Journal of Global Optimization Best Paper Award for 2015
I am very pleased to announce that the winners of the fifth annual Journal of Global Optimization Best Paper Award are Andrei Patrascu and Ion Necoara for their paper titled Efficient random coordinate descent algorithms for large-scale structured nonconvex optimization [5].
Journal of Global Optimization Best Paper Award for 2015
Authors: Andrei Patrascu and Ion Necoara
In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function consisting of a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known. Further, we consider both cases: unconstrained and linearly constrained nonconvex problems. For optimization problems of the above structure, we propose random coordinate descent algorithms and analyze their convergence properties. For the general case, when the objective function is nonconvex and composite we prove asymptotic convergence for the sequences generated by our algorithms to stationary points and sublinear rate of convergence in expectation for some optimality measure. Additionally, if the objective function satisfies an error bound condition we derive a local linear rate of convergence for the expected values of the objective function. We also present extensive numerical experiments for evaluating the performance of our algorithms in comparison with state-of-the-art methods.
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Kerstin Dächert and Kathrin Klamroth, A linear bound on the number of scalarizations needed to solve discrete tricriteria optimization problems [2].
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Coralia Cartis, Jaroslav M. Fowkes, and Nicholas I. M. Gould, Branching and bounding improvements for global optimization algorithms with Lipschitz continuity properties [1].
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Peter J. C. Dickinson and Janez Povh, On an extension of Póya’s Positivstellensatz [3].
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Ralph Baker Kearfott, Some observations on exclusion regions in branch and bound algorithms [4].
References
- 1.Cartis, C., Fowkes, J.M., Gould, N.I.M.: Branching and bounding improvements for global optimization algorithms with Lipschitz continuity properties. J. Glob. Optim. 61, 429–457 (2015)MathSciNetCrossRefMATHGoogle Scholar
- 2.Dächert, K., Klamroth, K.: A linear bound on the number of scalarizations needed to solve discrete tricriteria optimization problems. J. Glob. Optim. 61, 643–676 (2015)MathSciNetCrossRefMATHGoogle Scholar
- 3.Dickinson, P.J.C., Povh, J.: On an extension of Pólya’s Positivstellensatz. J. Glob. Optim. 61, 615–625 (2015)MathSciNetCrossRefMATHGoogle Scholar
- 4.Kearfott, R.B.: Some observations on exclusion regions in branch and bound algorithms. J. Glob. Optim. 62, 229–241 (2015)MathSciNetCrossRefMATHGoogle Scholar
- 5.Patrascu, A., Necoara, I.: Efficient random coordinate descent algorithms for large-scale structured nonconvex optimization. J. Glob. Optim. 61, 19–46 (2015)MathSciNetCrossRefMATHGoogle Scholar