-
Previous Article
Partially symmetric nonnegative rectangular tensors and copositive rectangular tensors
- JIMO Home
- This Issue
-
Next Article
Selection of DRX scheme for voice traffic in LTE-A networks: Markov modeling and performance analysis
A proximal-projection partial bundle method for convex constrained minimax problems
1. | College of Mathematics and Information Science, Guangxi University, Nanning 530004, China |
2. | College of Science, Guangxi University of Nationalities, Nanning 530007, China |
3. | School of Mathematics and Statistics, Yulin Normal University, Yulin 537000, China |
4. | Department of Applied Mathematics, University of New South Wales, Kensington, 2052, Sydney, Australia |
In this paper, we propose a partial bundle method for a convex constrained minimax problem where the objective function is expressed as maximum of finitely many convex (not necessarily differentiable) functions. To avoid complete evaluation of all component functions of the objective, a partial cutting-planes model is adopted instead of the traditional one. Based on the proximal-projection idea, at each iteration, an unconstrained proximal subproblem is solved first to generate an aggregate linear model of the objective function, and then another subproblem based on this model is solved to obtain a trial point. Moreover, a new descent test criterion is proposed, which can not only simplify the presentation of the algorithm, but also improve the numerical performance significantly. An explicit upper bound for the number of bundle resets is also derived. Global convergence of the algorithm is established, and some preliminary numerical results show that our method is very encouraging.
References:
[1] |
A. Baums,
Minimax method in optimizing energy consumption in real-time embedded systems, Automatic Control and Computer Sciences, 43 (2009), 57-62.
doi: 10.3103/S0146411609020011. |
[2] |
J. F. Bonnans, J. C. Gilbert, C. Lemaréchal and C. Sagastizábal,
Numerical Optimization: Theoretical and Practical Aspects, Second ed. Springer-Verlag, Berlin Heidelberg New York, 2006. |
[3] |
J. V. Burke, A. S. Lewis and M. L. Overton,
A robust gradient sampling algorithm for nonsmooth, nonconvex optimization, SIAM Journal on Optimization, 15 (2005), 751-779.
doi: 10.1137/030601296. |
[4] |
F. L. Chernousko,
Minimax control for a class of linear systems subject to disturbances, Journal of Optimization Theory and Applications, 127 (2005), 535-548.
doi: 10.1007/s10957-005-7501-1. |
[5] |
J. Dattorro,
Convex Optimization † Euclidean Distance Geometry, second edn,
$ \mathcal{M}\varepsilonβ oo$, 2015. |
[6] |
G. Di Pillo, L. Grippo and S. Lucidi,
A smooth method for the finite minimax problem, Mathematical Programming, 60 (1993), 187-214.
doi: 10.1007/BF01580609. |
[7] |
A. Fuduli, M. Gaudioso, G. Giallombardo and G. Miglionico,
A partially inexact bundle method for convex semi-infinite minmax problems, Communications in Nonlinear Science and Numerical Simulation, 21 (2015), 172-180.
doi: 10.1016/j.cnsns.2014.07.033. |
[8] |
M. Gaudioso, G. Giallombardo and G. Miglionico,
An incremental method for solving convex finite min-max problems, Mathematics of Operations Research, 31 (2006), 173-187.
doi: 10.1287/moor.1050.0175. |
[9] |
M. Gaudioso, G. Giallombardo and G. Miglionico,
On solving the Lagrangian dual of integer programs via an incremental approach, Computational Optimization and Applications, 44 (2009), 117-138.
doi: 10.1007/s10589-007-9149-2. |
[10] |
W. Hare and J. Nutini,
A derivative-free approximate gradient sampling algorithm for finite minimax problems, Computational Optimization and Applications, 56 (2013), 1-38.
doi: 10.1007/s10589-013-9547-6. |
[11] |
W. Hare and M. Macklem,
Derivative-free optimization methods for finite minimax problems, Optimization Methods and Software, 28 (2013), 300-312.
