Related papers: In ratio section method and algorithms for minimiz…
The gradient method for minimize a differentiable convex function on Riemannian manifolds with lower bounded sectional curvature is analyzed in this paper. The analysis of the method is presented with three different finite procedures for…
We propose an adaptive accelerated gradient method for solving smooth convex optimization problems. The method incorporates a scheme to determine the step size adaptively, by means of a local estimation of the smoothness constant, which is…
We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…
We introduce and analyze a parallel sequential Monte Carlo methodology for the numerical solution of optimization problems that involve the minimization of a cost function that consists of the sum of many individual components. The proposed…
Golden ratio primal-dual algorithm (GRPDA) is a new variant of the classical Arrow-Hurwicz method for solving structured convex optimization problem, in which the objective function consists of the sum of two closed proper convex functions,…
We present two approximate versions of the proximal subgradient method for minimizing the sum of two convex functions (not necessarily differentiable). The algorithms involve, at each iteration, inexact evaluations of the proximal operator…
In this paper, we consider gradient methods for minimizing smooth convex functions, which employ the information obtained at the previous iterations in order to accelerate the convergence towards the optimal solution. This information is…
In several important routing contexts it is required to identify a set of routes, each of which optimizes a different criterion. For instance, in the context of vehicle routing, one route would minimize the total distance traveled, while…
We consider the problem of minimizing the sum of two convex functions: one is the average of a large number of smooth component functions, and the other is a general convex function that admits a simple proximal mapping. We assume the whole…
This paper presents a novel Differential Evolution algorithm for protein folding optimization that is applied to a three-dimensional AB off-lattice model. The proposed algorithm includes two new mechanisms. A local search is used to improve…
Partitioning a graph into blocks of roughly equal weight while cutting only few edges is a fundamental problem in computer science with numerous practical applications. While shared-memory parallel partitioners have recently matured to…
Search-based planning with motion primitives is a powerful motion planning technique that can provide dynamic feasibility, optimality, and real-time computation times on size, weight, and power-constrained platforms in unstructured…
Stochastic methods for minimizing a convex integral functional, as initiated by Robbins and Monro in the early 1950s, rely on the evaluation of a gradient (or subgradient if the function is not smooth) and moving in the corresponding…
In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function. We assume that only noisy gradient and…
We present a simple and faster algorithm for computing fair cuts on undirected graphs, a concept introduced in recent work of Li et al. (SODA 2023). Informally, for any parameter $\epsilon>0$, a $(1+\epsilon)$-fair $(s,t)$-cut is an…
Block-coordinate algorithms are recognized to furnish efficient iterative schemes for addressing large-scale problems, especially when the computation of full derivatives entails substantial memory requirements and computational efforts. In…
We consider a class of nonsmooth fractional programming problems with fixed-point constraints, where the numerator is convex and the denominator is concave. To solve this problem, we propose splitting algorithms that compute subgradient…
We consider the problem of finding the minimizer of a convex function $F: \mathbb R^d \rightarrow \mathbb R$ of the form $F(w) := \sum_{i=1}^n f_i(w) + R(w)$ where a low-rank factorization of $\nabla^2 f_i(w)$ is readily available. We…
The Barzilai-Borwein (BB) gradient method is efficient for solving large-scale unconstrained problems to the modest accuracy and has a great advantage of being easily extended to solve a wide class of constrained optimization problems. In…
This work is concerned with approximating matrix functions for banded matrices, hierarchically semiseparable matrices, and related structures. We develop a new divide-and-conquer method based on (rational) Krylov subspace methods for…