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MOC
2002
101views more  MOC 2002»
13 years 4 months ago
Global and uniform convergence of subspace correction methods for some convex optimization problems
This paper gives some global and uniform convergence estimates for a class of subspace correction (based on space decomposition) iterative methods applied to some unconstrained con...
Xue-Cheng Tai, Jinchao Xu
JOTA
2011
149views more  JOTA 2011»
12 years 11 months ago
Globally Convergent Cutting Plane Method for Nonconvex Nonsmooth Minimization
: Nowadays, solving nonsmooth (not necessarily differentiable) optimization problems plays a very important role in many areas of industrial applications. Most of the algorithms d...
Napsu Karmitsa, Mario Tanaka Filho, José He...
MP
2007
89views more  MP 2007»
13 years 4 months ago
Globally convergent limited memory bundle method for large-scale nonsmooth optimization
Many practical optimization problems involve nonsmooth (that is, not necessarily differentiable) functions of thousands of variables. In the paper [Haarala, Miettinen, M¨akel¨a,...
Napsu Haarala, Kaisa Miettinen, Marko M. Mäke...
EOR
2007
105views more  EOR 2007»
13 years 4 months ago
Newton's method and its use in optimization
Newton’s method is a basic tool in numerical analysis and numerous applications, including operations research and data mining. We survey the history of the method, its main ide...
Boris T. Polyak
JMLR
2010
143views more  JMLR 2010»
13 years 3 months ago
A Quasi-Newton Approach to Nonsmooth Convex Optimization Problems in Machine Learning
We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by ge...
Jin Yu, S. V. N. Vishwanathan, Simon Günter, ...