domain decomposition

Recursive Bound-Constrained AdaGrad with Applications to Multilevel and Domain Decomposition Minimization

  • Serge Gratton
  • Alena Kopanicakova
  • Philippe L. Toint
    • Categories Bound-constrained Optimization, Data Science Algorithms, Nonlinear Optimization Tags , , , , , ,

    Two OFFO (Objective-Function Free Optimization) noise tolerant algorithms are presented that handle bound constraints, inexact gradients and use second-order information when available. The first is a multi-level method exploiting a hierarchical description of the problem and the second is a domain-decomposition method covering the standard addditive Schwarz decompositions. Both are generalizations of the first-order AdaGrad … Read more

    A Parallel Line Search Subspace Correction Method for Composite Convex Optimization

  • Qian Dong
  • Xin Liu
  • Zaiwen Wen
  • Ya-xiang Yuan
    • Categories Convex and Nonsmooth Optimization, Parallel Algorithms Tags , , , ,

    In this paper, we investigate a parallel subspace correction framework for composite convex optimization. The variables are first divided into a few blocks based on certain rules. At each iteration, the algorithms solve a suitable subproblem on each block simultaneously, construct a search direction by combining their solutions on all blocks, then identify a new … Read more

    Second-order Cone Programming Methods for Total Variation-based Image Restoration

  • Donald Goldfarb
  • Wotao Yin
    • Categories Basic Sciences Applications, Second-Order Cone Programming Tags , , , , ,

    In this paper we present optimization algorithms for image restoration based on the total variation (TV) minimization framework of L. Rudin, S. Osher and E. Fatemi (ROF). Our approach formulates TV minimization as a second-order cone program which is then solved by interior-point algorithms that are efficient both in practice (using nested dissection and domain … Read more