A first-order multigrid method for bound-constrained convex optimization
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Publication:2815552
DOI10.1080/10556788.2016.1146267zbMATH Open1342.90184arXiv1602.03771OpenAlexW2269075851MaRDI QIDQ2815552FDOQ2815552
Authors: Michal Kočvara, Sudaba Mohammed 
Publication date: 29 June 2016
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Abstract: The aim of this paper is to design an efficient multigrid method for constrained convex optimization problems arising from discretization of some underlying infinite dimensional problems. Due to problem dependency of this approach, we only consider bound constraints with (possibly) a single equality constraint. As our aim is to target large-scale problems, we want to avoid computation of second derivatives of the objective function, thus excluding Newton like methods. We propose a smoothing operator that only uses first-order information and study the computational efficiency of the resulting method.
Full work available at URL: https://arxiv.org/abs/1602.03771
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- First-order geometric multilevel optimization for discrete tomography
- On a multilevel Levenberg-Marquardt method for the training of artificial neural networks and its application to the solution of partial differential equations
- MGProx: a nonsmooth multigrid proximal gradient method with adaptive restriction for strongly convex optimization
- On high-order multilevel optimization strategies
- A multilevel active-set trust-region (MASTR) method for bound constrained minimization
- Title not available (Why is that?)
- Newton-type multilevel optimization method
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