This paper analyzes and improves the linearized Bregman method for solving the basis pursuit and related sparse optimization problems. The analysis shows that the linearized Bregma...
In this paper, line search based on Sequential Quadratic Programming is implemented in order to find a solution to Fuzzy Relation Equations. Sequential Quadratic Programming is a g...
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...
Abstract. Two corrector-predictor interior point algorithms are proposed for solving monotone linear complementarity problems. The algorithms produce a sequence of iterates in the ...
Abstract: The nonlinear conjugate gradient method is widely used in unconstrained optimization. However, the line search is very difficult or expensive sometimes. In this paper, we...
The restarted line search, or coordinate-wise search, algorithm is tested on the BBOB 2009 testbed. Two different univariate search algorithms (fminbnd from MATLAB and STEP) were...
Abstract. The aggregation of objectives in multiple criteria programming is one of the simplest and widely used approach. But it is well known that these techniques sometimes fail ...
This paper introduces a modified version of the well known global optimization technique named line search method. The modifications refer to the way in which the direction and th...