Introductory lectures on convex optimization. A basic course.
The book is written as a course, where the most efficient optimization schemes are discussed and for them efficiency bounds have been established. The course is self contained, with all necessary proofs inside, which should not be a problem even for graduate students. The book consists of four independent chapters, each of them including three sections, corresponding approximately to a two-hour lecture. So, the book can be directly used for a standard one-semester course. Chapter 1 is devoted to general optimization problems. The author introduces the notions of oracle, black box, functional model of an optimization problem and the complexity of general iterative scheme. The gradient and the Newton methods have been discussed, together with their local rates of convergence. Chapter 2 considers the optimal schemes for smooth convex optimization minimization problems, starting with unconstrained and then with more complicated problems, which involve several smooth convex functions, namely, the minimax problem and the constrained minimization problems. For both problems the notion of gradient mapping has been introduced and the optimal schemes are presented. Chapter 3 is devoted to the theory of nonsmooth convex optimization. After presenting some necessary facts of convex analysis the author starts from the lower complexity bounds for nonsmooth optimization problems and then presents a general scheme for complexity analysis of the corresponding methods. This scheme is used to establish the convergence rate of the subgradient method, the center-of-gravity method, the ellipsoid method and some cutting plane schemes. In the last section minimization schemes, which employ a piece-wise linear model of convex function are presented. Convex minimization problems with explicit structure are considered in the last Chapter. The author introduces barrier model of an optimization problem, which is based on the notion of self-concordant function, and studies the properties of these functions. The subclass of these functions, self-concordant barriers, has been investigated and applied to sequential unconstrained minimization schemes, as well. In the last section of the chapter, there are several examples of optimization problems, for which can be constructed a self-concordant barrier, and, consequently these problems can be solved by a path-following scheme. The book concludes by a comparison of an interior-point method scheme with a nonsmooth optimization method as applied to a particular prob lem instance.
- Convex optimization. Introductory course
- Lectures on convex optimization
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- scientific article; zbMATH DE number 3908158
- A First Course in Optimization Theory
- scientific article; zbMATH DE number 439380
- scientific article; zbMATH DE number 6316796
- scientific article; zbMATH DE number 3901504
- Introduction to semidefinite, conic and polynomial optimization
- Linear and convex optimization. A mathematical approach
- ACCPM with a nonlinear constraint and an active set strategy to solve nonlinear multicommodity flow problems
- Primal central paths and Riemannian distances for convex sets
- Support vector machine classification with indefinite kernels
- Primal-dual subgradient methods for convex problems
- Multi-document summarization via group sparse learning
- A Levenberg-Marquardt method for large nonlinear least-squares problems with dynamic accuracy in functions and gradients
- Convergence rate analysis for the higher order power method in best rank one approximations of tensors
- A general family of trimmed estimators for robust high-dimensional data analysis
- A penalty method for rank minimization problems in symmetric matrices
- Variable selection in general multinomial logit models
- Stochastic accelerated alternating direction method of multipliers with importance sampling
- Recent advances in quadratic programming algorithms for nonlinear model predictive control
- Nonnegative data interpolation by spherical splines
- A flexible coordinate descent method
- Algorithms of inertial mirror descent in convex problems of stochastic optimization
- Alternating direction method for generalized Sylvester matrix equation \(AXB + CYD = E\)
- Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
- Computation of Fisher-Gale equilibrium by auction
- New computational guarantees for solving convex optimization problems with first order methods, via a function growth condition measure
- Sparse estimation of high-dimensional correlation matrices
- Sample-based extreme learning machine with missing data
- Adaptive restart of the optimized gradient method for convex optimization
- Exact worst-case convergence rates of the proximal gradient method for composite convex minimization
- A partially isochronous splitting algorithm for three-block separable convex minimization problems
- Mumford-Shah-TV functional with application in X-ray interior tomography
- A unified approach to error bounds for structured convex optimization problems
- Global convergence of proximal iteratively reweighted algorithm
- A globally convergent algorithm for nonconvex optimization based on block coordinate update
- Generalized Kalman smoothing: modeling and algorithms
- On the worst-case complexity of the gradient method with exact line search for smooth strongly convex functions
- On computing the distance to stability for matrices using linear dissipative Hamiltonian systems
- Nonlinear multi-output regression on unknown input manifold
