Displaying similar documents to “An Algorithm for L C 1 Optimization”

A PVT-Type Algorithm for Minimizing a Nonsmooth Convex Function

Pang, Li-Ping, Xia, Zun-Quan (2003)

Serdica Mathematical Journal

Similarity:

2000 Mathematics Subject Classification: 90C25, 68W10, 49M37. A general framework of the (parallel variable transformation) PVT-type algorithm, called the PVT-MYR algorithm, for minimizing a non-smooth convex function is proposed, via the Moreau-Yosida regularization. As a particular scheme of this framework an ε-scheme is also presented. The global convergence of this algorithm is given under the assumptions of strong convexity of the objective function and an ε-descent...

A new nonmonotone adaptive trust region algorithm

Ahmad Kamandi, Keyvan Amini (2022)

Applications of Mathematics

Similarity:

We propose a new and efficient nonmonotone adaptive trust region algorithm to solve unconstrained optimization problems. This algorithm incorporates two novelties: it benefits from a radius dependent shrinkage parameter for adjusting the trust region radius that avoids undesirable directions and exploits a new strategy to prevent sudden increments of objective function values in nonmonotone trust region techniques. Global convergence of this algorithm is investigated under some mild...

Convex quadratic underestimation and Branch and Bound for univariate global optimization with one nonconvex constraint

Hoai An Le Thi, Mohand Ouanes (2006)

RAIRO - Operations Research

Similarity:

The purpose of this paper is to demonstrate that, for globally minimize one dimensional nonconvex problems with both twice differentiable function and constraint, we can propose an efficient algorithm based on Branch and Bound techniques. The method is first displayed in the simple case with an interval constraint. The extension is displayed afterwards to the general case with an additional nonconvex twice differentiable constraint. A quadratic bounding function which is better than...

An adaptive long step interior point algorithm for linear optimization

Maziar Salahi (2010)

Kybernetika

Similarity:

It is well known that a large neighborhood interior point algorithm for linear optimization performs much better in implementation than its small neighborhood counterparts. One of the key elements of interior point algorithms is how to update the barrier parameter. The main goal of this paper is to introduce an “adaptive” long step interior-point algorithm in a large neighborhood of central path using the classical logarithmic barrier function having O ( n log ( x 0 ) T s 0 ϵ ) iteration complexity analogous...