Computational Optimization and Applications最新文献

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Extension of switch point algorithm to boundary-value problems 开关点算法在边值问题中的推广
2区 数学
Computational Optimization and Applications Pub Date : 2023-09-30 DOI: 10.1007/s10589-023-00530-y
William W. Hager
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引用次数: 1
Linearly convergent bilevel optimization with single-step inner methods 单步内法线性收敛双层优化
2区 数学
Computational Optimization and Applications Pub Date : 2023-09-28 DOI: 10.1007/s10589-023-00527-7
Ensio Suonperä, Tuomo Valkonen
{"title":"Linearly convergent bilevel optimization with single-step inner methods","authors":"Ensio Suonperä, Tuomo Valkonen","doi":"10.1007/s10589-023-00527-7","DOIUrl":"https://doi.org/10.1007/s10589-023-00527-7","url":null,"abstract":"Abstract We propose a new approach to solving bilevel optimization problems, intermediate between solving full-system optimality conditions with a Newton-type approach, and treating the inner problem as an implicit function. The overall idea is to solve the full-system optimality conditions, but to precondition them to alternate between taking steps of simple conventional methods for the inner problem, the adjoint equation, and the outer problem. While the inner objective has to be smooth, the outer objective may be nonsmooth subject to a prox-contractivity condition. We prove linear convergence of the approach for combinations of gradient descent and forward-backward splitting with exact and inexact solution of the adjoint equation. We demonstrate good performance on learning the regularization parameter for anisotropic total variation image denoising, and the convolution kernel for image deconvolution.","PeriodicalId":55227,"journal":{"name":"Computational Optimization and Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135386223","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"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: 2
Equilibrium modeling and solution approaches inspired by nonconvex bilevel programming 受非凸双层规划启发的平衡建模和求解方法
2区 数学
Computational Optimization and Applications Pub Date : 2023-09-25 DOI: 10.1007/s10589-023-00524-w
Stuart Harwood, Francisco Trespalacios, Dimitri Papageorgiou, Kevin Furman
{"title":"Equilibrium modeling and solution approaches inspired by nonconvex bilevel programming","authors":"Stuart Harwood, Francisco Trespalacios, Dimitri Papageorgiou, Kevin Furman","doi":"10.1007/s10589-023-00524-w","DOIUrl":"https://doi.org/10.1007/s10589-023-00524-w","url":null,"abstract":"","PeriodicalId":55227,"journal":{"name":"Computational Optimization and Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135768746","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"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: 1
A numerical-and-computational study on the impact of using quaternions in the branch-and-prune algorithm for exact discretizable distance geometry problems 精确离散距离几何问题分支-剪枝算法中使用四元数影响的数值与计算研究
2区 数学
Computational Optimization and Applications Pub Date : 2023-09-25 DOI: 10.1007/s10589-023-00526-8
Felipe Fidalgo, Emerson Castelani, Guilherme Philippi
{"title":"A numerical-and-computational study on the impact of using quaternions in the branch-and-prune algorithm for exact discretizable distance geometry problems","authors":"Felipe Fidalgo, Emerson Castelani, Guilherme Philippi","doi":"10.1007/s10589-023-00526-8","DOIUrl":"https://doi.org/10.1007/s10589-023-00526-8","url":null,"abstract":"","PeriodicalId":55227,"journal":{"name":"Computational Optimization and Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135815603","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"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
Stochastic projective splitting 随机投影分裂
2区 数学
Computational Optimization and Applications Pub Date : 2023-09-23 DOI: 10.1007/s10589-023-00528-6
Patrick R. Johnstone, Jonathan Eckstein, Thomas Flynn, Shinjae Yoo
{"title":"Stochastic projective splitting","authors":"Patrick R. Johnstone, Jonathan Eckstein, Thomas Flynn, Shinjae Yoo","doi":"10.1007/s10589-023-00528-6","DOIUrl":"https://doi.org/10.1007/s10589-023-00528-6","url":null,"abstract":"","PeriodicalId":55227,"journal":{"name":"Computational Optimization and Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135958374","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"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
Distribution-free algorithms for predictive stochastic programming in the presence of streaming data 流数据存在下预测随机规划的无分布算法
2区 数学
Computational Optimization and Applications Pub Date : 2023-09-22 DOI: 10.1007/s10589-023-00529-5
Shuotao Diao, Suvrajeet Sen
{"title":"Distribution-free algorithms for predictive stochastic programming in the presence of streaming data","authors":"Shuotao Diao, Suvrajeet Sen","doi":"10.1007/s10589-023-00529-5","DOIUrl":"https://doi.org/10.1007/s10589-023-00529-5","url":null,"abstract":"Abstract This paper studies a fusion of concepts from stochastic programming and non-parametric statistical learning in which data is available in the form of covariates interpreted as predictors and responses. Such models are designed to impart greater agility, allowing decisions under uncertainty to adapt to the knowledge of predictors (leading indicators). This paper studies two classes of methods for such joint prediction-optimization models. One of the methods may be classified as a first-order method, whereas the other studies piecewise linear approximations. Both of these methods are based on coupling non-parametric estimation for predictive purposes, and optimization for decision-making within one unified framework. In addition, our study incorporates several non-parametric estimation schemes, including k nearest neighbors ( k NN) and other standard kernel estimators. Our computational results demonstrate that the new algorithms proposed in this paper outperform traditional approaches which were not designed for streaming data applications requiring simultaneous estimation and optimization as important design features for such algorithms. For instance, coupling k NN with Stochastic Decomposition (SD) turns out to be over 40 times faster than an online version of Benders Decomposition while finding decisions of similar quality. Such computational results motivate a paradigm shift in optimization algorithms that are intended for modern streaming applications.","PeriodicalId":55227,"journal":{"name":"Computational Optimization and Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136060209","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"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 nested genetic algorithm strategy for an optimal seismic design of frames 框架抗震优化设计的嵌套遗传算法策略
