Augmented Lagrangian Methods Invoking (Proximal) Gradient-type Methods for (Composite) Structured Optimization Problems

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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (139 download)

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Book Synopsis Augmented Lagrangian Methods Invoking (Proximal) Gradient-type Methods for (Composite) Structured Optimization Problems by : Xiaoxi Jia

Download or read book Augmented Lagrangian Methods Invoking (Proximal) Gradient-type Methods for (Composite) Structured Optimization Problems written by Xiaoxi Jia and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Practical Augmented Lagrangian Methods for Constrained Optimization

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Publisher : SIAM
ISBN 13 : 1611973368
Total Pages : 222 pages
Book Rating : 4.6/5 (119 download)

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Book Synopsis Practical Augmented Lagrangian Methods for Constrained Optimization by : Ernesto G. Birgin

Download or read book Practical Augmented Lagrangian Methods for Constrained Optimization written by Ernesto G. Birgin and published by SIAM. This book was released on 2014-04-30 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on Augmented Lagrangian techniques for solving practical constrained optimization problems. The authors: rigorously delineate mathematical convergence theory based on sequential optimality conditions and novel constraint qualifications; orient the book to practitioners by giving priority to results that provide insight on the practical behavior of algorithms and by providing geometrical and algorithmic interpretations of every mathematical result; and fully describe a freely available computational package for constrained optimization and illustrate its usefulness with applications.

Augmented Lagrangian and Proximal Methods for Constrained Structured Optimization

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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (126 download)

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Book Synopsis Augmented Lagrangian and Proximal Methods for Constrained Structured Optimization by : Alberto De Marchi

Download or read book Augmented Lagrangian and Proximal Methods for Constrained Structured Optimization written by Alberto De Marchi and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Proximal Algorithms

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Publisher : Now Pub
ISBN 13 : 9781601987167
Total Pages : 130 pages
Book Rating : 4.9/5 (871 download)

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Book Synopsis Proximal Algorithms by : Neal Parikh

Download or read book Proximal Algorithms written by Neal Parikh and published by Now Pub. This book was released on 2013-11 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proximal Algorithms discusses proximal operators and proximal algorithms, and illustrates their applicability to standard and distributed convex optimization in general and many applications of recent interest in particular. Much like Newton's method is a standard tool for solving unconstrained smooth optimization problems of modest size, proximal algorithms can be viewed as an analogous tool for nonsmooth, constrained, large-scale, or distributed versions of these problems. They are very generally applicable, but are especially well-suited to problems of substantial recent interest involving large or high-dimensional datasets. Proximal methods sit at a higher level of abstraction than classical algorithms like Newton's method: the base operation is evaluating the proximal operator of a function, which itself involves solving a small convex optimization problem. These subproblems, which generalize the problem of projecting a point onto a convex set, often admit closed-form solutions or can be solved very quickly with standard or simple specialized methods. Proximal Algorithms discusses different interpretations of proximal operators and algorithms, looks at their connections to many other topics in optimization and applied mathematics, surveys some popular algorithms, and provides a large number of examples of proximal operators that commonly arise in practice.

Augmented Lagrangian Methods

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Publisher : Elsevier
ISBN 13 : 008087536X
Total Pages : 361 pages
Book Rating : 4.0/5 (88 download)

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Book Synopsis Augmented Lagrangian Methods by : M. Fortin

Download or read book Augmented Lagrangian Methods written by M. Fortin and published by Elsevier. This book was released on 2000-04-01 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this volume is to present the principles of the Augmented Lagrangian Method, together with numerous applications of this method to the numerical solution of boundary-value problems for partial differential equations or inequalities arising in Mathematical Physics, in the Mechanics of Continuous Media and in the Engineering Sciences.

