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  Subjects -> MATHEMATICS (Total: 864 journals)
    - APPLIED MATHEMATICS (69 journals)
    - GEOMETRY AND TOPOLOGY (19 journals)
    - MATHEMATICS (642 journals)
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    - PROBABILITIES AND MATH STATISTICS (75 journals)

MATHEMATICS (642 journals)                  1 2 3 4 | Last

Showing 1 - 200 of 538 Journals sorted alphabetically
Abakós     Open Access   (Followers: 4)
Abhandlungen aus dem Mathematischen Seminar der Universitat Hamburg     Hybrid Journal   (Followers: 2)
Academic Voices : A Multidisciplinary Journal     Open Access   (Followers: 2)
Accounting Perspectives     Full-text available via subscription   (Followers: 6)
ACM Transactions on Algorithms (TALG)     Hybrid Journal   (Followers: 16)
ACM Transactions on Computational Logic (TOCL)     Hybrid Journal   (Followers: 4)
ACM Transactions on Mathematical Software (TOMS)     Hybrid Journal   (Followers: 6)
ACS Applied Materials & Interfaces     Full-text available via subscription   (Followers: 21)
Acta Applicandae Mathematicae     Hybrid Journal   (Followers: 1)
Acta Mathematica     Hybrid Journal   (Followers: 10)
Acta Mathematica Hungarica     Hybrid Journal   (Followers: 2)
Acta Mathematica Scientia     Full-text available via subscription   (Followers: 5)
Acta Mathematica Sinica, English Series     Hybrid Journal   (Followers: 5)
Acta Mathematica Vietnamica     Hybrid Journal  
Acta Mathematicae Applicatae Sinica, English Series     Hybrid Journal  
Advanced Science Letters     Full-text available via subscription   (Followers: 5)
Advances in Applied Clifford Algebras     Hybrid Journal   (Followers: 3)
Advances in Calculus of Variations     Hybrid Journal   (Followers: 2)
Advances in Catalysis     Full-text available via subscription   (Followers: 5)
Advances in Complex Systems     Hybrid Journal   (Followers: 7)
Advances in Computational Mathematics     Hybrid Journal   (Followers: 15)
Advances in Decision Sciences     Open Access   (Followers: 4)
Advances in Difference Equations     Open Access   (Followers: 1)
Advances in Fixed Point Theory     Open Access   (Followers: 5)
Advances in Geosciences (ADGEO)     Open Access   (Followers: 9)
Advances in Linear Algebra & Matrix Theory     Open Access   (Followers: 1)
Advances in Materials Sciences     Open Access   (Followers: 16)
Advances in Mathematical Physics     Open Access   (Followers: 6)
Advances in Mathematics     Full-text available via subscription   (Followers: 10)
Advances in Numerical Analysis     Open Access   (Followers: 3)
Advances in Operations Research     Open Access   (Followers: 11)
Advances in Porous Media     Full-text available via subscription   (Followers: 4)
Advances in Pure and Applied Mathematics     Hybrid Journal   (Followers: 5)
Advances in Pure Mathematics     Open Access   (Followers: 4)
Advances in Science and Research (ASR)     Open Access   (Followers: 6)
Aequationes Mathematicae     Hybrid Journal   (Followers: 2)
African Journal of Educational Studies in Mathematics and Sciences     Full-text available via subscription   (Followers: 5)
African Journal of Mathematics and Computer Science Research     Open Access   (Followers: 4)
Afrika Matematika     Hybrid Journal   (Followers: 1)
Air, Soil & Water Research     Open Access   (Followers: 7)
AKSIOMA Journal of Mathematics Education     Open Access   (Followers: 1)
Algebra and Logic     Hybrid Journal   (Followers: 2)
Algebra Colloquium     Hybrid Journal   (Followers: 4)
Algebra Universalis     Hybrid Journal   (Followers: 2)
Algorithmic Operations Research     Full-text available via subscription   (Followers: 5)
Algorithms     Open Access   (Followers: 9)
Algorithms Research     Open Access   (Followers: 1)
American Journal of Biostatistics     Open Access   (Followers: 9)
American Journal of Computational and Applied Mathematics     Open Access   (Followers: 3)
American Journal of Mathematical Analysis     Open Access  
American Journal of Mathematics     Full-text available via subscription   (Followers: 7)
American Journal of Operations Research     Open Access   (Followers: 5)
American Mathematical Monthly     Full-text available via subscription   (Followers: 6)
An International Journal of Optimization and Control: Theories & Applications     Open Access   (Followers: 7)
Analele Universitatii Ovidius Constanta - Seria Matematica     Open Access   (Followers: 1)
Analysis     Hybrid Journal   (Followers: 2)
Analysis and Applications     Hybrid Journal   (Followers: 1)
Analysis and Mathematical Physics     Hybrid Journal   (Followers: 4)
Analysis Mathematica     Full-text available via subscription  
Annales Mathematicae Silesianae     Open Access  
Annales mathématiques du Québec     Hybrid Journal   (Followers: 4)
Annales UMCS, Mathematica     Open Access   (Followers: 1)
Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica     Open Access  
