doi":"10.1007/s11590-023-02039-z","DOIUrl":"https://doi.org/10.1007/s11590-023-02039-z","url":null,"abstract":"","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":" ","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42403232","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Minimizing a complex quadratic fractional optimization problem with two second-order cone constraints 具有两个二阶锥约束的复二次分式优化问题的最小化
IF 1.6 4区 数学
Optimization Letters Pub Date : 2023-07-21 DOI: 10.1007/s11590-023-02044-2
Arezu Zare
{"title":"Minimizing a complex quadratic fractional optimization problem with two second-order cone constraints","authors":"Arezu Zare","doi":"10.1007/s11590-023-02044-2","DOIUrl":"https://doi.org/10.1007/s11590-023-02044-2","url":null,"abstract":"","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":" ","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-07-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45305938","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A linearized method for solving tensor complementarity problems with implicit Z-tensors 用隐式Z-张量求解张量互补问题的线性化方法
IF 1.6 4区 数学
Optimization Letters Pub Date : 2023-07-16 DOI: 10.1007/s11590-023-02043-3
Xionghui Zheng, Yong Wang, Zhenghai Huang
{"title":"A linearized method for solving tensor complementarity problems with implicit Z-tensors","authors":"Xionghui Zheng, Yong Wang, Zhenghai Huang","doi":"10.1007/s11590-023-02043-3","DOIUrl":"https://doi.org/10.1007/s11590-023-02043-3","url":null,"abstract":"","PeriodicalId":49720,"journal":{"name":"Optimization Letters","volume":" ","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-07-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49312815","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","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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