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Derivative-free bound-constrained optimization for solving structured problems with surrogate models 用代用模型解决结构问题的无衍生约束优化方法
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-04-15 DOI: 10.1080/10556788.2024.2329588
Frank E. Curtis, Shima Dezfulian, Andreas Wächter
{"title":"Derivative-free bound-constrained optimization for solving structured problems with surrogate models","authors":"Frank E. Curtis, Shima Dezfulian, Andreas Wächter","doi":"10.1080/10556788.2024.2329588","DOIUrl":"https://doi.org/10.1080/10556788.2024.2329588","url":null,"abstract":"We propose and analyze a model-based derivative-free (DFO) algorithm for solving bound-constrained optimization problems where the objective function is the composition of a smooth function and a v...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"50 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140585428","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 optimal interpolation set for model-based derivative-free optimization methods 基于模型的无导数优化方法的最优插值集
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-04-08 DOI: 10.1080/10556788.2024.2330635
Tom M. Ragonneau, Zaikun Zhang
{"title":"An optimal interpolation set for model-based derivative-free optimization methods","authors":"Tom M. Ragonneau, Zaikun Zhang","doi":"10.1080/10556788.2024.2330635","DOIUrl":"https://doi.org/10.1080/10556788.2024.2330635","url":null,"abstract":"This paper demonstrates the optimality of an interpolation set employed in derivative-free trust-region methods. This set is optimal in the sense that it minimizes the constant of well-poisedness i...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"51 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-04-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140585202","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
Parallel interior-point solver for block-structured nonlinear programs on SIMD/GPU architectures SIMD/GPU 架构上块结构非线性程序的并行内点求解器
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-04-08 DOI: 10.1080/10556788.2024.2329646
François Pacaud, Michel Schanen, Sungho Shin, Daniel Adrian Maldonado, Mihai Anitescu
{"title":"Parallel interior-point solver for block-structured nonlinear programs on SIMD/GPU architectures","authors":"François Pacaud, Michel Schanen, Sungho Shin, Daniel Adrian Maldonado, Mihai Anitescu","doi":"10.1080/10556788.2024.2329646","DOIUrl":"https://doi.org/10.1080/10556788.2024.2329646","url":null,"abstract":"We investigate how to port the standard interior-point method to new exascale architectures for block-structured nonlinear programs with state equations. Computationally, we decompose the interior-...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"26 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-04-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140585203","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
Linear programming sensitivity measured by the optimal value worst-case analysis 通过最优值最坏情况分析衡量线性规划敏感性
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-04-07 DOI: 10.1080/10556788.2024.2329590
Milan Hladík
{"title":"Linear programming sensitivity measured by the optimal value worst-case analysis","authors":"Milan Hladík","doi":"10.1080/10556788.2024.2329590","DOIUrl":"https://doi.org/10.1080/10556788.2024.2329590","url":null,"abstract":"This paper introduces the concept of a derivative of the optimal value function in linear programming (LP). Basically, it is the worst case optimal value of an interval LP problem when the nominal ...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"52 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-04-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140585480","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 new inexact gradient descent method with applications to nonsmooth convex optimization 一种新的非精确梯度下降法及其在非平滑凸优化中的应用
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-03-25 DOI: 10.1080/10556788.2024.2322700
Pham Duy Khanh, Boris S. Mordukhovich, Dat Ba Tran
{"title":"A new inexact gradient descent method with applications to nonsmooth convex optimization","authors":"Pham Duy Khanh, Boris S. Mordukhovich, Dat Ba Tran","doi":"10.1080/10556788.2024.2322700","DOIUrl":"https://doi.org/10.1080/10556788.2024.2322700","url":null,"abstract":"The paper proposes and develops a novel inexact gradient method (IGD) for minimizing C1-smooth functions with Lipschitzian gradients, i.e. for problems of C1,1 optimization. We show that the sequen...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"30 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140300380","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 generalized Nash equilibrium problems in infinite-dimensional spaces using Nikaido–Isoda type functionals 论使用 Nikaido-Isoda 型函数的无穷维空间广义纳什均衡问题
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-03-20 DOI: 10.1080/10556788.2024.2320736
Michael Ulbrich, Julia Fritz
{"title":"On generalized Nash equilibrium problems in infinite-dimensional spaces using Nikaido–Isoda type functionals","authors":"Michael Ulbrich, Julia Fritz","doi":"10.1080/10556788.2024.2320736","DOIUrl":"https://doi.org/10.1080/10556788.2024.2320736","url":null,"abstract":"We present an analysis of generalized Nash equilibrium problems in infinite-dimensional spaces with possibly non-convex objective functions of the players. Such settings arise, for instance, in gam...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"59 2 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140198026","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
Decentralized gradient tracking with local steps 带局部步骤的分散梯度跟踪
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-03-14 DOI: 10.1080/10556788.2024.2322095
Yue Liu, Tao Lin, Anastasia Koloskova, Sebastian U. Stich
{"title":"Decentralized gradient tracking with local steps","authors":"Yue Liu, Tao Lin, Anastasia Koloskova, Sebastian U. Stich","doi":"10.1080/10556788.2024.2322095","DOIUrl":"https://doi.org/10.1080/10556788.2024.2322095","url":null,"abstract":"Gradient tracking (GT) is an algorithm designed for solving decentralized optimization problems over a network (such as training a machine learning model). A key feature of GT is a tracking mechani...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"23 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140155400","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
Toward state estimation by high gain differentiators with automatic differentiation 通过自动微分的高增益微分器实现状态估计
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-03-14 DOI: 10.1080/10556788.2024.2320737
Klaus Röbenack, Daniel Gerbet
{"title":"Toward state estimation by high gain differentiators with automatic differentiation","authors":"Klaus Röbenack, Daniel Gerbet","doi":"10.1080/10556788.2024.2320737","DOIUrl":"https://doi.org/10.1080/10556788.2024.2320737","url":null,"abstract":"Most applications of automatic differentiation concern the field of optimization in the broadest sense. This means that many applications only need first and second order derivatives. An exception ...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"9 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140155403","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
Bilevel optimization with a multi-objective lower-level problem: risk-neutral and risk-averse formulations 多目标下层问题的双层优化：风险中性和风险规避公式
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-02-20 DOI: 10.1080/10556788.2024.2318707
T. Giovannelli, G. D. Kent, L. N. Vicente
{"title":"Bilevel optimization with a multi-objective lower-level problem: risk-neutral and risk-averse formulations","authors":"T. Giovannelli, G. D. Kent, L. N. Vicente","doi":"10.1080/10556788.2024.2318707","DOIUrl":"https://doi.org/10.1080/10556788.2024.2318707","url":null,"abstract":"In this work, we propose different formulations and gradient-based algorithms for deterministic and stochastic bilevel problems with conflicting objectives in the lower level. Such problems have re...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"55 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-02-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140025719","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
Complexity of a class of first-order objective-function-free optimization algorithms 一类一阶无目标函数优化算法的复杂性
IF 2.2 3区 数学
Optimization Methods & Software Pub Date : 2024-02-08 DOI: 10.1080/10556788.2023.2296431
S. Gratton, S. Jerad, Ph. L. Toint
{"title":"Complexity of a class of first-order objective-function-free optimization algorithms","authors":"S. Gratton, S. Jerad, Ph. L. Toint","doi":"10.1080/10556788.2023.2296431","DOIUrl":"https://doi.org/10.1080/10556788.2023.2296431","url":null,"abstract":"A parametric class of trust-region algorithms for unconstrained non-convex optimization is considered where the value of the objective function is never computed. The class contains a deterministic...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"52 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-02-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140025920","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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