The Method of Pairwise Variations with Tolerances for Linearly Constrained Optimization Problems

MaRDI QIDQ5376287zbMATH OpenFDO

Authors

Publication date 17 September 2018

Full work available at URL https://arxiv.org/abs/1701.02874

zbMATH Keywords

conditional gradient methodoptimization problempairwise variationpolyhedral feasible setthreshold control

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Convex programming (90C25) Nonlinear programming (90C30)

Abstract: We consider a method of pairwise variations for smooth optimization problems, which involve polyhedral constraints. It consists in making steps with respect to the difference of two selected extreme points of the feasible set together with special threshold control and tolerances whose values reduce sequentially. The method is simpler and more flexible than the well-known conditional gradient method, but keeps its useful sparsity properties and is very suitable for large dimensional optimization problems. We establish its convergence under rather mild assumptions. Efficiency of the method is confirmed by its convergence rates and results of computational experiments.

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Cited in

(7)

• Some algorithms for classes of split feasibility problems involving paramonotone equilibria and convex optimization
• A method of bi-coordinate variations with tolerances and its convergence
• Gradient methods with regularization for constrained optimization problems and their complexity estimates
• Simplified versions of the conditional gradient method
• A Coordinate Wise Variational Method with Tolerance Functions
• On a variational problem for a model of a Stieltjes string with a backlash at the end
• Smoothing approximation to the lower order exact penalty function for inequality constrained optimization

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