Annali di Matematica Pura ed Applicata     Hybrid Journal   (Followers: 1)
Annals of Combinatorics     Hybrid Journal   (Followers: 3)
Annals of Data Science     Hybrid Journal   (Followers: 8)
Annals of Discrete Mathematics     Full-text available via subscription   (Followers: 6)
Annals of Mathematics     Full-text available via subscription  
Annals of Mathematics and Artificial Intelligence     Hybrid Journal   (Followers: 6)
Annals of Pure and Applied Logic     Open Access   (Followers: 2)
Annals of the Alexandru Ioan Cuza University - Mathematics     Open Access  
Annals of the Institute of Statistical Mathematics     Hybrid Journal   (Followers: 1)
Annals of West University of Timisoara - Mathematics     Open Access  
Annuaire du Collège de France     Open Access   (Followers: 5)
Applicable Algebra in Engineering, Communication and Computing     Hybrid Journal   (Followers: 2)
Applications of Mathematics     Hybrid Journal   (Followers: 1)
Applied Categorical Structures     Hybrid Journal   (Followers: 2)
Applied Computational Intelligence and Soft Computing     Open Access   (Followers: 12)
Applied Mathematics     Open Access   (Followers: 3)
Applied Mathematics     Open Access   (Followers: 4)
Applied Mathematics & Optimization     Hybrid Journal   (Followers: 4)
Applied Mathematics - A Journal of Chinese Universities     Hybrid Journal  
Applied Mathematics Letters     Full-text available via subscription   (Followers: 1)
Applied Mathematics Research eXpress     Hybrid Journal   (Followers: 1)
Applied Numerical Mathematics     Hybrid Journal   (Followers: 5)
Applied Spatial Analysis and Policy     Hybrid Journal   (Followers: 4)
Arab Journal of Mathematical Sciences     Open Access   (Followers: 2)
Arabian Journal of Mathematics     Open Access   (Followers: 2)
Archive for Mathematical Logic     Hybrid Journal   (Followers: 1)
Archive of Applied Mechanics     Hybrid Journal   (Followers: 4)
Archive of Numerical Software     Open Access  
Archives of Computational Methods in Engineering     Hybrid Journal   (Followers: 4)
Arkiv för Matematik     Hybrid Journal   (Followers: 1)
Arnold Mathematical Journal     Hybrid Journal   (Followers: 1)
Artificial Satellites : The Journal of Space Research Centre of Polish Academy of Sciences     Open Access   (Followers: 17)
Asia-Pacific Journal of Operational Research     Hybrid Journal   (Followers: 3)
Asian Journal of Algebra     Open Access   (Followers: 1)
Asian Journal of Current Engineering & Maths     Open Access  
Asian-European Journal of Mathematics     Hybrid Journal   (Followers: 2)
Australian Mathematics Teacher, The     Full-text available via subscription   (Followers: 7)
Australian Primary Mathematics Classroom     Full-text available via subscription   (Followers: 2)
Australian Senior Mathematics Journal     Full-text available via subscription   (Followers: 1)
Automatic Documentation and Mathematical Linguistics     Hybrid Journal   (Followers: 5)
Axioms     Open Access  
Baltic International Yearbook of Cognition, Logic and Communication     Open Access  
Basin Research     Hybrid Journal   (Followers: 3)
BIBECHANA     Open Access  
BIT Numerical Mathematics     Hybrid Journal  
BoEM - Boletim online de Educação Matemática     Open Access  
Boletim Cearense de Educação e História da Matemática     Open Access  
Boletim de Educação Matemática     Open Access  
Boletín de la Sociedad Matemática Mexicana     Hybrid Journal  
Bollettino dell'Unione Matematica Italiana     Full-text available via subscription   (Followers: 1)
British Journal of Mathematical and Statistical Psychology     Full-text available via subscription   (Followers: 19)
Bruno Pini Mathematical Analysis Seminar     Open Access  
Buletinul Academiei de Stiinte a Republicii Moldova. Matematica     Open Access   (Followers: 6)
Bulletin des Sciences Mathamatiques     Full-text available via subscription   (Followers: 4)
Bulletin of Dnipropetrovsk University. Series : Communications in Mathematical Modeling and Differential Equations Theory     Open Access   (Followers: 1)
Bulletin of Mathematical Sciences     Open Access   (Followers: 2)
Bulletin of the Brazilian Mathematical Society, New Series     Hybrid Journal  
Bulletin of the London Mathematical Society     Hybrid Journal   (Followers: 3)
Bulletin of the Malaysian Mathematical Sciences Society     Hybrid Journal  
Calculus of Variations and Partial Differential Equations     Hybrid Journal  
Canadian Journal of Science, Mathematics and Technology Education     Hybrid Journal   (Followers: 18)
Carpathian Mathematical Publications     Open Access   (Followers: 1)
Catalysis in Industry     Hybrid Journal   (Followers: 1)
CEAS Space Journal     Hybrid Journal  
CHANCE     Hybrid Journal   (Followers: 5)
Chaos, Solitons & Fractals     Hybrid Journal   (Followers: 3)
ChemSusChem     Hybrid Journal   (Followers: 7)
