splitting

Splitted Levenberg-Marquardt Method for Large-Scale Sparse Problems

  • Greta Malaspina
  • Nataša Krejić
    • Categories Nonlinear Optimization, Nonlinear Systems and Least-Squares Tags , , ,

    We consider large-scale nonlinear least squares problems with sparse residuals, each of them depending on a small number of variables. A decoupling procedure which results in a splitting of the original problems into a sequence of independent problems of smaller sizes is proposed and analysed. The smaller size problems are modified in a way that … Read more

    An Inexact Spingarn’s Partial Inverse Method with Applications to Operator Splitting and Composite Optimization

  • M. Marques Alves
  • Samara Costa Lima
    • Categories Convex and Nonsmooth Optimization Tags , , , , , ,

    We propose and study the iteration-complexity of an inexact version of the Spingarn’s partial inverse method. Its complexity analysis is performed by viewing it in the framework of the hybrid proximal extragradient (HPE) method, for which pointwise and ergodic iteration-complexity has been established recently by Monteiro and Svaiter. As applications, we propose and analyze the … Read more