{"title":"Sequential hierarchical least-squares programming for prioritized non-linear optimal control","authors":"Kai Pfeiffer, Abderrahmane Kheddar","doi":"10.1080/10556788.2024.2307467","DOIUrl":"https://doi.org/10.1080/10556788.2024.2307467","url":null,"abstract":"We present a sequential hierarchical least-squares programming solver with trust-region and hierarchical step-filter with application to prioritized discrete non-linear optimal control. It is based...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"30 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-02-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140025743","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":"Three-operator reflected forward-backward splitting algorithm with double inertial effects","authors":"Qiao-Li Dong, Min Su, Yekini Shehu","doi":"10.1080/10556788.2024.2307470","DOIUrl":"https://doi.org/10.1080/10556788.2024.2307470","url":null,"abstract":"In this paper, we propose a reflected forward-backward splitting algorithm with two different inertial extrapolations to find a zero of the sum of three monotone operators consisting of the maximal...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"77 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139763317","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":"Optimal inexactness schedules for tunable oracle-based methods","authors":"Guillaume Van Dessel, François Glineur","doi":"10.1080/10556788.2023.2296982","DOIUrl":"https://doi.org/10.1080/10556788.2023.2296982","url":null,"abstract":"Several recent works address the impact of inexact oracles in the convergence analysis of modern first-order optimization techniques, e.g. Bregman Proximal Gradient and Prox-Linear methods as well ...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"333 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140025908","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":"Optimized convergence of stochastic gradient descent by weighted averaging","authors":"Melinda Hagedorn, Florian Jarre","doi":"10.1080/10556788.2024.2306383","DOIUrl":"https://doi.org/10.1080/10556788.2024.2306383","url":null,"abstract":"Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. Howev...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"2 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140025919","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}
Pavel Dvurechensky, Petr Ostroukhov, Alexander Gasnikov, César A. Uribe, Anastasiya Ivanova
{"title":"Near-optimal tensor methods for minimizing the gradient norm of convex functions and accelerated primal–dual tensor methods","authors":"Pavel Dvurechensky, Petr Ostroukhov, Alexander Gasnikov, César A. Uribe, Anastasiya Ivanova","doi":"10.1080/10556788.2023.2296443","DOIUrl":"https://doi.org/10.1080/10556788.2023.2296443","url":null,"abstract":"Motivated, in particular, by the entropy-regularized optimal transport problem, we consider convex optimization problems with linear equality constraints, where the dual objective has Lipschitz pth...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"4 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139763761","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":"Incremental quasi-Newton algorithms for solving a nonconvex, nonsmooth, finite-sum optimization problem","authors":"Gulcin Dinc Yalcin, Frank E. Curtis","doi":"10.1080/10556788.2023.2296432","DOIUrl":"https://doi.org/10.1080/10556788.2023.2296432","url":null,"abstract":"Algorithms for solving certain nonconvex, nonsmooth, finite-sum optimization problems are proposed and tested. In particular, the algorithms are proposed and tested in the context of a transductive...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"17 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-01-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139678470","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":"Shape-changing trust-region methods using multipoint symmetric secant matrices","authors":"J. J. Brust, J. B. Erway, R. F. Marcia","doi":"10.1080/10556788.2023.2296441","DOIUrl":"https://doi.org/10.1080/10556788.2023.2296441","url":null,"abstract":"In this work, we consider methods for large-scale and nonconvex unconstrained optimization. We propose a new trust-region method whose subproblem is defined using a so-called ‘shape-changing’ norm ...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"16 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139585072","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}
Serena Crisci, Simone Rebegoldi, Gerardo Toraldo, Marco Viola
{"title":"Barzilai–Borwein-like rules in proximal gradient schemes for ℓ1-regularized problems","authors":"Serena Crisci, Simone Rebegoldi, Gerardo Toraldo, Marco Viola","doi":"10.1080/10556788.2023.2285489","DOIUrl":"https://doi.org/10.1080/10556788.2023.2285489","url":null,"abstract":"We propose a novel steplength selection rule in proximal gradient methods for minimizing the sum of a differentiable function plus an ℓ1-norm penalty term. The proposed rule modifies one of the cla...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"56 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139585077","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}
Alexander Rogozin, Aleksandr Beznosikov, Darina Dvinskikh, Dmitry Kovalev, Pavel Dvurechensky, Alexander Gasnikov
{"title":"Decentralized saddle point problems via non-Euclidean mirror prox","authors":"Alexander Rogozin, Aleksandr Beznosikov, Darina Dvinskikh, Dmitry Kovalev, Pavel Dvurechensky, Alexander Gasnikov","doi":"10.1080/10556788.2023.2280062","DOIUrl":"https://doi.org/10.1080/10556788.2023.2280062","url":null,"abstract":"We consider smooth convex-concave saddle point problems in the decentralized distributed setting, where a finite-sum objective is distributed among the nodes of a computational network. At each nod...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"35 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139763209","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}
Pauliina Paasivirta, Riikka Numminen, Antti Airola, Napsu Karmitsa, Tapio Pahikkala
{"title":"Predicting pairwise interaction affinities with ℓ0-penalized least squares–a nonsmooth bi-objective optimization based approach*","authors":"Pauliina Paasivirta, Riikka Numminen, Antti Airola, Napsu Karmitsa, Tapio Pahikkala","doi":"10.1080/10556788.2023.2280784","DOIUrl":"https://doi.org/10.1080/10556788.2023.2280784","url":null,"abstract":"In this paper, we introduce a novel nonsmooth optimization-based method LMBM-Kronℓ0LS for solving large-scale pairwise interaction affinity prediction problems. The aim of LMBM-Kronℓ0LS is to produ...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"14 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139559407","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}