Chinese Annals of Mathematics, Series B     Hybrid Journal  
Chinese Journal of Catalysis     Full-text available via subscription   (Followers: 2)
Chinese Journal of Mathematics     Open Access  
Clean Air Journal     Full-text available via subscription   (Followers: 2)
Cogent Mathematics     Open Access   (Followers: 2)
Cognitive Computation     Hybrid Journal   (Followers: 4)
Collectanea Mathematica     Hybrid Journal  
College Mathematics Journal     Full-text available via subscription   (Followers: 1)
COMBINATORICA     Hybrid Journal  
Combustion Theory and Modelling     Hybrid Journal   (Followers: 13)
Commentarii Mathematici Helvetici     Hybrid Journal   (Followers: 1)
Communications in Contemporary Mathematics     Hybrid Journal  
Communications in Mathematical Physics     Hybrid Journal   (Followers: 1)
Communications On Pure & Applied Mathematics     Hybrid Journal   (Followers: 3)
Complex Analysis and its Synergies     Open Access   (Followers: 2)
Complex Variables and Elliptic Equations: An International Journal     Hybrid Journal  
Complexus     Full-text available via subscription  
Composite Materials Series     Full-text available via subscription   (Followers: 9)
Comptes Rendus Mathematique     Full-text available via subscription   (Followers: 1)
Computational and Applied Mathematics     Hybrid Journal   (Followers: 2)
Computational and Mathematical Methods in Medicine     Open Access   (Followers: 2)
Computational and Mathematical Organization Theory     Hybrid Journal   (Followers: 2)
Computational Complexity     Hybrid Journal   (Followers: 4)
Computational Mathematics and Modeling     Hybrid Journal   (Followers: 8)
Computational Mechanics     Hybrid Journal   (Followers: 4)
Computational Methods and Function Theory     Hybrid Journal  
Computational Optimization and Applications     Hybrid Journal   (Followers: 7)
Computers & Mathematics with Applications     Full-text available via subscription   (Followers: 5)
Concrete Operators     Open Access   (Followers: 4)
Confluentes Mathematici     Hybrid Journal  
COSMOS     Hybrid Journal  
Cryptography and Communications     Hybrid Journal   (Followers: 12)
Cuadernos de Investigación y Formación en Educación Matemática     Open Access  
Cubo. A Mathematical Journal     Open Access  
Czechoslovak Mathematical Journal     Hybrid Journal   (Followers: 1)
Demographic Research     Open Access   (Followers: 11)
Demonstratio Mathematica     Open Access  
Dependence Modeling     Open Access  
Design Journal : An International Journal for All Aspects of Design     Hybrid Journal   (Followers: 28)
Developments in Clay Science     Full-text available via subscription   (Followers: 1)
Developments in Mineral Processing     Full-text available via subscription   (Followers: 3)
Dhaka University Journal of Science     Open Access  
Differential Equations and Dynamical Systems     Hybrid Journal   (Followers: 2)
Discrete Mathematics     Hybrid Journal   (Followers: 7)
Discrete Mathematics & Theoretical Computer Science     Open Access  
Discrete Mathematics, Algorithms and Applications     Hybrid Journal   (Followers: 2)
Discussiones Mathematicae Graph Theory     Open Access   (Followers: 1)
Doklady Mathematics     Hybrid Journal  
Duke Mathematical Journal     Full-text available via subscription   (Followers: 1)
Edited Series on Advances in Nonlinear Science and Complexity     Full-text available via subscription  
Electronic Journal of Graph Theory and Applications     Open Access   (Followers: 2)
Electronic Notes in Discrete Mathematics     Full-text available via subscription   (Followers: 2)
Elemente der Mathematik     Full-text available via subscription   (Followers: 3)
Energy for Sustainable Development     Hybrid Journal   (Followers: 9)
Enseñanza de las Ciencias : Revista de Investigación y Experiencias Didácticas     Open Access  
Ensino da Matemática em Debate     Open Access  
Entropy     Open Access   (Followers: 4)
ESAIM: Control Optimisation and Calculus of Variations     Full-text available via subscription   (Followers: 1)
European Journal of Combinatorics     Full-text available via subscription   (Followers: 4)
European Journal of Mathematics     Hybrid Journal   (Followers: 1)
European Scientific Journal     Open Access   (Followers: 2)
Experimental Mathematics     Hybrid Journal   (Followers: 3)
Expositiones Mathematicae     Hybrid Journal   (Followers: 2)
Facta Universitatis, Series : Mathematics and Informatics     Open Access  
Fasciculi Mathematici     Open Access  
Finite Fields and Their Applications     Full-text available via subscription   (Followers: 4)
Fixed Point Theory and Applications     Open Access   (Followers: 1)
Formalized Mathematics     Open Access   (Followers: 2)
Foundations and Trends® in Econometrics     Full-text available via subscription   (Followers: 4)
Foundations and Trends® in Networking     Full-text available via subscription   (Followers: 1)

