Mahsa Yousefi

A Projected Stochastic Gradient Method for Finite-Sum Problems with Linear Equality Constraints

  • Nataša Krklec Jerinkić
  • Benedetta Morini
  • Mahsa Yousefi
    • Categories Nonlinear Optimization, Optimization in Data Science Tags , ,

    A stochastic gradient method for finite-sum minimization subject to deterministic linear constraints is proposed and analyzed. The procedure presented adapts the projected gradient method on a convex set to the use of both a stochastic gradient and a possibly inexact projection map. Under standard assumptions in the field of stochastic gradient methods, we provide theoretical … Read more

    Restarting nonlinear conjugate gradient methods

  • Morteza Kimiaei
  • Saman Babaie-Kafaki
  • Vyacheslav Kungurtsev
  • Mahsa Yousefi
    • Categories Nonlinear Optimization Tags , , , ,

    In unconstrained optimization, due to the nonlinearity of the objective function or rounding errors in finite precision arithmetic, it can happen that NaN or infinite step sizes appear in the nonlinear conjugate gradient (NCG) method, or otherwise the step violates the sufficient descent condition (SDC). In this case the conjugate gradient (CG) direction must often … Read more