{"title":"Numerical simulation of differential-algebraic equations with embedded global optimization criteria","authors":"Jens Deussen, Jonathan Hüser, Uwe Naumann","doi":"10.1080/10556788.2024.2368569","DOIUrl":"https://doi.org/10.1080/10556788.2024.2368569","url":null,"abstract":"We are considering differential-algebraic equations with embedded optimization criteria (DAEOs), in which the embedded optimization problem is solved by global optimization. This leads to different...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"17 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-07-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141610581","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Mohammadhossein Mohammadisiahroudi, Ramin Fakhimi, Brandon Augustino, Tamás Terlaky
{"title":"Generating linear, semidefinite, and second-order cone optimization problems for numerical experiments","authors":"Mohammadhossein Mohammadisiahroudi, Ramin Fakhimi, Brandon Augustino, Tamás Terlaky","doi":"10.1080/10556788.2024.2308677","DOIUrl":"https://doi.org/10.1080/10556788.2024.2308677","url":null,"abstract":"The numerical performance of algorithms can be studied using test sets or procedures that generate such problems. This paper proposes various methods for generating linear, semidefinite, and second...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"22 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-07-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141610577","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A note on the generalized Hessian of the least squares associated with systems of linear inequalities","authors":"M.V. Dolgopolik","doi":"10.1080/10556788.2024.2372660","DOIUrl":"https://doi.org/10.1080/10556788.2024.2372660","url":null,"abstract":"The goal of this note is to point out an erroneous formula for the generalized Hessian of the least squares associated with a system of linear inequalities, that was given in the paper ‘A finite Ne...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"38 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-07-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141573711","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
V. S. Amaral, J. O. Lopes, P. S. M. Santos, G. N. Silva
{"title":"On the complexity of a quadratic regularization algorithm for minimizing nonsmooth and nonconvex functions","authors":"V. S. Amaral, J. O. Lopes, P. S. M. Santos, G. N. Silva","doi":"10.1080/10556788.2024.2368578","DOIUrl":"https://doi.org/10.1080/10556788.2024.2368578","url":null,"abstract":"In this paper, we consider the problem of minimizing the function f(x)=g1(x)+g2(x)−h(x) over Rn, where g1 is a proper and lower semicontinuous function, g2 is continuously differentiable with a Höl...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"1 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141573714","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Two efficient spectral hybrid CG methods based on memoryless BFGS direction and Dai–Liao conjugacy condition","authors":"Pengjie Liu, Zihang Yuan, Yue Zhuo, Hu Shao","doi":"10.1080/10556788.2024.2364203","DOIUrl":"https://doi.org/10.1080/10556788.2024.2364203","url":null,"abstract":"The spectral conjugate gradient (CG) method is one of the effective methods for solving unconstrained optimization problems. In this work, we introduce a composite hybrid CG parameter which is a co...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"40 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-06-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141610578","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Moslem Zamani, Hadi Abbaszadehpeivasti, Etienne de Klerk
{"title":"Convergence rate analysis of the gradient descent–ascent method for convex–concave saddle-point problems","authors":"Moslem Zamani, Hadi Abbaszadehpeivasti, Etienne de Klerk","doi":"10.1080/10556788.2024.2360040","DOIUrl":"https://doi.org/10.1080/10556788.2024.2360040","url":null,"abstract":"In this paper, we study the gradient descent–ascent method for convex–concave saddle-point problems. We derive a new non-asymptotic global convergence rate in terms of distance to the solution set ...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"159 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-06-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141512199","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A proximal-gradient method for problems with overlapping group-sparse regularization: support identification complexity","authors":"Yutong Dai, Daniel P. Robinson","doi":"10.1080/10556788.2024.2346643","DOIUrl":"https://doi.org/10.1080/10556788.2024.2346643","url":null,"abstract":"We consider the proximal-gradient method for minimizing the sum of a smooth function and a convex non-smooth overlapping group-ℓ1 regularizer, which is known to promote sparse solutions with respec...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"24 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141512200","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization","authors":"André Gustavo Carlon, Luis Espath, Raúl Tempone","doi":"10.1080/10556788.2024.2339226","DOIUrl":"https://doi.org/10.1080/10556788.2024.2339226","url":null,"abstract":"Using quasi-Newton methods in stochastic optimization is not a trivial task given the difficulty of extracting curvature information from the noisy gradients. Moreover, pre-conditioning noisy gradi...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"17 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-04-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140884514","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"An active set method for bound-constrained optimization","authors":"A. Neumaier, B. Azmi, M. Kimiaei","doi":"10.1080/10556788.2024.2339215","DOIUrl":"https://doi.org/10.1080/10556788.2024.2339215","url":null,"abstract":"In this article, a class of algorithms is developed for bound-constrained optimization. The new scheme uses the gradient-free line search along bent search paths. Unlike traditional algorithms for ...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"24 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-04-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140828667","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems","authors":"Nataša Krklec Jerinkić, Tijana Ostojić","doi":"10.1080/10556788.2024.2324920","DOIUrl":"https://doi.org/10.1080/10556788.2024.2324920","url":null,"abstract":"We consider convex optimization problems with a possibly nonsmooth objective function in the form of a mathematical expectation. The proposed framework (AN-SPS) employs Sample Average Approximation...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"17 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-04-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140884572","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}