doi: 10.1080/10556788.2011.638923. |
[12] |
S. X. He and Y. Y. Nie,
A class of nonlinear Lagrangian algorithms for minimax problems, Journal of Industrial and Management Optimization, 9 (2013), 75-97.
doi: 10.3934/jimo.2013.9.75. |
[13] |
M. Huang, X. J. Liang, Y. Lu and L. P. Pang,
The bundle scheme for solving arbitrary eigenvalue optimizations, Journal of Industrial and Management Optimization, 13 (2017), 659-680.
doi: 10.3934/jimo.2016039. |
[14] |
J. B. Jian, X. L. Zhang, R. Quan and Q. Ma,
Generalized monotone line search SQP algorithm for constrained minimax problems, Optimization, 58 (2009), 101-131.
doi: 10.1080/02331930801951140. |
[15] |
J. B. Jian, X. D. Mo, L. J. Qiu, S. M. Yang and F. S. Wang,
Simple sequential quadratically constrained quadratic programming feasible algorithm with active identification sets for constrained minimax problems, Journal of Optimization Theory and Applications, 160 (2014), 158-188.
doi: 10.1007/s10957-013-0339-z. |
[16] |
J. B. Jian, C. M. Tang and F. Tang,
A feasible descent bundle method for inequality constrained minimax problems (in Chinese), Science China: Mathematics, 45 (2015), 2001-2024.
|
[17] |
E. Karas, A. Ribeiro, C. Sagastizábal and M. Solodov,
A bundle-filter method for nonsmooth convex constrained optimization, Mathematical Programming, 116 (2009), 297-320.
doi: 10.1007/s10107-007-0123-7. |
[18] |
N. Karmitsa,
Test Problems for Large-Scale Nonsmooth Minimization, Tech. Rep. No. B. 4/2007, Department of Mathematical Information Technology, University of Jyväskylä, Finland, 2007. |
[19] |
K. C. Kiwiel, A projection-proximal bundle method for convex nondifferentiable minimization, In: M. Théra, R. Tichatschke (eds.) Ill-posed Variational Problems and Regularization Techniques, Lecture Notes in Econom. Math. Systems, Springer-Verlag, Berlin, 477 (1999), 137–150.
doi: 10.1007/978-3-642-45780-7_9. |
[20] |
K. C. Kiwiel,
A proximal-projection bundle method for Lagrangian relaxation, including semidefinite programming, SIAM Journal on Optimization, 17 (2006), 1015-1034.
doi: 10.1137/050639284. |
[21] |
K. C. Kiwiel,
Methods of Descent for Nondifferentiable Optimization, Lecture Notes in Mathematics, 1133. Springer-Verlag, 1985.
doi: 10.1007/BFb0074500. |
[22] |
C. Lemaréchal,
An extension of Davidon methods to nondifferentiable problems, Mathematical Programming Study, 3 (1975), 95-109.
|
[23] |
X. S. Li and S. C. Fang,
On the entropic regularization method for solving min-max problems with applications, Mathematical Methods of Operations Research, 46 (1997), 119-130.
doi: 10.1007/BF01199466. |
[24] |
Y. P. Li and G. H. Huang,
Inexact minimax regret integer programming for long-term planning of municipal solid waste management -- part a: Methodology development, Environmental Engineering Science, 26 (2009), 209-218.
doi: 10.1089/ees.2007.0241.ptA. |
[25] |
G. Liuzzi, S. Lucidi and M. Sciandrone,
A derivative-free algorithm for linearly constrained finite minimax problems, SIAM Journal on Optimization, 16 (2006), 1054-1075.
doi: 10.1137/040615821. |
[26] |
L. Lukšan and J. Vlček,
Test Problems for Nonsmooth Unconstrained and Linearly Constrained Optimization, Tech. Rep. No. 798, Institute of Computer Science, Academy of Sciences of the Czech Republic, Prague, 2000. |
[27] |
K. Madsen and H. Schjær-Jacobsen,
Linearly constrained minimax optimization, Mathematical Programming, 14 (1978), 208-223.
