This paper presents an overview of our most recent results concerning the Particle Swarm Optimization (PSO) method. Techniques for the alleviation of local minima, and for detectin...
Abstract. Sequential quadratic programming (SQP) methods form a class of highly efficient algorithms for solving nonlinearly constrained optimization problems. Although second deri...
We present a two-phase algorithm for solving large-scale quadratic programs (QPs). In the first phase, gradient-projection iterations approximately minimize an augmented Lagrangian...
Many statistical M-estimators are based on convex optimization problems formed by the weighted sum of a loss function with a norm-based regularizer. We analyze the convergence rat...
Alekh Agarwal, Sahand Negahban, Martin J. Wainwrig...
We introduce a novel global optimization method called Continuous GRASP (C-GRASP) which extends Feo and Resende’s greedy randomized adaptive search procedure (GRASP) from the dom...