Optimization Methods & Software最新文献

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Numerical simulation of differential-algebraic equations with embedded global optimization criteria 内嵌全局优化标准的微分代数方程数值模拟
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-07-05 DOI: 10.1080/10556788.2024.2368569
Jens Deussen, Jonathan Hüser, Uwe Naumann
{"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}
引用次数: 0
Generating linear, semidefinite, and second-order cone optimization problems for numerical experiments 为数值实验生成线性、半定量和二阶锥优化问题
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-07-05 DOI: 10.1080/10556788.2024.2308677
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}
引用次数: 0
A note on the generalized Hessian of the least squares associated with systems of linear inequalities 关于与线性不等式系统相关的最小二乘法的广义 Hessian 的说明
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-07-05 DOI: 10.1080/10556788.2024.2372660
M.V. Dolgopolik
{"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}
引用次数: 0
On the complexity of a quadratic regularization algorithm for minimizing nonsmooth and nonconvex functions 论最小化非光滑和非凸函数的二次正则化算法的复杂性
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-07-04 DOI: 10.1080/10556788.2024.2368578
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}
引用次数: 0
Two efficient spectral hybrid CG methods based on memoryless BFGS direction and Dai–Liao conjugacy condition 基于无记忆 BFGS 方向和 Dai-Liao 共轭条件的两种高效光谱混合 CG 方法
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-06-27 DOI: 10.1080/10556788.2024.2364203
Pengjie Liu, Zihang Yuan, Yue Zhuo, Hu Shao
{"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}
引用次数: 0
Convergence rate analysis of the gradient descent–ascent method for convex–concave saddle-point problems 凸凹鞍点问题的梯度下降-后裔法收敛率分析
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-06-20 DOI: 10.1080/10556788.2024.2360040
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}
引用次数: 0
A proximal-gradient method for problems with overlapping group-sparse regularization: support identification complexity 重叠组稀疏正则化问题的近端梯度法:支持识别复杂性
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-05-31 DOI: 10.1080/10556788.2024.2346643
Yutong Dai, Daniel P. Robinson
{"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}
引用次数: 0
Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization 利用贝叶斯推理逼近赫塞斯矩阵:随机优化中准牛顿方法的新方法
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-04-29 DOI: 10.1080/10556788.2024.2339226
André Gustavo Carlon, Luis Espath, Raúl Tempone
{"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}
引用次数: 0
An active set method for bound-constrained optimization 有约束优化的有源集方法
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-04-26 DOI: 10.1080/10556788.2024.2339215
A. Neumaier, B. Azmi, M. Kimiaei
{"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}
引用次数: 0
AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems AN-SPS:针对凸约束优化问题的自适应样本量非单调线性搜索谱投射子梯度法
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-04-26 DOI: 10.1080/10556788.2024.2324920
Nataša Krklec Jerinkić, Tijana Ostojić
{"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}
引用次数: 0
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