scholarly journals “Active-set complexity” of proximal gradient: How long does it take to find the sparsity pattern?

2018 ◽  
Vol 13 (4) ◽  
pp. 645-655 ◽  
Author(s):  
Julie Nutini ◽  
Mark Schmidt ◽  
Warren Hare
Keyword(s):  
Author(s):  
Ihar Antonau ◽  
Majid Hojjat ◽  
Kai-Uwe Bletzinger

AbstractIn node-based shape optimization, there are a vast amount of design parameters, and the objectives, as well as the physical constraints, are non-linear in state and design. Robust optimization algorithms are required. The methods of feasible directions are widely used in practical optimization problems and know to be quite robust. A subclass of these methods is the gradient projection method. It is an active-set method, it can be used with equality and non-equality constraints, and it has gained significant popularity for its intuitive implementation. One significant issue around efficiency is that the algorithm may suffer from zigzagging behavior while it follows non-linear design boundaries. In this work, we propose a modification to Rosen’s gradient projection algorithm. It includes the efficient techniques to damp the zigzagging behavior of the original algorithm while following the non-linear design boundaries, thus improving the performance of the method.


Author(s):  
Morteza Kimiaei

AbstractThis paper discusses an active set trust-region algorithm for bound-constrained optimization problems. A sufficient descent condition is used as a computational measure to identify whether the function value is reduced or not. To get our complexity result, a critical measure is used which is computationally better than the other known critical measures. Under the positive definiteness of approximated Hessian matrices restricted to the subspace of non-active variables, it will be shown that unlimited zigzagging cannot occur. It is shown that our algorithm is competitive in comparison with the state-of-the-art solvers for solving an ill-conditioned bound-constrained least-squares problem.


2016 ◽  
Vol 31 (3) ◽  
pp. 605-621 ◽  
Author(s):  
N. Keskar ◽  
J. Nocedal ◽  
F. Öztoprak ◽  
A. Wächter

1991 ◽  
Vol 3 (1) ◽  
pp. 29-44 ◽  
Author(s):  
J. Rakowska ◽  
R. T. Haftka ◽  
L. T. Watson

2014 ◽  
Vol 59 (31) ◽  
pp. 4152-4160 ◽  
Author(s):  
Xiao-Jian Ding ◽  
Bao-Fang Chang

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