| bibtype |
J -
Journal Article
|
| ARLID |
0460326 |
| utime |
20240103212338.7 |
| mtime |
20160625235959.9 |
| SCOPUS |
84961209711 |
| WOS |
000374781100012 |
| DOI |
10.1080/10556788.2016.1146267 |
| title
(primary) (eng) |
A first-order multigrid method for bound-constrained convex optimization |
| specification |
| page_count |
23 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0254588 |
| ISSN |
1055-6788 |
| title
|
Optimization Methods & Software |
| volume_id |
31 |
| volume |
3 (2016) |
| page_num |
622-644 |
| publisher |
|
|
| keyword |
bound-constrained optimization |
| keyword |
multigrid methods |
| keyword |
linear complementarity problems |
| author
(primary) |
| ARLID |
cav_un_auth*0101131 |
| full_dept (cz) |
Matematická teorie rozhodování |
| full_dept (eng) |
Department of Decision Making Theory |
| department (cz) |
MTR |
| department (eng) |
MTR |
| full_dept |
Department of Decision Making Theory |
| share |
50 |
| name1 |
Kočvara |
| name2 |
Michal |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0333149 |
| share |
50 |
| name1 |
Mohammed |
| name2 |
S. |
| country |
GB |
|
| source |
|
| cas_special |
| project |
| ARLID |
cav_un_auth*0289475 |
| project_id |
GAP201/12/0671 |
| agency |
GA ČR |
| country |
CZ |
|
| project |
| ARLID |
cav_un_auth*0331291 |
| project_id |
313781 |
| agency |
European Commission - EC |
| country |
XE |
|
| abstract
(eng) |
The aim of this paper is to design an efficient multigrid method for constrained convex optimization problems arising from discretization of some underlying infinite dimensional problems. Due to problem dependency of this approach, we only consider bound constraints with (possibly) a single equality constraint. As our aim is to target large-scale problems, we want to avoid computation of second derivatives of the objective function, thus excluding Newton like methods. We propose a smoothing operator that only uses first-order information and study the computational efficiency of the resulting method. |
| RIV |
BA |
| reportyear |
2017 |
| num_of_auth |
2 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0261898 |
| confidential |
S |
| mrcbC86 |
3+4 Article Computer Science Software Engineering|Operations Research Management Science|Mathematics Applied |
| mrcbT16-e |
COMPUTERSCIENCESOFTWAREENGINEERING|MATHEMATICSAPPLIED|OPERATIONSRESEARCHMANAGEMENTSCIENCE |
| mrcbT16-j |
1.06 |
| mrcbT16-s |
0.870 |
| mrcbT16-4 |
Q1 |
| mrcbT16-B |
79.863 |
| mrcbT16-D |
Q1 |
| mrcbT16-E |
Q2 |
| arlyear |
2016 |
| mrcbU14 |
84961209711 SCOPUS |
| mrcbU34 |
000374781100012 WOS |
| mrcbU63 |
cav_un_epca*0254588 Optimization Methods & Software 1055-6788 1029-4937 Roč. 31 č. 3 2016 622 644 Taylor & Francis |
|