• AdaGrad

  • Referenced in 53 articles [sw22202]
  • gradient algorithm; Adaptive subgradient methods for online learning and stochastic optimization. We present ... family of subgradient methods that dynamically incorporate knowledge of the geometry of the data observed ... paradigm stems from recent advances in stochastic optimization and online learning which employ proximal functions ... theoretical analysis and show that adaptive subgradient methods outperform state...
  • OSGA

  • Referenced in 5 articles [sw16542]
  • User’s Manual for OSGA (Optimal SubGradient Algorithm). This document provides a user’s guide ... unconstrained, bound-constrained, and simply constrained convex optimization...
  • DGM

  • Referenced in 29 articles [sw06159]
  • discrete gradient method for derivative free optimization. To apply DGM, one only needs to compute ... value of the objective function. The subgradient will be approximated. The software is free...
  • SiMpLIfy

  • Referenced in 1 article [sw26665]
  • structured model reduction using a subgradient optimization algorithm. We briefly present the syntax...
  • ExtraPush

  • Referenced in 3 articles [sw28495]
  • Extra and subgradient-push to a new algorithm ExtraPush for consensus optimization with convex differentiable ... remove the undirected-network restriction of Extra. Subgradient-push, while also works for directed networks ... significantly faster than subgradient-push, even when we hand-optimize the step sizes...
  • amodMC

  • Referenced in 4 articles [sw06614]
  • Adjoint mode computation of subgradients for McCormick relaxations In [{it A. Mitsos}, {it B. Chachuat ... Barton}, SIAM J. Optim. 20, No. 2, 573--601 (2009; Zbl 1192.65083)], a method similar ... factorable functions and of the corresponding subgradients in tangent-linear mode. Subgradients are natural extensions ... amodMC. The calculated subgradients are used in a deterministic global optimization algorithm based...
  • NOA

  • Referenced in 14 articles [sw08659]
  • design of a system of nondifferentiable optimization algorithms. This paper describes NOA, a package ... package implements several descent methods that accumulate subgradients of the problem functions and use quadratic...
  • PESTO

  • Referenced in 11 articles [sw20864]
  • worst-case guarantees and explicit instances of optimization problems on which the algorithm reaches this ... variants of fast proximal gradient, conditional gradient, subgradient and alternating projection methods. In particular ... also show how the optimized gradient method proposed by Kim and Fessler...
  • LSA

  • Referenced in 4 articles [sw22887]
  • optimization problems, is based on partitioned variable metric updates and on an aggregation of subgradients...
  • PL-ranking

  • Referenced in 1 article [sw28415]
  • pairwise ranking loss constraint to optimize the top of ranking. Then, considering that the pairwise ... rank stochastic subgradient descent method to solve the proposed optimization problem. The experimental results show...
  • DIP

  • Referenced in 11 articles [sw09870]
  • solving large-scale discrete optimization problems. The framework provides a simple API for experimenting with ... price, branch and cut and price, subgradient-based Lagrangian relaxation, branch and relax...
  • ralgb4

  • Referenced in 2 articles [sw22652]
  • Subgradient methods ralgb5 and ralgb4 for minimization of ravine-like convex functions. We consider properties ... algorithm proposed by N.Z. Shor for optimization of non-smooth functions that differ...
  • ralgb5

  • Referenced in 2 articles [sw22653]
  • Subgradient methods ralgb5 and ralgb4 for minimization of ravine-like convex functions. We consider properties ... algorithm proposed by N.Z. Shor for optimization of non-smooth functions that differ...
  • DSP

  • Referenced in 1 article [sw05421]
  • prove that the algorithm converges to an optimal solution of the Lagrangian dual problem ... dual decomposition method based on subgradient dual updates that we use to perform benchmarks...
  • BARON

  • Referenced in 269 articles [sw00066]
  • BARON is a computational system for solving nonconvex...
  • CSDP

  • Referenced in 183 articles [sw00169]
  • CSDP, A C Library for Semidefinite Programming. This...
  • EIGIFP

  • Referenced in 9 articles [sw00235]
  • eigifp is a MATLAB program for computing a...
  • KNITRO

  • Referenced in 146 articles [sw00490]
  • KNITRO is a solver for nonlinear optimization. It...