Related papers: Line Search for Convex Minimization

A common technique to speed up shortest path queries in graphs is to use a bidirectional search, i.e., performing a forward search from the start and a backward search from the destination until a common vertex on a shortest path is found.…

In this paper, we explore the non-asymptotic global convergence rates of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) method implemented with exact line search. Notably, due to Dixon's equivalence result, our findings are also applicable to…

Approximation of subdifferentials is one of the main tasks when computing descent directions for nonsmooth optimization problems. In this article, we propose a bisection method for weakly lower semismooth functions which is able to compute…

Higher-order tensor methods were recently proposed for minimizing smooth convex and nonconvex functions. Higher-order algorithms accelerate the convergence of the classical first-order methods thanks to the higher-order derivatives used in…

The problem of minimizing a separable convex function under linearly coupled constraints arises from various application domains such as economic systems, distributed control, and network flow. The main challenge for solving this problem is…

We propose a first-order method for solving inequality constrained optimization problems. The method is derived from our previous work [12], a modified search direction method (MSDM) that applies the singular-value decomposition of…

This paper proposes several novel optimization algorithms for minimizing a nonlinear objective function. The algorithms are enlightened by the optimal state trajectory of an optimal control problem closely related to the minimized objective…

Recently Raghavendra and Tan (SODA 2012) gave a 0.85-approximation algorithm for the Max Bisection problem. We improve their algorithm to a 0.8776-approximation. As Max Bisection is hard to approximate within $\alpha_{GW} + \epsilon \approx…

For solving pseudo-convex global optimization problems, we present a novel fully adaptive steepest descent method (or ASDM) without any hard-to-estimate parameters. For the step-size regulation in an $\varepsilon$-normalized direction, we…

Quasi-Newton (QN) methods provide an efficient alternative to second-order methods for minimizing smooth unconstrained problems. While QN methods generally compose a Hessian estimate based on one secant interpolation per iteration,…

In this paper, we study possible extensions of the main ideas and methods of constrained DC optimization to the case of nonlinear semidefinite programming problems and more general nonlinear and nonsmooth cone constrained optimization…

This paper considers a networked system with a finite number of users and supposes that each user tries to minimize its own private objective function over its own private constraint set. It is assumed that each user's constraint set can be…

To find a shortest path between two nodes $s_0$ and $s_1$ in a given graph, a classical approach is to start a Breadth-First Search (BFS) from $s_0$ and run it until the search discovers $s_1$. Alternatively, one can start two Breadth-First…

In this paper, we provide near-optimal accelerated first-order methods for minimizing a broad class of smooth nonconvex functions that are strictly unimodal on all lines through a minimizer. This function class, which we call the class of…

This paper proposes a stochastic gradient descent method with an adaptive Gaussian noise term for the global minimization of nearly convex functions, which are nonconvex and possess multiple strict local minimizers. The noise term,…

We study the problem of minimizing a $m$-weakly convex and possibly nonsmooth function. Weak convexity provides a broad framework that subsumes convex, smooth, and many composite nonconvex functions. In this work, we propose a…

We attempt to provide an algorithm for approximating a solution of the quasiconvex equilibrium problem that was proved to exist by K. Fan 1972. The proposed algorithm is an iterative procedure, where the search direction at each iteration…

High-dimensional linear regression under heavy-tailed noise or outlier corruption is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs,…

For strongly convex objectives that are smooth, the classical theory of gradient descent ensures linear convergence relative to the number of gradient evaluations. An analogous nonsmooth theory is challenging. Even when the objective is…

This paper describes an extension of the BFGS and L-BFGS methods for the minimization of a nonlinear function subject to errors. This work is motivated by applications that contain computational noise, employ low-precision arithmetic, or…