Processing, Analyzing and Learning of Images, Shapes, and Forms: Part 2

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Publisher : Elsevier
ISBN 13 : 0444641416
Total Pages : 706 pages
Book Rating : 4.4/5 (446 download)

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Book Synopsis Processing, Analyzing and Learning of Images, Shapes, and Forms: Part 2 by :

Download or read book Processing, Analyzing and Learning of Images, Shapes, and Forms: Part 2 written by and published by Elsevier. This book was released on 2019-10-16 with total page 706 pages. Available in PDF, EPUB and Kindle. Book excerpt: Processing, Analyzing and Learning of Images, Shapes, and Forms: Part 2, Volume 20, surveys the contemporary developments relating to the analysis and learning of images, shapes and forms, covering mathematical models and quick computational techniques. Chapter cover Alternating Diffusion: A Geometric Approach for Sensor Fusion, Generating Structured TV-based Priors and Associated Primal-dual Methods, Graph-based Optimization Approaches for Machine Learning, Uncertainty Quantification and Networks, Extrinsic Shape Analysis from Boundary Representations, Efficient Numerical Methods for Gradient Flows and Phase-field Models, Recent Advances in Denoising of Manifold-Valued Images, Optimal Registration of Images, Surfaces and Shapes, and much more. Covers contemporary developments relating to the analysis and learning of images, shapes and forms Presents mathematical models and quick computational techniques relating to the topic Provides broad coverage, with sample chapters presenting content on Alternating Diffusion and Generating Structured TV-based Priors and Associated Primal-dual Methods

First-order and Stochastic Optimization Methods for Machine Learning

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Publisher : Springer Nature
ISBN 13 : 3030395685
Total Pages : 591 pages
Book Rating : 4.0/5 (33 download)

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Book Synopsis First-order and Stochastic Optimization Methods for Machine Learning by : Guanghui Lan

Download or read book First-order and Stochastic Optimization Methods for Machine Learning written by Guanghui Lan and published by Springer Nature. This book was released on 2020-05-15 with total page 591 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers not only foundational materials but also the most recent progresses made during the past few years on the area of machine learning algorithms. In spite of the intensive research and development in this area, there does not exist a systematic treatment to introduce the fundamental concepts and recent progresses on machine learning algorithms, especially on those based on stochastic optimization methods, randomized algorithms, nonconvex optimization, distributed and online learning, and projection free methods. This book will benefit the broad audience in the area of machine learning, artificial intelligence and mathematical programming community by presenting these recent developments in a tutorial style, starting from the basic building blocks to the most carefully designed and complicated algorithms for machine learning.

Acceleration Methods

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ISBN 13 : 9781680839289
Total Pages : 262 pages
Book Rating : 4.8/5 (392 download)

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Book Synopsis Acceleration Methods by : Alexandre d'Aspremont

Download or read book Acceleration Methods written by Alexandre d'Aspremont and published by . This book was released on 2021-12-15 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph covers recent advances in a range of acceleration techniques frequently used in convex optimization. Using quadratic optimization problems, the authors introduce two key families of methods, namely momentum and nested optimization schemes. These methods are covered in detail and include Chebyshev Acceleration, Nonlinear Acceleration, Nesterov Acceleration, Proximal Acceleration and Catalysts and Restart Schemes.This book provides the reader with an in-depth description of the developments in Acceleration Methods since the early 2000s, whilst referring the reader back to underpinning earlier work for further understanding. This topic is important in the modern-day application of convex optimization techniques in many applicable areas.This book is an introduction to the topic that enables the reader to quickly understand the important principles and apply the techniques to their own research.

Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (93 download)

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Book Synopsis Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints by : A. F. Izmailov

Download or read book Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints written by A. F. Izmailov and published by . This book was released on 2011 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: We consider global convergence properties of the augmented Lagrangian methods on problems with degenerate constraints, with a special emphasis on mathematical programs with complementarity constraints (MPCC). In the general case, we show convergence to stationary points of the problem under an error bound condition for the feasible set (which is weaker than constraint qualifications), assuming that the iterates have some modest features of approximate local minimizers of the augmented Lagrangian. For MPCC, we first argue that even weak forms of general constraint qualifications that are suitable for convergence of the augmented Lagrangian methods, such as the recently proposed relaxed positive linear dependence condition, should not be expected to hold and thus special analysis is needed. We next obtain a rather complete picture, showing that under the usual in this context MPCC-linear independence constraint qualification feasible accumulation points of the iterates are guaranteed to be C-stationary for MPCC (better than weakly stationary), but in general need not be M-stationary (hence, neither strongly stationary). However, strong stationarity is guaranteed if the generated dual sequence is bounded, which we show to be the typical numerical behaviour even though the multiplier set itself is unbounded. Experiments with the ALGENCAN augmented Lagrangian solver on the MacMPEC and DEGEN collections are reported, with comparisons to the SNOPT and filterSQP implementations of the SQP method, to the MINOS implementation of the linearly constrained Lagrangian method, and to the interior-point solvers IPOPT and KNITRO. We show that ALGENCAN is a very good option if one is primarily interested in robustness and quality of computed solutions.

