Related papers: An extension of hybrid method without extrapolatio…
We present a hybrid algorithm between an evolution strategy and a quasi Newton method. The design is based on the Hessian Estimation Evolution Strategy, which iteratively estimates the inverse square root of the Hessian matrix of the…
In this work, we consider smooth unconstrained optimization problems and we deal with the class of gradient methods with momentum, i.e., descent algorithms where the search direction is defined as a linear combination of the current…
In this paper, we consider a class of finite-sum convex optimization problems defined over a distributed multiagent network with $m$ agents connected to a central server. In particular, the objective function consists of the average of $m$…
In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…
In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…
Linear optimization is many times algorithmically simpler than non-linear convex optimization. Linear optimization over matroid polytopes, matching polytopes and path polytopes are example of problems for which we have simple and efficient…
We develop and analyze several different second-order algorithms for computing a near-optimal solution path of a convex parametric optimization problem with smooth Hessian. Our algorithms are inspired by a differential equation perspective…
We propose a method for solving constrained fixed point problems involving compositions of Lipschitz pseudo contractive and firmly nonexpansive operators in Hilbert spaces. Each iteration of the method uses separate evaluations of these…
This paper proposes a new equilibrium concept "robust perfect equilibrium" for non-cooperative games with a continuum of players, incorporating three types of perturbations. Such an equilibrium is shown to exist (in symmetric mixed…
The aim of this paper is to present an extragradient method for variational inequality associated to a point-to-set vector field in Hadamard manifolds and to study its convergence properties. In order to present our method the concept of…
Hypergraph matching has recently become a popular approach for solving correspondence problems in computer vision as it allows to integrate higher-order geometric information. Hypergraph matching can be formulated as a third-order…
We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…
In this paper, we propose a proximal gradient method and an accelerated proximal gradient method for solving composite optimization problems, where the objective function is the sum of a smooth and a convex, possibly nonsmooth, function. We…
In this paper we consider the problem of finding a Nash equilibrium (NE) via zeroth-order feedback information in games with merely monotone pseudogradient mapping. Based on hybrid system theory, we propose a novel extremum seeking…
In this paper, a novel stochastic extra-step quasi-Newton method is developed to solve a class of nonsmooth nonconvex composite optimization problems. We assume that the gradient of the smooth part of the objective function can only be…
We present a hybrid systems framework for multi-agent optimization in which agents execute computations in continuous time and communicate in discrete time. The optimization algorithm is a hybrid version of parallelized coordinate descent.…
In this paper we accomplish the development of the fast rank-adaptive solver for tensor-structured symmetric positive definite linear systems in higher dimensions. In [arXiv:1301.6068] this problem is approached by alternating minimization…
This paper proposes a new hybrid high-order discretization for the biharmonic problem and the corresponding eigenvalue problem. The discrete ansatz space includes degrees of freedom in $n-2$ dimensional submanifolds (e.g., nodal values in…
The paper concerns with novel first-order methods for monotone variational inequalities. They use a very simple linesearch procedure that takes into account a local information of the operator. Also the methods do not require…
The numerical methods for differential equation solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods have the restricted class of…