doi: 10.1007/BF01588966. |
[28] |
C. Michelot and F. Plastria,
An extended multifacility minimax location problemrevisited, Annals of Operations Research, 111 (2002), 167-179.
doi: 10.1023/A:1020953703533. |
[29] |
A. Nedić and D. P. Bertsekas,
Incremental subgradient methods for nondifferentiable optimization, SIAM Journal on Optimization, 12 (2001), 109-138.
doi: 10.1137/S1052623499362111. |
[30] |
R. T. Rockafellar,
Convex Analysis, Princeton University Press, Princeton, N. J., 1970. |
[31] |
B. Rustem and Q. Nguyen,
An algorithm for the inequality-constrained discrete min-max problem, SIAM Journal on Optimization, 8 (1998), 265-283.
doi: 10.1137/S1056263493260386. |
[32] |
C. Sagastizábal and M. Solodov,
An infeasible bundle method for nonsmooth convex constrained optimization without a penalty function or a filter, SIAM Journal on Optimization, 16 (2005), 146-169.
doi: 10.1137/040603875. |
[33] |
N. Z. Shor,
Minimization Methods for Non-differentiable Functions, Springer-Verlag, Berlin, 1985.
doi: 10.1007/978-3-642-82118-9. |
[34] |
C. M. Tang, H. Y. Chen and J. B. Jian,
An improved partial bundle method for linearly constrained minimax problems, Statistics, Optimization and Information Computing, 4 (2016), 84-98.
doi: 10.19139/soic.v4i1.205. |
[35] |
C. M. Tang and J. B. Jian,
Strongly sub-feasible direction method for constrained optimization problems with nonsmooth objective functions, European Journal of Operational Research, 218 (2012), 28-37.
doi: 10.1016/j.ejor.2011.10.055. |
[36] |
C. M. Tang, S. Liu, J. B. Jian and J. L. Li,
A feasible SQP-GS algorithm for nonconvex, nonsmooth constrained optimization, Numerical Algorithms, 65 (2014), 1-22.
doi: 10.1007/s11075-012-9692-5. |
[37] |
A. Vardi,
New minimax algorithm, Journal of Optimization Theory and Applications, 75 (1992), 613-634.
doi: 10.1007/BF00940496. |
[38] |
F. S. Wang and K. C. Zhang,
A hybrid algorithm for nonlinear minimax problems, Annals of Operations Research, 164 (2008), 167-191.
doi: 10.1007/s10479-008-0401-7. |
[39] |
F. S. Wang and K. C. Zhang,
A hybrid algorithm for linearly constrained minimax problems, Annals of Operations Research, 206 (2013), 501-525.
doi: 10.1007/s10479-012-1274-3. |
[40] |
S. Y. Wang, Y. Yamamoto and M. Yu,
A minimax rule for portfolio selection in frictional markets, Mathematical Methods of Operations Research, 57 (2003), 141-155.
doi: 10.1007/s001860200241. |
[41] |
S. Xu,
Smoothing method for minimax problems, Computational Optimization and Applications, 20 (2001), 267-279.
doi: 10.1023/A:1011211101714. |
[42] |
MOSEK: The MOSEK optimization toolbox for MATLAB manual, Version 7.1 (2016). MOSEK ApS, Denmark, http://www.mosek.com. |
show all references
References:
[1] |
A. Baums,
Minimax method in optimizing energy consumption in real-time embedded systems, Automatic Control and Computer Sciences, 43 (2009), 57-62.
