An optimal subgradient algorithm for large-scale bound-constrained convex optimization
DOI10.1007/s00186-017-0585-1zbMath1380.90215arXiv1501.01497OpenAlexW2476477658WikidataQ59607790 ScholiaQ59607790MaRDI QIDQ2408897
Masoud Ahookhosh, Arnold Neumaier
Publication date: 10 October 2017
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.01497
nonsmooth optimizationhigh-dimensional datasubgradient methodsoptimal complexityfirst-order black-box oraclebound-constrained convex optimization
Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Numerical methods based on nonlinear programming (49M37)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Smooth minimization of non-smooth functions
- OSGA: a fast subgradient algorithm with optimal complexity
- A reduced Newton method for constrained linear least-squares problems
- An algorithm for a singly constrained class of quadratic programs subject upper and lower bounds
- Introductory lectures on convex optimization. A basic course.
- Optimal subgradient algorithms for large-scale convex optimization in simple domains
- Solving structured nonsmooth convex optimization with complexity \(\mathcal {O}(\varepsilon ^{-1/2})\)
- LMBOPT: a limited memory method for bound-constrained optimization
- An optimal subgradient algorithm with subspace search for costly convex optimization problems
- Solving regularized linear least-squares problems by the alternating direction method with applications to image restoration
- New algorithms for singly linearly constrained quadratic programs subject to lower and upper bounds
- Adaptive limited memory bundle method for bound constrained large-scale nonsmooth optimization
- Constrained Total Variation Deblurring Models and Fast Algorithms Based on Alternating Direction Method of Multipliers
- A Method for Finding Structured Sparse Solutions to Nonnegative Least Squares Problems with Applications
- Limited memory bundle method for large bound constrained nonsmooth optimization: convergence analysis
- Semiconvergence and Relaxation Parameters for Projected SIRT Algorithms
- A New Active Set Algorithm for Box Constrained Optimization
- A polynomially bounded algorithm for a singly constrained quadratic program
- Solving Ill-Conditioned and Singular Linear Systems: A Tutorial on Regularization
- Introduction to Numerical Analysis
- A Nonnegatively Constrained Convex Programming Method for Image Reconstruction
- Nonmonotone Spectral Projected Gradient Methods on Convex Sets
- Sparse Reconstruction by Separable Approximation
- Newton's Method for Large Bound-Constrained Optimization Problems
- A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems
- A Limited Memory Algorithm for Bound Constrained Optimization
- Tackling Box-Constrained Optimization via a New Projected Quasi-Newton Approach
- Proximal Linearized Alternating Direction Method for Multiplicative Denoising
- Fast Gradient-Based Algorithms for Constrained Total Variation Image Denoising and Deblurring Problems
- A Primal-Dual Splitting Algorithm for Finding Zeros of Sums of Maximal Monotone Operators
- The Limited Memory Conjugate Gradient Method
- A Douglas--Rachford Type Primal-Dual Method for Solving Inclusions with Mixtures of Composite and Parallel-Sum Type Monotone Operators