- Numerical solution of huge-scale quasiseparable optimization problems
- Matrix monotonicity and self-concordance: how to handle quantum entropy in optimization problems
- A semi-analytical approach for the positive semidefinite Procrustes problem
- On linear convergence of a distributed dual gradient algorithm for linearly constrained separable convex problems
- A dual gradient-projection algorithm for model predictive control in fixed-point arithmetic
- Optimal subgradient algorithms for large-scale convex optimization in simple domains
- Convergence of ADMM for multi-block nonconvex separable optimization models
- On the worst-case evaluation complexity of non-monotone line search algorithms
- Shrinking gradient descent algorithms for total variation regularized image denoising
- An inexact Spingarn's partial inverse method with applications to operator splitting and composite optimization
- Stochastic heavy ball
- A modified proximal gradient method for a family of nonsmooth convex optimization problems
- Accelerated alternating descent methods for Dykstra-like problems
- Fast inference in generalized linear models via expected log-likelihoods
- Extragradient method in optimization: convergence and complexity
- Speckle reduction with trained nonlinear diffusion filtering
- The value function approach to convergence analysis in composite optimization
- Rate of convergence of inertial gradient dynamics with time-dependent viscous damping coefficient
- Accelerated first-order methods for hyperbolic programming
- Conditional gradient type methods for composite nonlinear and stochastic optimization
- Learning in games with continuous action sets and unknown payoff functions
- Improved optimization methods for image registration problems
- Bound alternative direction optimization for image deblurring
- An indicator for the switch from derivative-free to derivative-based optimization
- Convergence of first-order methods via the convex conjugate
- A new piecewise quadratic approximation approach for \(L_0\) norm minimization problem
- Inertial forward-backward algorithms with perturbations: application to Tikhonov regularization
- Envelope functions: unifications and further properties
- A line-search algorithm inspired by the adaptive cubic regularization framework and complexity analysis
- Proximal alternating penalty algorithms for nonsmooth constrained convex optimization
- Structured nonconvex and nonsmooth optimization: algorithms and iteration complexity analysis
- Distributed optimization over directed graphs with row stochasticity and constraint regularity
- On variance reduction for stochastic smooth convex optimization with multiplicative noise
- Sub-sampled Newton methods
- A family of inexact SQA methods for non-smooth convex minimization with provable convergence guarantees based on the Luo-Tseng error bound property
- Level-set methods for convex optimization
- Convergence of inertial dynamics and proximal algorithms governed by maximally monotone operators
- Acceleration of the imaginary time method for spectrally computing the stationary states of Gross-Pitaevskii equations
- SICA: subjectively interesting component analysis
- Accelerated proximal gradient method for elastoplastic analysis with von Mises yield criterion
- Linear convergence rates for variants of the alternating direction method of multipliers in smooth cases
- On accelerating the regularized alternating least-squares algorithm for tensors
- A proximal difference-of-convex algorithm with extrapolation
- Proximal quasi-Newton methods for regularized convex optimization with linear and accelerated sublinear convergence rates
- Normalizing constants of log-concave densities
- Solving structured nonsmooth convex optimization with complexity \(\mathcal {O}(\varepsilon ^{-1/2})\)
- On the convergence of the gradient projection method for convex optimal control problems with bang-bang solutions
- Maximization of the Choquet integral over a convex set and its application to resource allocation problems
- Templates for convex cone problems with applications to sparse signal recovery
- Second-order optimality and beyond: characterization and evaluation complexity in convexly constrained nonlinear optimization
- An optimal randomized incremental gradient method
- Complexity bounds for primal-dual methods minimizing the model of objective function
- On max-k-sums
- Integer convex minimization by mixed integer linear optimization
- Asymptotic stabilization of inertial gradient dynamics with time-dependent viscosity
- Modified Fejér sequences and applications
- Reconstruction of 3D X-ray CT images from reduced sampling by a scaled gradient projection algorithm
- Flexible low-rank statistical modeling with missing data and side information
- The convex geometry of linear inverse problems
- A first-order primal-dual algorithm for convex problems with applications to imaging
- Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems
- An improved ellipsoid method for solving convex differentiable optimization problems
- Accelerated linearized Bregman method
- A double smoothing technique for solving unconstrained nondifferentiable convex optimization problems
- Linear convergence analysis of the use of gradient projection methods on total variation problems
- Dual fast projected gradient method for quadratic programming
- A deterministic approach to global box-constrained optimization
- Iteration-complexity of first-order penalty methods for convex programming
This page was built for publication: Introductory lectures on convex optimization. A basic course.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1417731)