        1 2 3 4 | Last

Journal Cover Computational Optimization and Applications
  [SJR: 1.481]   [H-I: 54]   [7 followers]  Follow
    
   Hybrid Journal Hybrid journal (It can contain Open Access articles)
   ISSN (Print) 1573-2894 - ISSN (Online) 0926-6003
   Published by Springer-Verlag Homepage  [2340 journals]
  • Second-order orthant-based methods with enriched Hessian information for
           sparse $$\ell _1$$ ℓ 1 -optimization
    • Authors: J. C. De Los Reyes; E. Loayza; P. Merino
      Pages: 225 - 258
      Abstract: Abstract We present a second order algorithm, based on orthantwise directions, for solving optimization problems involving the sparsity enhancing \(\ell _1\) -norm. The main idea of our method consists in modifying the descent orthantwise directions by using second order information both of the regular term and (in weak sense) of the \(\ell _1\) -norm. The weak second order information behind the \(\ell _1\) -term is incorporated via a partial Huber regularization. One of the main features of our algorithm consists in a faster identification of the active set. We also prove that a reduced version of our method is equivalent to a semismooth Newton algorithm applied to the optimality condition, under a specific choice of the algorithm parameters. We present several computational experiments to show the efficiency of our approach compared to other state-of-the-art algorithms.
      PubDate: 2017-06-01
      DOI: 10.1007/s10589-017-9891-z
      Issue No: Vol. 67, No. 2 (2017)
       
  • Local and global convergence of a general inertial proximal splitting
           scheme for minimizing composite functions
    • Authors: Patrick R. Johnstone; Pierre Moulin
      Pages: 259 - 292
      Abstract: Abstract This paper is concerned with convex composite minimization problems in a Hilbert space. In these problems, the objective is the sum of two closed, proper, and convex functions where one is smooth and the other admits a computationally inexpensive proximal operator. We analyze a family of generalized inertial proximal splitting algorithms (GIPSA) for solving such problems. We establish weak convergence of the generated sequence when the minimum is attained. Our analysis unifies and extends several previous results. We then focus on \(\ell _1\) -regularized optimization, which is the ubiquitous special case where the nonsmooth term is the \(\ell _1\) -norm. For certain parameter choices, GIPSA is amenable to a local analysis for this problem. For these choices we show that GIPSA achieves finite “active manifold identification”, i.e. convergence in a finite number of iterations to the optimal support and sign, after which GIPSA reduces to minimizing a local smooth function. We prove local linear convergence under either restricted strong convexity or a strict complementarity condition. We determine the rate in terms of the inertia, stepsize, and local curvature. Our local analysis is applicable to certain recent variants of the Fast Iterative Shrinkage–Thresholding Algorithm (FISTA), for which we establish active manifold identification and local linear convergence. Based on our analysis we propose a momentum restart scheme in these FISTA variants to obtain the optimal local linear convergence rate while maintaining desirable global properties.
      PubDate: 2017-06-01
      DOI: 10.1007/s10589-017-9896-7
      Issue No: Vol. 67, No. 2 (2017)
       
