Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization

Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization

We propose a first order interior point algorithm for a class of nonLipschitz and nonconvex minimization problems with box constraints, which arise from applications in variable selection and regularized optimization. The objective functions of these problems are continuously differentiable typically at interior points of the feasible set. Our first order algorithm is easy to implement and the ...

On some interior-point algorithms for nonconvex quadratic optimization

Low complexity secant quasi-Newton minimization algorithms for nonconvex functions

In this work some interesting relations between results on basic optimization and algorithms for nonconvex functions (such as BFGS and secant methods) are pointed out. In particular, some innovative tools for improving our recent secant BFGS-type and LQN algorithms are described in detail. © 2006 Elsevier B.V. All rights reserved. MSC: 51M04; 65H20; 65F30; 90C53

Interior point algorithms - theory and analysis

Spend your few moment to read a book even only few pages. Reading book is not obligation and force for everybody. When you don't want to read, you can get punishment from the publisher. Read a book becomes a choice of your different characteristics. Many people with reading habit will always be enjoyable to read, or on the contrary. For some reasons, this interior point algorithms theory and an...

Interior Point Implementations of Alternating Minimization Training Interior Point Implementations of Alternating Minimization Training

This paper presents an alternating minimization algorithm used to train radial basis function networks. The algorithm is a modiication of an interior point method used in solving primal linear programs. The resulting algorithm is shown to have a convergence rate on the order of p nL iterations where n is a measure of the network size and L is a measure of the resulting solution's accuracy.