doi: 10.3103/S0146411609020011. |
[2] |
J. F. Bonnans, J. C. Gilbert, C. Lemaréchal and C. Sagastizábal,
Numerical Optimization: Theoretical and Practical Aspects, Second ed. Springer-Verlag, Berlin Heidelberg New York, 2006. |
[3] |
J. V. Burke, A. S. Lewis and M. L. Overton,
A robust gradient sampling algorithm for nonsmooth, nonconvex optimization, SIAM Journal on Optimization, 15 (2005), 751-779.
doi: 10.1137/030601296. |
[4] |
F. L. Chernousko,
Minimax control for a class of linear systems subject to disturbances, Journal of Optimization Theory and Applications, 127 (2005), 535-548.
doi: 10.1007/s10957-005-7501-1. |
[5] |
J. Dattorro,
Convex Optimization † Euclidean Distance Geometry, second edn,
$ \mathcal{M}\varepsilonβ oo$, 2015. |
[6] |
G. Di Pillo, L. Grippo and S. Lucidi,
A smooth method for the finite minimax problem, Mathematical Programming, 60 (1993), 187-214.
doi: 10.1007/BF01580609. |
[7] |
A. Fuduli, M. Gaudioso, G. Giallombardo and G. Miglionico,
A partially inexact bundle method for convex semi-infinite minmax problems, Communications in Nonlinear Science and Numerical Simulation, 21 (2015), 172-180.
doi: 10.1016/j.cnsns.2014.07.033. |
[8] |
M. Gaudioso, G. Giallombardo and G. Miglionico,
An incremental method for solving convex finite min-max problems, Mathematics of Operations Research, 31 (2006), 173-187.
doi: 10.1287/moor.1050.0175. |
[9] |
M. Gaudioso, G. Giallombardo and G. Miglionico,
On solving the Lagrangian dual of integer programs via an incremental approach, Computational Optimization and Applications, 44 (2009), 117-138.
doi: 10.1007/s10589-007-9149-2. |
[10] |
W. Hare and J. Nutini,
A derivative-free approximate gradient sampling algorithm for finite minimax problems, Computational Optimization and Applications, 56 (2013), 1-38.
doi: 10.1007/s10589-013-9547-6. |
[11] |
W. Hare and M. Macklem,
Derivative-free optimization methods for finite minimax problems, Optimization Methods and Software, 28 (2013), 300-312.
doi: 10.1080/10556788.2011.638923. |
[12] |
S. X. He and Y. Y. Nie,
A class of nonlinear Lagrangian algorithms for minimax problems, Journal of Industrial and Management Optimization, 9 (2013), 75-97.
doi: 10.3934/jimo.2013.9.75. |
[13] |
M. Huang, X. J. Liang, Y. Lu and L. P. Pang,
The bundle scheme for solving arbitrary eigenvalue optimizations, Journal of Industrial and Management Optimization, 13 (2017), 659-680.
doi: 10.3934/jimo.2016039. |
[14] |
J. B. Jian, X. L. Zhang, R. Quan and Q. Ma,
Generalized monotone line search SQP algorithm for constrained minimax problems, Optimization, 58 (2009), 101-131.
doi: 10.1080/02331930801951140. |
[15] |
J. B. Jian, X. D. Mo, L. J. Qiu, S. M. Yang and F. S. Wang,
Simple sequential quadratically constrained quadratic programming feasible algorithm with active identification sets for constrained minimax problems, Journal of Optimization Theory and Applications, 160 (2014), 158-188.
doi: 10.1007/s10957-013-0339-z. |
[16] |
J. B. Jian, C. M. Tang and F. Tang,
A feasible descent bundle method for inequality constrained minimax problems (in Chinese), Science China: Mathematics, 45 (2015), 2001-2024.
|
[17] |
E. Karas, A. Ribeiro, C. Sagastizábal and M. Solodov,
A bundle-filter method for nonsmooth convex constrained optimization, Mathematical Programming, 116 (2009), 297-320.
