File Download

There are no files associated with this item.

  Links for fulltext
     (May Require Subscription)
Supplementary

Article: Accelerated Uzawa methods for convex optimization

TitleAccelerated Uzawa methods for convex optimization
Authors
KeywordsBlack-box oracle
Acceleration
Convex optimization
Convergence rate
Uzawa method
Issue Date2017
Citation
Mathematics of Computation, 2017, v. 86, n. 306, p. 1821-1845 How to Cite?
Abstract© 2016 American Mathematical Society. We focus on a linearly constrained strongly convex minimization model and discuss the application of the classical Uzawa method. Our principal goal is to show that some existing acceleration schemes can be used to accelerate the Uzawa method in the sense that the worst-case convergence rate (measured by the iteration complexity) of the resulting accelerated Uzawa schemes is O(1/k 2 ) where k represents the iteration counter. Our discussion assumes that the objective function is given by a black-box oracle; thus an inexact version of the Uzawa method with a sequence of dynamically-chosen step sizes is implemented. A worst-case convergence rate of O(1/k) is also shown for this inexact version. Some preliminary numerical results are reported to verify the acceleration effectiveness of the accelerated Uzawa schemes and their superiority over some existing methods.
Persistent Identifierhttp://hdl.handle.net/10722/251208
ISSN
2023 Impact Factor: 2.2
2023 SCImago Journal Rankings: 1.460
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorTao, Min-
dc.contributor.authorYuan, Xiaoming-
dc.date.accessioned2018-02-01T01:54:54Z-
dc.date.available2018-02-01T01:54:54Z-
dc.date.issued2017-
dc.identifier.citationMathematics of Computation, 2017, v. 86, n. 306, p. 1821-1845-
dc.identifier.issn0025-5718-
dc.identifier.urihttp://hdl.handle.net/10722/251208-
dc.description.abstract© 2016 American Mathematical Society. We focus on a linearly constrained strongly convex minimization model and discuss the application of the classical Uzawa method. Our principal goal is to show that some existing acceleration schemes can be used to accelerate the Uzawa method in the sense that the worst-case convergence rate (measured by the iteration complexity) of the resulting accelerated Uzawa schemes is O(1/k 2 ) where k represents the iteration counter. Our discussion assumes that the objective function is given by a black-box oracle; thus an inexact version of the Uzawa method with a sequence of dynamically-chosen step sizes is implemented. A worst-case convergence rate of O(1/k) is also shown for this inexact version. Some preliminary numerical results are reported to verify the acceleration effectiveness of the accelerated Uzawa schemes and their superiority over some existing methods.-
dc.languageeng-
dc.relation.ispartofMathematics of Computation-
dc.subjectBlack-box oracle-
dc.subjectAcceleration-
dc.subjectConvex optimization-
dc.subjectConvergence rate-
dc.subjectUzawa method-
dc.titleAccelerated Uzawa methods for convex optimization-
dc.typeArticle-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1090/mcom/3145-
dc.identifier.scopuseid_2-s2.0-85016213900-
dc.identifier.volume86-
dc.identifier.issue306-
dc.identifier.spage1821-
dc.identifier.epage1845-
dc.identifier.isiWOS:000398823400012-
dc.identifier.issnl0025-5718-

Export via OAI-PMH Interface in XML Formats


OR


Export to Other Non-XML Formats