First-Order Methods in Optimization

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Publisher : SIAM
ISBN 13 : 1611974984
Total Pages : 476 pages
Book Rating : 4.6/5 (119 download)

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Book Synopsis First-Order Methods in Optimization by : Amir Beck

Download or read book First-Order Methods in Optimization written by Amir Beck and published by SIAM. This book was released on 2017-10-02 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt: The primary goal of this book is to provide a self-contained, comprehensive study of the main ?rst-order methods that are frequently used in solving large-scale problems. First-order methods exploit information on values and gradients/subgradients (but not Hessians) of the functions composing the model under consideration. With the increase in the number of applications that can be modeled as large or even huge-scale optimization problems, there has been a revived interest in using simple methods that require low iteration cost as well as low memory storage. The author has gathered, reorganized, and synthesized (in a unified manner) many results that are currently scattered throughout the literature, many of which cannot be typically found in optimization books. First-Order Methods in Optimization offers comprehensive study of first-order methods with the theoretical foundations; provides plentiful examples and illustrations; emphasizes rates of convergence and complexity analysis of the main first-order methods used to solve large-scale problems; and covers both variables and functional decomposition methods.

Large-Scale and Distributed Optimization

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Publisher : Springer
ISBN 13 : 3319974785
Total Pages : 412 pages
Book Rating : 4.3/5 (199 download)

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Book Synopsis Large-Scale and Distributed Optimization by : Pontus Giselsson

Download or read book Large-Scale and Distributed Optimization written by Pontus Giselsson and published by Springer. This book was released on 2018-11-11 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents tools and methods for large-scale and distributed optimization. Since many methods in "Big Data" fields rely on solving large-scale optimization problems, often in distributed fashion, this topic has over the last decade emerged to become very important. As well as specific coverage of this active research field, the book serves as a powerful source of information for practitioners as well as theoreticians. Large-Scale and Distributed Optimization is a unique combination of contributions from leading experts in the field, who were speakers at the LCCC Focus Period on Large-Scale and Distributed Optimization, held in Lund, 14th–16th June 2017. A source of information and innovative ideas for current and future research, this book will appeal to researchers, academics, and students who are interested in large-scale optimization.

Studies in Linear and Non-Linear Programming

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Publisher :
ISBN 13 : 9781258450144
Total Pages : 242 pages
Book Rating : 4.4/5 (51 download)

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Book Synopsis Studies in Linear and Non-Linear Programming by : Leonid Hurwicz

Download or read book Studies in Linear and Non-Linear Programming written by Leonid Hurwicz and published by . This book was released on 2012-07-01 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: Additional Contributing Authors Include Thomas Marschak, Robert Solow, Samuel Karlin, And Others.

Perturbation Analysis of Optimization Problems

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Publisher : Springer Science & Business Media
ISBN 13 : 1461213940
Total Pages : 618 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Perturbation Analysis of Optimization Problems by : J.Frederic Bonnans

Download or read book Perturbation Analysis of Optimization Problems written by J.Frederic Bonnans and published by Springer Science & Business Media. This book was released on 2013-11-22 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt: A presentation of general results for discussing local optimality and computation of the expansion of value function and approximate solution of optimization problems, followed by their application to various fields, from physics to economics. The book is thus an opportunity for popularizing these techniques among researchers involved in other sciences, including users of optimization in a wide sense, in mechanics, physics, statistics, finance and economics. Of use to research professionals, including graduate students at an advanced level.

Optimization with Sparsity-Inducing Penalties

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Publisher :
ISBN 13 : 9781601985101
Total Pages : 124 pages
Book Rating : 4.9/5 (851 download)

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Book Synopsis Optimization with Sparsity-Inducing Penalties by : Francis Bach

Download or read book Optimization with Sparsity-Inducing Penalties written by Francis Bach and published by . This book was released on 2011-12-23 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel selection. It turns out that many of the related estimation problems can be cast as convex optimization problems by regularizing the empirical risk with appropriate nonsmooth norms. Optimization with Sparsity-Inducing Penalties presents optimization tools and techniques dedicated to such sparsity-inducing penalties from a general perspective. It covers proximal methods, block-coordinate descent, reweighted ?2-penalized techniques, working-set and homotopy methods, as well as non-convex formulations and extensions, and provides an extensive set of experiments to compare various algorithms from a computational point of view. The presentation of Optimization with Sparsity-Inducing Penalties is essentially based on existing literature, but the process of constructing a general framework leads naturally to new results, connections and points of view. It is an ideal reference on the topic for anyone working in machine learning and related areas.

