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Seminario - Selective bi-coordinate variations for optimization problems with simplex type constraints

Venerdì 2 marzo 2018 alle 14:30 nell'aula D2 del Brixia in via San Faustino 64 si terrà il seminario dal titolo: "Selective bi-coordinate variations for optimization problems with simplex type constraints" con il prof. Igor Konnov, Department of System Analysis and Information Technologies, Kazan University, Russia, ospite della prof.ssa Giorgia Oggioni.

 

We describe a new iterative method for smooth optimization problems with simplex type constraints, which admits changes only two coordinates at each iteration, hence it is very suitable for various large dimensional optimization problems, where high accuracy of solutions is not necessary, say, because of inexactness and incompleteness of their data. Various bi-coordinate type methods were developed for these problems. However, the known methods are either based on computing marginal indices and/or estimates, hence their computational expenses at each iteration are similar as those of the usual gradient methods; or exploit the random coordinate choice idea of the basic pair of indices, hence their convergence may be rather slow. We give the new bi-coordinate method based on selecting a pair of indices satisfying some descent condition within a given tolerance. In such a way, we obtain a low cost iterative method, which keeps the convergence properties of the usual ones, but reduces the total computational expenses. We discuss its applications and possible extensions.

Venerdì, 2 Marzo, 2018