  • Branch-and-price for p -cluster editing
    • Authors: Teobaldo Bulhões; Anand Subramanian; Gilberto F. Sousa Filho; Lucídio dos Anjos F. Cabral
      Pages: 293 - 316
      Abstract: Abstract Given an input graph, the p-cluster editing problem consists of minimizing the number of editions, i.e., additions and/or deletions of edges, so as to create p vertex-disjoint cliques (clusters). In order to solve this \({\mathscr {NP}}\) -hard problem, we propose a branch-and-price algorithm over a set partitioning based formulation with exponential number of variables. We show that this formulation theoretically dominates the best known formulation for the problem. Moreover, we compare the performance of three mathematical formulations for the pricing subproblem, which is strongly \({\mathscr {NP}}\) -hard. A heuristic algorithm is also proposed to speedup the column generation procedure. We report improved bounds for benchmark instances available in the literature.
      PubDate: 2017-06-01
      DOI: 10.1007/s10589-017-9893-x
      Issue No: Vol. 67, No. 2 (2017)
       
  • Solving nearly-separable quadratic optimization problems as nonsmooth
           equations
    • Authors: Frank E. Curtis; Arvind U. Raghunathan
      Pages: 317 - 360
      Abstract: Abstract An algorithm for solving nearly-separable quadratic optimization problems (QPs) is presented. The approach is based on applying a semismooth Newton method to solve the implicit complementarity problem arising as the first-order stationarity conditions of such a QP. An important feature of the approach is that, as in dual decomposition methods, separability of the dual function of the QP can be exploited in the search direction computation. Global convergence of the method is promoted by enforcing decrease in component(s) of a Fischer–Burmeister formulation of the complementarity conditions, either via a merit function or through a filter mechanism. The results of numerical experiments when solving convex and nonconvex instances are provided to illustrate the efficacy of the method.
      PubDate: 2017-06-01
      DOI: 10.1007/s10589-017-9895-8
      Issue No: Vol. 67, No. 2 (2017)
       
  • An SQP method for mathematical programs with vanishing constraints with
           strong convergence properties
    • Authors: Matúš Benko; Helmut Gfrerer
      Pages: 361 - 399
      Abstract: Abstract We propose an SQP algorithm for mathematical programs with vanishing constraints which solves at each iteration a quadratic program with linear vanishing constraints. The algorithm is based on the newly developed concept of \({\mathcal {Q}}\) -stationarity (Benko and Gfrerer in Optimization 66(1):61–92, 2017). We demonstrate how \({\mathcal {Q}}_M\) -stationary solutions of the quadratic program can be obtained. We show that all limit points of the sequence of iterates generated by the basic SQP method are at least M-stationary and by some extension of the method we also guarantee the stronger property of \({\mathcal {Q}}_M\) -stationarity of the limit points.
      PubDate: 2017-06-01
      DOI: 10.1007/s10589-017-9894-9
      Issue No: Vol. 67, No. 2 (2017)
       
  • $$L^1$$ L 1 penalization of volumetric dose objectives in optimal control
           of PDEs
    • Authors: Richard C. Barnard; Christian Clason
      Pages: 401 - 419
      Abstract: Abstract This work is concerned with a class of PDE-constrained optimization problems that are motivated by an application in radiotherapy treatment planning. Here the primary design objective is to minimize the volume where a functional of the state violates a prescribed level, but prescribing these levels in the form of pointwise state constraints leads to infeasible problems. We therefore propose an alternative approach based on \(L^1\) penalization of the violation that is also applicable when state constraints are infeasible. We establish well-posedness of the corresponding optimal control problem, derive first-order optimality conditions, discuss convergence of minimizers as the penalty parameter tends to infinity, and present a semismooth Newton method for their efficient numerical solution. The performance of this method for a model problem is illustrated and contrasted with an alternative approach based on (regularized) state constraints.
      PubDate: 2017-06-01
      DOI: 10.1007/s10589-017-9897-6
      Issue No: Vol. 67, No. 2 (2017)
       
  • Visualization of the $$\varepsilon $$ ε -subdifferential of piecewise
           linear–quadratic functions
    • Authors: Anuj Bajaj; Warren Hare; Yves Lucet
      Pages: 421 - 442
      Abstract: Abstract Computing explicitly the \(\varepsilon \) -subdifferential of a proper function amounts to computing the level set of a convex function namely the conjugate minus a linear function. The resulting theoretical algorithm is applied to the the class of (convex univariate) piecewise linear–quadratic functions for which existing numerical libraries allow practical computations. We visualize the results in a primal, dual, and subdifferential views through several numerical examples. We also provide a visualization of the Brøndsted–Rockafellar theorem.
      PubDate: 2017-06-01
      DOI: 10.1007/s10589-017-9892-y
      Issue No: Vol. 67, No. 2 (2017)
       
