A first-order multigrid method for bound-constrained convex optimization
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Publication:2815552
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.
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Cited in
(7)- scientific article; zbMATH DE number 7753390 (Why is no real title available?)
- Newton-type multilevel optimization method
- 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
- On high-order multilevel optimization strategies
- A multilevel active-set trust-region (MASTR) method for bound constrained minimization
- MGProx: a nonsmooth multigrid proximal gradient method with adaptive restriction for strongly convex optimization
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