搜索结果: 1-9 共查到“运筹学 methods”相关记录9条 . 查询时间(0.078 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Stochastic approximation methods for nonconvex constrained optimization
非凸 约束优化 随机逼近方法
2023/4/14
Nonconvex constrained optimization (NCO) has been one of the important research fields in optimization community. It has widely appeared in many application fields. However, challenges for solving NCO...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Domain Decomposition and Optimized Schwarz Methods for the Dual-porosity-conduit System
双重孔隙 导管系统 区域分解 优化Schwarz方法
2023/5/10
In this work, we propose and analyze domain decomposition methods to decouple the large system arisen from the discretization of dual-porosity-Stokes model. Robin boundary conditions are used to decou...
Cutting-set methods for robust convex optimization with pessimizing oracles
robust optimization cutting-set methods semi-infi nite programming minimax optimization games
2015/8/10
We consider a general worst-case robust convex optimization problem, with arbitrary dependence on the uncertain parameters, which are assumed to lie in some given set of possible values. We describe a...
First order optimization methods often perform poorly on ill-conditioned optimization problems. However, by preconditioning the problem data and solving the preconditioned problem, the performance of ...
Improved relaxed CQ methods for solving the split feasibility problem
CQ algorithm split feasibility problem step length
2011/11/14
This paper presents some improved relaxed CQ methods to solve the split feasibility problem. These new methods, which are based on the modified relaxed CQ algorithm, generate the new iterate by search...
Sequential Convex Programming Methods for Solving Nonlinear Optimization Problems with DC constraints
Sequential convex programming DC constraint relaxation technique nonconvex optimization
2011/9/22
Abstract: This paper investigates the relation between sequential convex programming (SCP) as, e.g., defined in [24] and DC (difference of two convex functions) programming. We first present an SCP al...
Iteration Complexity of Randomized Block-Coordinate Descent Methods for Minimizing a Composite Function
Block coordinate descent iteration complexity composite minimization coordinate relaxation alternating minimization
2011/9/6
Abstract: In this paper we develop a randomized block-coordinate descent method for minimizing the sum of a smooth and a simple nonsmooth block-separable convex function and prove that it obtains an $...
Multigrid methods for two-player zero-sum stochastic games
Multigrid methods two-player zero-sum stochastic games Optimization and Control Numerical Analysis
2011/8/30
Abstract: We develop a fast numerical algorithm for large scale zero-sum stochastic games with perfect information, which combines policy iteration and algebraic multigrid methods. This algorithm can ...
Interior Point Methods for Computing Optimal Designs
Optimal design A-criterion c-criterion D-criterion E-criterion pth mean criterion
2010/12/15
In this paper we study interior point (IP) methods for solving optimal design problems. In
particular, we propose a primal IP method for solving the problems with general convex optimality criteria a...