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In this paper, a new variant of accelerated gradient descent is proposed. The pro-posed method does not require any information about the objective function, usesexact line search for the practical accelerations of convergence, converges…

最优化与控制 · 数学 2019-05-14 Yurii Nesterov , Alexander Gasnikov , Sergey Guminov , Pavel Dvurechensky

We propose a gradient descent method for solving optimization problems arising in settings of tropical geometry - a variant of algebraic geometry that has attracted growing interest in applications such as computational biology, economics,…

最优化与控制 · 数学 2025-11-17 Roan Talbut , Anthea Monod

In this paper, we study randomized and cyclic coordinate descent for convex unconstrained optimization problems. We improve the known convergence rates in some cases by using the numerical semidefinite programming performance estimation…

最优化与控制 · 数学 2022-12-26 Hadi Abbaszadehpeivasti , Etienne de Klerk , Moslem Zamani

For optimization problems on Riemannian manifolds, many types of globally convergent algorithms have been proposed, and they are often equipped with the Riemannian version of the Armijo line search for global convergence. Such existing…

最优化与控制 · 数学 2025-04-11 Hiroyuki Sato , Yuya Yamakawa , Kensuke Aihara

The nonlinear conjugate gradient methods are known to be an effective approach for standard unconstrained optimization problems especially for large-scale problems. This paper proposes a proximal nonlinear conjugate gradient method, which…

最优化与控制 · 数学 2026-04-14 Shodai Hamana , Yasushi Narushima

A subgradient method is presented for solving general convex optimization problems, the main requirement being that a strictly-feasible point is known. A feasible sequence of iterates is generated, which converges to within user-specified…

最优化与控制 · 数学 2016-05-30 James Renegar

We propose a descent subgradient algorithm for minimizing a real function, assumed to be locally Lipschitz, but not necessarily smooth or convex. To find an effective descent direction, the Goldstein subdifferential is approximated through…

最优化与控制 · 数学 2023-04-11 Morteza Maleknia , Majid Soleimani-damaneh

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…

最优化与控制 · 数学 2021-06-02 Yurii Nesterov , Mihai I. Florea

In this paper, we consider the problem of learning high-dimensional tensor regression problems with low-rank structure. One of the core challenges associated with learning high-dimensional models is computation since the underlying…

机器学习 · 统计学 2016-12-01 Han Chen , Garvesh Raskutti , Ming Yuan

This paper provides a block coordinate descent algorithm to solve unconstrained optimization problems. In our algorithm, computation of function values or gradients is not required. Instead, pairwise comparison of function values is used.…

机器学习 · 统计学 2014-09-16 Kota Matsui , Wataru Kumagai , Takafumi Kanamori

We present a subgradient method for minimizing non-smooth, non-Lipschitz convex optimization problems. The only structure assumed is that a strictly feasible point is known. We extend the work of Renegar [5] by taking a different…

最优化与控制 · 数学 2018-02-28 Benjamin Grimmer

Both accelerated and adaptive gradient methods are among state of the art algorithms to train neural networks. The tuning of hyperparameters is needed to make them work efficiently. For classical gradient descent, a general and efficient…

最优化与控制 · 数学 2024-07-23 Bilel Bensaid , Gaël Poëtte , Rodolphe Turpault

We study the block-coordinate forward-backward algorithm in which the blocks are updated in a random and possibly parallel manner, according to arbitrary probabilities. The algorithm allows different stepsizes along the block-coordinates to…

最优化与控制 · 数学 2020-11-30 Saverio Salzo , Silvia Villa

Interpreting gradient methods as fixed-point iterations, we provide a detailed analysis of those methods for minimizing convex objective functions. Due to their conceptual and algorithmic simplicity, gradient methods are widely used in…

机器学习 · 统计学 2017-08-16 Alexander Jung

We suggest a simple adaptive step-size procedure, which does not require any line-search, for a general class of nonlinear optimization methods and prove convergence of a general method under mild assumptions. In particular, the goal…

最优化与控制 · 数学 2018-03-05 Igor Konnov

In this paper, we develop a class of block-coordinate Plug-and-Play (PnP) methods to address imaging inverse problems. The block-coordinate strategy is designed to reduce the high memory consumption arising in PnP methods that rely on…

最优化与控制 · 数学 2026-03-03 Federica Porta , Simone Rebegoldi , Andrea Sebastiani

We present an adaptive step-size method, which does not include line-search techniques, for solving a wide class of nonconvex multiobjective programming problems on an unbounded constraint set. We also prove convergence of a general…

最优化与控制 · 数学 2024-02-12 Nguyen Anh Minh , Le Dung Muu , Tran Ngoc Thang

This paper proposes and develops new linesearch methods with inexact gradient information for finding stationary points of nonconvex continuously differentiable functions on finite-dimensional spaces. Some abstract convergence results for a…

最优化与控制 · 数学 2023-01-03 Pham Duy Khanh , Boris S. Mordukhovich , Dat Ba Tran

We survey incremental methods for minimizing a sum $\sum_{i=1}^mf_i(x)$ consisting of a large number of convex component functions $f_i$. Our methods consist of iterations applied to single components, and have proved very effective in…

系统与控制 · 计算机科学 2017-12-21 Dimitri P. Bertsekas

We prove convergence of a single time-scale stochastic subgradient method with subgradient averaging for constrained problems with a nonsmooth and nonconvex objective function having the property of generalized differentiability. As a tool…

最优化与控制 · 数学 2019-12-17 Andrzej Ruszczynski