  • A dual gradient-projection method for large-scale strictly convex
           quadratic problems
    • Authors: Nicholas I. M. Gould; Daniel P. Robinson
      Pages: 1 - 38
      Abstract: Abstract The details of a solver for minimizing a strictly convex quadratic objective function subject to general linear constraints are presented. The method uses a gradient projection algorithm enhanced with subspace acceleration to solve the bound-constrained dual optimization problem. Such gradient projection methods are well-known, but are typically employed to solve the primal problem when only simple bound-constraints are present. The main contributions of this work are threefold. First, we address the challenges associated with solving the dual problem, which is usually a convex problem even when the primal problem is strictly convex. In particular, for the dual problem, one must efficiently compute directions of infinite descent when they exist, which is precisely when the primal formulation is infeasible. Second, we show how the linear algebra may be arranged to take computational advantage of sparsity that is often present in the second-derivative matrix, mostly by showing how sparse updates may be performed for algorithmic quantities. We consider the case that the second-derivative matrix is explicitly available and sparse, and the case when it is available implicitly via a limited memory BFGS representation. Third, we present the details of our Fortran 2003 software package DQP, which is part of the GALAHAD suite of optimization routines. Numerical tests are performed on quadratic programming problems from the combined CUTEst and Maros and Meszaros test sets.
      PubDate: 2017-05-01
      DOI: 10.1007/s10589-016-9886-1
      Issue No: Vol. 67, No. 1 (2017)
       
  • Error estimates for integral constraint regularization of
           state-constrained elliptic control problems
    • Authors: B. Jadamba; A. Khan; M. Sama
      Pages: 39 - 71
      Abstract: In this paper, we study new aspects of the integral contraint regularization of state-constrained elliptic control problems (Jadamba et al. in Syst Control Lett 61(6):707–713, 2012). Besides giving new results on the regularity and the convergence of the regularized controls and associated Lagrange multipliers, the main objective of this paper is to give abstract error estimates for the regularization error. We also consider a discretization of the regularized problems and derive numerical estimates which are uniform with respect to the regularization parameter and the discretization parameter. As an application of these results, we prove that this discretization is indeed a full discretization of the original problem defined in terms of a problem with finitely many integral constraints. Detailed numerical results justifying the theoretical findings as well as a comparison of our work with the existing literature is also given.
      PubDate: 2017-05-01
      DOI: 10.1007/s10589-016-9885-2
      Issue No: Vol. 67, No. 1 (2017)
       
  • A Riemannian conjugate gradient method for optimization on the Stiefel
           manifold
    • Authors: Xiaojing Zhu
      Pages: 73 - 110
      Abstract: Abstract In this paper we propose a new Riemannian conjugate gradient method for optimization on the Stiefel manifold. We introduce two novel vector transports associated with the retraction constructed by the Cayley transform. Both of them satisfy the Ring-Wirth nonexpansive condition, which is fundamental for convergence analysis of Riemannian conjugate gradient methods, and one of them is also isometric. It is known that the Ring-Wirth nonexpansive condition does not hold for traditional vector transports as the differentiated retractions of QR and polar decompositions. Practical formulae of the new vector transports for low-rank matrices are obtained. Dai’s nonmonotone conjugate gradient method is generalized to the Riemannian case and global convergence of the new algorithm is established under standard assumptions. Numerical results on a variety of low-rank test problems demonstrate the effectiveness of the new method.
      PubDate: 2017-05-01
      DOI: 10.1007/s10589-016-9883-4
      Issue No: Vol. 67, No. 1 (2017)
       
  • A new approach for finding a basis for the splitting preconditioner for
           linear systems from interior point methods
    • Authors: Porfirio Suñagua; Aurelio R. L. Oliveira
      Pages: 111 - 127
      Abstract: Abstract The class of splitting preconditioners for the iterative solution of linear systems arising from Mehrotra’s predictor-corrector method for large scale linear programming problems needs to find a basis through a sophisticated process based on the application of a rectangular LU factorization. This class of splitting preconditioners works better near a solution of the linear programming problem when the matrices are highly ill-conditioned. In this study, we develop and implement a new approach to find a basis for the splitting preconditioner, based on standard rectangular LU factorization with partial permutation of the scaled transpose linear programming constraint matrix. In most cases, this basis is better conditioned than the existing one. In addition, we include a penalty parameter in Mehrotra’s predictor-corrector method in order to reduce ill-conditioning of the normal equations matrix. Computational experiments show a reduction in the average number of iterations of the preconditioned conjugate gradient method. Also, the increased efficiency and robustness of the new approach become evident by the performance profile.
      PubDate: 2017-05-01
      DOI: 10.1007/s10589-016-9887-0
      Issue No: Vol. 67, No. 1 (2017)
       