Nanoscale Photonic Imaging

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Publisher : Springer Nature
ISBN 13 : 3030344134
Total Pages : 634 pages
Book Rating : 4.0/5 (33 download)

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Book Synopsis Nanoscale Photonic Imaging by : Tim Salditt

Download or read book Nanoscale Photonic Imaging written by Tim Salditt and published by Springer Nature. This book was released on 2020-06-09 with total page 634 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book, edited and authored by a team of world-leading researchers, provides a broad overview of advanced photonic methods for nanoscale visualization, as well as describing a range of fascinating in-depth studies. Introductory chapters cover the most relevant physics and basic methods that young researchers need to master in order to work effectively in the field of nanoscale photonic imaging, from physical first principles, to instrumentation, to mathematical foundations of imaging and data analysis. Subsequent chapters demonstrate how these cutting edge methods are applied to a variety of systems, including complex fluids and biomolecular systems, for visualizing their structure and dynamics, in space and on timescales extending over many orders of magnitude down to the femtosecond range. Progress in nanoscale photonic imaging in Göttingen has been the sum total of more than a decade of work by a wide range of scientists and mathematicians across disciplines, working together in a vibrant collaboration of a kind rarely matched. This volume presents the highlights of their research achievements and serves as a record of the unique and remarkable constellation of contributors, as well as looking ahead at the future prospects in this field. It will serve not only as a useful reference for experienced researchers but also as a valuable point of entry for newcomers.

Implicit Filtering

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Publisher : SIAM
ISBN 13 : 1611971896
Total Pages : 171 pages
Book Rating : 4.6/5 (119 download)

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Book Synopsis Implicit Filtering by : C. T. Kelley

Download or read book Implicit Filtering written by C. T. Kelley and published by SIAM. This book was released on 2011-09-29 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt: A description of the implicit filtering algorithm, its convergence theory and a new MATLAB® implementation.

Convex Analysis and Monotone Operator Theory in Hilbert Spaces

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Publisher : Springer
ISBN 13 : 3319483110
Total Pages : 624 pages
Book Rating : 4.3/5 (194 download)

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Book Synopsis Convex Analysis and Monotone Operator Theory in Hilbert Spaces by : Heinz H. Bauschke

Download or read book Convex Analysis and Monotone Operator Theory in Hilbert Spaces written by Heinz H. Bauschke and published by Springer. This book was released on 2017-02-28 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: This reference text, now in its second edition, offers a modern unifying presentation of three basic areas of nonlinear analysis: convex analysis, monotone operator theory, and the fixed point theory of nonexpansive operators. Taking a unique comprehensive approach, the theory is developed from the ground up, with the rich connections and interactions between the areas as the central focus, and it is illustrated by a large number of examples. The Hilbert space setting of the material offers a wide range of applications while avoiding the technical difficulties of general Banach spaces. The authors have also drawn upon recent advances and modern tools to simplify the proofs of key results making the book more accessible to a broader range of scholars and users. Combining a strong emphasis on applications with exceptionally lucid writing and an abundance of exercises, this text is of great value to a large audience including pure and applied mathematicians as well as researchers in engineering, data science, machine learning, physics, decision sciences, economics, and inverse problems. The second edition of Convex Analysis and Monotone Operator Theory in Hilbert Spaces greatly expands on the first edition, containing over 140 pages of new material, over 270 new results, and more than 100 new exercises. It features a new chapter on proximity operators including two sections on proximity operators of matrix functions, in addition to several new sections distributed throughout the original chapters. Many existing results have been improved, and the list of references has been updated. Heinz H. Bauschke is a Full Professor of Mathematics at the Kelowna campus of the University of British Columbia, Canada. Patrick L. Combettes, IEEE Fellow, was on the faculty of the City University of New York and of Université Pierre et Marie Curie – Paris 6 before joining North Carolina State University as a Distinguished Professor of Mathematics in 2016.