Operations research Enhanced first-order methods in convex and nonconvex optimization LEHIGH UNIVERSITY Katya Scheinberg BaiXiFirst-order methods for convex and nonconvex optimization have been an important research topic in the past few years. This talk studies and develops efficient algorithms of first...
first-order methods in optimization First-order methods are an important class of algorithms for convex and non-convex optimization. They are numerical schemes for minimizing the objective function, usually involving only the function value and its gradient or some approximation thereof at each ...
首先是first order methods在online learning中的自然应用,比如我们的问题改变定义,即我们在每个时间 t, 都有一个adversary选择一个 ft(⋅) 并report它在 xt 的(sub)gradient给我们。那么显然我们的算法可以直接用来进行"learning",我们的regret是 ∑t=1Tft(xt)−∑t=1Tft(x∗) (注意这里我们假设了目标 ...
Devolder, O., Glineur, F., Nesterov, Y.: First order methods of smooth convex optimization with inexact oracle. Math. Program. Ser. A 146 (1–2), 37–75 (2014) MathSciNet MATHOlivier Devolder , Franois Glineur , Yurii Nesterov, First-order methods of smooth convex optimization with...
Accelerated First-order Methods for Geodesically Convex Optimization on Riemannian Manifolds In this paper, we propose an accelerated first-order method for geodesically convex optimization, which is the generalization of the standard Nesterov's accelerated method from Euclidean space to nonlinear ...
methodsWe introduce new optimized first-order methods for smooth unconstrained convex minimization. Drori and Teboulle (Math Program 145(1–2):451–482, 2014. doi:10.1007/s10107-013-0653-0) recently described a numerical method for computing the N-iteration optimal step coefficients in a...
First-Order Methods in Optimization offers comprehensive study of first-order methods with the theoretical foundations; provides plentiful examples and illustrations; emphasizes rates of convergence and complexity analysis of the main first-order methods used to solve large-scale problems; and covers both...
MichalSchoolKočvaraSchoolInformaworldOptimization Methods & SoftwareM. Kocvara and S. Mohammad, "A first-order multigrid method for bound-constrained convex optimization," Optim. Method Softw., vol. 31, no. 3, pp. 622-644, 2016.
The primary goal of this book is to provide a self-contained, comprehensive study of the main first-order methods that are frequently used in solving large-scale problems. First-order methods exploit information on values and gradients/subgradients (but not Hessians) of the functions composing ...
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