  • Subspace-stabilized sequential quadratic programming
    • Authors: A. F. Izmailov; E. I. Uskov
      Pages: 129 - 154
      Abstract: Abstract The stabilized sequential quadratic programming (SQP) method has nice local convergence properties: it possesses local superlinear convergence under very mild assumptions not including any constraint qualifications. However, any attempts to globalize convergence of this method indispensably face some principal difficulties concerned with intrinsic deficiencies of the steps produced by it when relatively far from solutions; specifically, it has a tendency to produce long sequences of short steps before entering the region where its superlinear convergence shows up. In this paper, we propose a modification of the stabilized SQP method, possessing better “semi-local” behavior, and hence, more suitable for the development of practical realizations. The key features of the new method are identification of the so-called degeneracy subspace and dual stabilization along this subspace only; thus the name “subspace-stabilized SQP”. We consider two versions of this method, their local convergence properties, as well as a practical procedure for approximation of the degeneracy subspace. Even though we do not consider here any specific algorithms with theoretically justified global convergence properties, subspace-stabilized SQP can be a relevant substitute for the stabilized SQP in such algorithms using the latter at the “local phase”. Some numerical results demonstrate that stabilization along the degeneracy subspace is indeed crucially important for success of dual stabilization methods.
      PubDate: 2017-05-01
      DOI: 10.1007/s10589-016-9890-5
      Issue No: Vol. 67, No. 1 (2017)
       
  • On merit functions for p -order cone complementarity problem
    • Authors: Xin-He Miao; Yu-Lin Chang; Jein-Shan Chen
      Pages: 155 - 173
      Abstract: Abstract Merit function approach is a popular method to deal with complementarity problems, in which the complementarity problem is recast as an unconstrained minimization via merit function or complementarity function. In this paper, for the complementarity problem associated with p-order cone, which is a type of nonsymmetric cone complementarity problem, we show the readers how to construct merit functions for solving p-order cone complementarity problem. In addition, we study the conditions under which the level sets of the corresponding merit functions are bounded, and we also assert that these merit functions provide an error bound for the p-order cone complementarity problem. These results build up a theoretical basis for the merit method for solving p-order cone complementarity problem.
      PubDate: 2017-05-01
      DOI: 10.1007/s10589-016-9889-y
      Issue No: Vol. 67, No. 1 (2017)
       
  • Analysis on Newton projection method for the split feasibility problem
    • Authors: Biao Qu; Changyu Wang; Naihua Xiu
      Pages: 175 - 199
      Abstract: Abstract In this paper, based on a merit function of the split feasibility problem (SFP), we present a Newton projection method for solving it and analyze the convergence properties of the method. The merit function is differentiable and convex. But its gradient is a linear composite function of the projection operator, so it is nonsmooth in general. We prove that the sequence of iterates converges globally to a solution of the SFP as long as the regularization parameter matrix in the algorithm is chosen properly. Especially, under some local assumptions which are necessary for the case where the projection operator is nonsmooth, we prove that the sequence of iterates generated by the algorithm superlinearly converges to a regular solution of the SFP. Finally, some numerical results are presented.
      PubDate: 2017-05-01
      DOI: 10.1007/s10589-016-9884-3
      Issue No: Vol. 67, No. 1 (2017)
       
  • Penalty and relaxation methods for the optimal placement and operation of
           control valves in water supply networks
    • Authors: Filippo Pecci; Edo Abraham; Ivan Stoianov
      Pages: 201 - 223
      Abstract: Abstract In this paper, we investigate the application of penalty and relaxation methods to the problem of optimal placement and operation of control valves in water supply networks, where the minimization of average zone pressure is the objective. The optimization framework considers both the location and settings of control valves as decision variables. Hydraulic conservation laws are enforced as nonlinear constraints and binary variables are used to model the placement of control valves, resulting in a mixed-integer nonlinear program. We review and discuss theoretical and algorithmic properties of two solution approaches. These include penalty and relaxation methods that solve a sequence of nonlinear programs whose stationary points converge to a stationary point of the original mixed-integer program. We implement and evaluate the algorithms using a benchmarking water supply network. In addition, the performance of different update strategies for the penalty and relaxation parameters are investigated under multiple initial conditions. Practical recommendations on the numerical implementation are provided.
      PubDate: 2017-05-01
      DOI: 10.1007/s10589-016-9888-z
      Issue No: Vol. 67, No. 1 (2017)
       