2区 数学
Computational Optimization and Applications Pub Date : 2023-09-19 DOI: 10.1007/s10589-023-00523-x
A. Greco, F. Cannizzaro, R. Bruno, A. Pluchino
{"title":"A nested genetic algorithm strategy for an optimal seismic design of frames","authors":"A. Greco, F. Cannizzaro, R. Bruno, A. Pluchino","doi":"10.1007/s10589-023-00523-x","DOIUrl":"https://doi.org/10.1007/s10589-023-00523-x","url":null,"abstract":"Abstract An innovative strategy for an optimal design of planar frames able to resist seismic excitations is proposed. The optimal design is performed considering the cross sections of beams and columns as design variables. The procedure is based on genetic algorithms (GA) that are performed according to a nested structure suitable to be implemented in parallel on several computing devices. In particular, this bi-level optimization involves two nested genetic algorithms. The first external one seeks the size of the structural elements of the frame which corresponds to the most performing solution associated with the highest value of an appropriate fitness function. The latter function takes into account, among other considerations, the seismic safety factor and the failure mode that are calculated by means of the second internal algorithm. The proposed procedure aims at representing a prompt performance-based design procedure which observes earthquake engineering principles, that is displacement capacity and energy dissipation, although based on a limit analysis, thus avoiding the need of performing cumbersome nonlinear analyses. The details of the proposed procedure are provided and applications to the seismic design of two frames of different size are described.","PeriodicalId":55227,"journal":{"name":"Computational Optimization and Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135014763","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"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
Inexact proximal DC Newton-type method for nonconvex composite functions 非凸复合函数的非精确近端DC牛顿型方法
2区 数学
Computational Optimization and Applications Pub Date : 2023-09-15 DOI: 10.1007/s10589-023-00525-9
Shummin Nakayama, Yasushi Narushima, Hiroshi Yabe
{"title":"Inexact proximal DC Newton-type method for nonconvex composite functions","authors":"Shummin Nakayama, Yasushi Narushima, Hiroshi Yabe","doi":"10.1007/s10589-023-00525-9","DOIUrl":"https://doi.org/10.1007/s10589-023-00525-9","url":null,"abstract":"","PeriodicalId":55227,"journal":{"name":"Computational Optimization and Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135395824","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"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: 1
A Filippov approximation theorem for strengthened one-sided Lipschitz differential inclusions 强化单侧Lipschitz微分包涵的Filippov近似定理
2区 数学
Computational Optimization and Applications Pub Date : 2023-09-11 DOI: 10.1007/s10589-023-00517-9
Robert Baier, Elza Farkhi
{"title":"A Filippov approximation theorem for strengthened one-sided Lipschitz differential inclusions","authors":"Robert Baier, Elza Farkhi","doi":"10.1007/s10589-023-00517-9","DOIUrl":"https://doi.org/10.1007/s10589-023-00517-9","url":null,"abstract":"Abstract We consider differential inclusions with strengthened one-sided Lipschitz (SOSL) right-hand sides. The class of SOSL multivalued maps is wider than the class of Lipschitz ones and a subclass of the class of one-sided Lipschitz maps. We prove a Filippov approximation theorem for the solutions of such differential inclusions with perturbations in the right-hand side, both of the set of the velocities (outer perturbations) and of the state (inner perturbations). The obtained estimate of the distance between the approximate and exact solution extends the known Filippov estimate for Lipschitz maps to SOSL ones and improves the order of approximation with respect to the inner perturbation known for one-sided Lipschitz (OSL) right-hand sides from $$frac{1}{2}$$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:mfrac> <mml:mn>1</mml:mn> <mml:mn>2</mml:mn> </mml:mfrac> </mml:math> to 1.","PeriodicalId":55227,"journal":{"name":"Computational Optimization and Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135936322","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"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: 1
Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization 非凸期望约束优化的随机非精确增广拉格朗日方法
2区 数学
Computational Optimization and Applications Pub Date : 2023-09-07 DOI: 10.1007/s10589-023-00521-z
Zichong Li, Pin-Yu Chen, Sijia Liu, Songtao Lu, Yangyang Xu
{"title":"Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization","authors":"Zichong Li, Pin-Yu Chen, Sijia Liu, Songtao Lu, Yangyang Xu","doi":"10.1007/s10589-023-00521-z","DOIUrl":"https://doi.org/10.1007/s10589-023-00521-z","url":null,"abstract":"","PeriodicalId":55227,"journal":{"name":"Computational Optimization and Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134997949","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"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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