Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Andre Milzarek"'
Publikováno v:
SIAM Journal on Optimization; 2024, Vol. 34 Issue 1, p336-365, 30p
Publikováno v:
IEEE Transactions on Signal Processing. 71:1143-1158
In this paper, we consider distributed optimization problems where $n$ agents, each possessing a local cost function, collaboratively minimize the average of the local cost functions over a connected network. To solve the problem, we propose a distri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::43d8d613462183313e04992a20e492b1
https://doi.org/10.1109/tsp.2023.3262181
https://doi.org/10.1109/tsp.2023.3262181
Publikováno v:
Journal of Scientific Computing. 96
Anderson acceleration (AA) is a popular method for accelerating fixed-point iterations, but may suffer from instability and stagnation. We propose a globalization method for AA to improve stability and achieve unified global and local convergence. Un
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d7127c93184e0e87c0a94f61e7777a7e
https://doi.org/10.1007/s10915-023-02231-4
https://doi.org/10.1007/s10915-023-02231-4
Publikováno v:
Science China Mathematics. 65:2151-2170
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b39635992498e181c2c799bc6079ec73
https://doi.org/10.1007/s11425-020-1865-1
https://doi.org/10.1007/s11425-020-1865-1
Publikováno v:
Mathematical Programming. 195:421-473
This paper considers the problem of solving a special quartic–quadratic optimization problem with a single sphere constraint, namely, finding a global and local minimizer of $$\frac{1}{2}\mathbf {z}^{*}A\mathbf {z}+\frac{\beta }{2}\sum _{k=1}^{n}|z
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6d94bd9ef9679935b2c62809ad60fb81
https://doi.org/10.1007/s10107-021-01702-6
https://doi.org/10.1007/s10107-021-01702-6
Publikováno v:
Mathematical Programming. 194:257-303
In this paper, a novel stochastic extra-step quasi-Newton method is developed to solve a class of nonsmooth nonconvex composite optimization problems. We assume that the gradient of the smooth part of the objective function can only be approximated b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::73039a161ea6936e3abb69e187cbae2d
https://doi.org/10.1007/s10107-021-01629-y
https://doi.org/10.1007/s10107-021-01629-y
Publikováno v:
SIAM Journal on Optimization. 29:2916-2948
In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function. We assume that only noisy gradient and Hessian inf
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::22b573dd739ca7990206e964e15fff7e
https://doi.org/10.1137/18m1181249
https://doi.org/10.1137/18m1181249
Publikováno v:
SIAM Journal on Matrix Analysis and Applications. 39:1181-1207
Optimization on Riemannian manifolds widely arises in eigenvalue computation, density functional theory, Bose--Einstein condensates, low rank nearest correlation, image registration, signal process...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::40122fb9453de8b13edeeebc41da4378
https://doi.org/10.1137/17m1142478
https://doi.org/10.1137/17m1142478
Autor:
Michael Ulbrich, Andre Milzarek
Publikováno v:
SIAM Journal on Optimization. 24:298-333
Due to their property of enhancing the sparsity of solutions, $l_1$-regularized optimization problems have developed into a highly dynamic research area with a wide range of applications. We present a class of methods for $l_1$-regularized optimizati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b7963a0cccc9a7bba18646d4212aa79e
https://doi.org/10.1137/120892167
https://doi.org/10.1137/120892167
Publikováno v:
SIAM Journal on Scientific Computing. 35:A1299-A1324
The self-consistent field (SCF) iteration has been used ubiquitously for solving the Kohn--Sham (KS) equation or the minimization of the KS total energy functional with respect to orthogonality constraints in electronic structure calculations. Althou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::da16db6b811f1cf89b287afc47f9a050
https://doi.org/10.1137/120894385
https://doi.org/10.1137/120894385