  • An alternating direction and projection algorithm for structure-enforced
           matrix factorization
    • Authors: Lijun Xu; Bo Yu; Yin Zhang
      Abstract: Abstract Structure-enforced matrix factorization (SeMF) represents a large class of mathematical models appearing in various forms of principal component analysis, sparse coding, dictionary learning and other machine learning techniques useful in many applications including neuroscience and signal processing. In this paper, we present a unified algorithm framework, based on the classic alternating direction method of multipliers (ADMM), for solving a wide range of SeMF problems whose constraint sets permit low-complexity projections. We propose a strategy to adaptively adjust the penalty parameters which is the key to achieving good performance for ADMM. We conduct extensive numerical experiments to compare the proposed algorithm with a number of state-of-the-art special-purpose algorithms on test problems including dictionary learning for sparse representation and sparse nonnegative matrix factorization. Results show that our unified SeMF algorithm can solve different types of factorization problems as reliably and as efficiently as special-purpose algorithms. In particular, our SeMF algorithm provides the ability to explicitly enforce various combinatorial sparsity patterns that, to our knowledge, has not been considered in existing approaches.
      PubDate: 2017-04-24
      DOI: 10.1007/s10589-017-9913-x
       
  • Approximate ADMM algorithms derived from Lagrangian splitting
    • Authors: Jonathan Eckstein; Wang Yao
      Abstract: Abstract This paper presents two new approximate versions of the alternating direction method of multipliers (ADMM) derived by modifying of the original “Lagrangian splitting” convergence analysis of Fortin and Glowinski. They require neither strong convexity of the objective function nor any restrictions on the coupling matrix. The first method uses an absolutely summable error criterion and resembles methods that may readily be derived from earlier work on the relationship between the ADMM and the proximal point method, but without any need for restrictive assumptions to make it practically implementable. It permits both subproblems to be solved inexactly. The second method uses a relative error criterion and the same kind of auxiliary iterate sequence that has recently been proposed to enable relative-error approximate implementation of non-decomposition augmented Lagrangian algorithms. It also allows both subproblems to be solved inexactly, although ruling out “jamming” behavior requires a somewhat complicated implementation. The convergence analyses of the two methods share extensive underlying elements.
      PubDate: 2017-04-17
      DOI: 10.1007/s10589-017-9911-z
       
  • Reliable a posteriori error estimation for state-constrained optimal
           control
    • Authors: A. Rösch; K. G. Siebert; S. Steinig
      Abstract: Abstract We derive a reliable a posteriori error estimator for a state-constrained elliptic optimal control problem taking into account both regularisation and discretisation. The estimator is applicable to finite element discretisations of the problem with both discretised and non-discretised control. The performance of our estimator is illustrated by several numerical examples for which we also introduce an adaptation strategy for the regularisation parameter.
      PubDate: 2017-04-10
      DOI: 10.1007/s10589-017-9908-7
       
  • Forward–backward quasi-Newton methods for nonsmooth optimization
           problems
    • Authors: Lorenzo Stella; Andreas Themelis; Panagiotis Patrinos
      Abstract: Abstract The forward–backward splitting method (FBS) for minimizing a nonsmooth composite function can be interpreted as a (variable-metric) gradient method over a continuously differentiable function which we call forward–backward envelope (FBE). This allows to extend algorithms for smooth unconstrained optimization and apply them to nonsmooth (possibly constrained) problems. Since the FBE can be computed by simply evaluating forward–backward steps, the resulting methods rely on a similar black-box oracle as FBS. We propose an algorithmic scheme that enjoys the same global convergence properties of FBS when the problem is convex, or when the objective function possesses the Kurdyka–Łojasiewicz property at its critical points. Moreover, when using quasi-Newton directions the proposed method achieves superlinear convergence provided that usual second-order sufficiency conditions on the FBE hold at the limit point of the generated sequence. Such conditions translate into milder requirements on the original function involving generalized second-order differentiability. We show that BFGS fits our framework and that the limited-memory variant L-BFGS is well suited for large-scale problems, greatly outperforming FBS or its accelerated version in practice, as well as ADMM and other problem-specific solvers. The analysis of superlinear convergence is based on an extension of the Dennis and Moré theorem for the proposed algorithmic scheme.
      PubDate: 2017-04-10
      DOI: 10.1007/s10589-017-9912-y
       
  • Asymmetric forward–backward–adjoint splitting for solving monotone
           inclusions involving three operators
    • Authors: Puya Latafat; Panagiotis Patrinos
      Abstract: Abstract In this work we propose a new splitting technique, namely Asymmetric Forward–Backward–Adjoint splitting, for solving monotone inclusions involving three terms, a maximally monotone, a cocoercive and a bounded linear operator. Our scheme can not be recovered from existing operator splitting methods, while classical methods like Douglas–Rachford and Forward–Backward splitting are special cases of the new algorithm. Asymmetric preconditioning is the main feature of Asymmetric Forward–Backward–Adjoint splitting, that allows us to unify, extend and shed light on the connections between many seemingly unrelated primal-dual algorithms for solving structured convex optimization problems proposed in recent years. One important special case leads to a Douglas–Rachford type scheme that includes a third cocoercive operator.
      PubDate: 2017-04-08
      DOI: 10.1007/s10589-017-9909-6
       
 
 
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