doi: 10.1007/s10107-007-0123-7. |
[18] |
N. Karmitsa,
Test Problems for Large-Scale Nonsmooth Minimization, Tech. Rep. No. B. 4/2007, Department of Mathematical Information Technology, University of Jyväskylä, Finland, 2007. |
[19] |
K. C. Kiwiel, A projection-proximal bundle method for convex nondifferentiable minimization, In: M. Théra, R. Tichatschke (eds.) Ill-posed Variational Problems and Regularization Techniques, Lecture Notes in Econom. Math. Systems, Springer-Verlag, Berlin, 477 (1999), 137–150.
doi: 10.1007/978-3-642-45780-7_9. |
[20] |
K. C. Kiwiel,
A proximal-projection bundle method for Lagrangian relaxation, including semidefinite programming, SIAM Journal on Optimization, 17 (2006), 1015-1034.
doi: 10.1137/050639284. |
[21] |
K. C. Kiwiel,
Methods of Descent for Nondifferentiable Optimization, Lecture Notes in Mathematics, 1133. Springer-Verlag, 1985.
doi: 10.1007/BFb0074500. |
[22] |
C. Lemaréchal,
An extension of Davidon methods to nondifferentiable problems, Mathematical Programming Study, 3 (1975), 95-109.
|
[23] |
X. S. Li and S. C. Fang,
On the entropic regularization method for solving min-max problems with applications, Mathematical Methods of Operations Research, 46 (1997), 119-130.
doi: 10.1007/BF01199466. |
[24] |
Y. P. Li and G. H. Huang,
Inexact minimax regret integer programming for long-term planning of municipal solid waste management -- part a: Methodology development, Environmental Engineering Science, 26 (2009), 209-218.
doi: 10.1089/ees.2007.0241.ptA. |
[25] |
G. Liuzzi, S. Lucidi and M. Sciandrone,
A derivative-free algorithm for linearly constrained finite minimax problems, SIAM Journal on Optimization, 16 (2006), 1054-1075.
doi: 10.1137/040615821. |
[26] |
L. Lukšan and J. Vlček,
Test Problems for Nonsmooth Unconstrained and Linearly Constrained Optimization, Tech. Rep. No. 798, Institute of Computer Science, Academy of Sciences of the Czech Republic, Prague, 2000. |
[27] |
K. Madsen and H. Schjær-Jacobsen,
Linearly constrained minimax optimization, Mathematical Programming, 14 (1978), 208-223.
doi: 10.1007/BF01588966. |
[28] |
C. Michelot and F. Plastria,
An extended multifacility minimax location problemrevisited, Annals of Operations Research, 111 (2002), 167-179.
doi: 10.1023/A:1020953703533. |
[29] |
A. Nedić and D. P. Bertsekas,
Incremental subgradient methods for nondifferentiable optimization, SIAM Journal on Optimization, 12 (2001), 109-138.
doi: 10.1137/S1052623499362111. |
[30] |
R. T. Rockafellar,
Convex Analysis, Princeton University Press, Princeton, N. J., 1970. |
[31] |
B. Rustem and Q. Nguyen,
An algorithm for the inequality-constrained discrete min-max problem, SIAM Journal on Optimization, 8 (1998), 265-283.
doi: 10.1137/S1056263493260386. |
[32] |
C. Sagastizábal and M. Solodov,
An infeasible bundle method for nonsmooth convex constrained optimization without a penalty function or a filter, SIAM Journal on Optimization, 16 (2005), 146-169.
doi: 10.1137/040603875. |
[33] |
N. Z. Shor,
Minimization Methods for Non-differentiable Functions, Springer-Verlag, Berlin, 1985.
doi: 10.1007/978-3-642-82118-9. |
[34] |
C. M. Tang, H. Y. Chen and J. B. Jian,
An improved partial bundle method for linearly constrained minimax problems, Statistics, Optimization and Information Computing, 4 (2016), 84-98.
doi: 10.19139/soic.v4i1.205. |
[35] |
C. M. Tang and J. B. Jian,
Strongly sub-feasible direction method for constrained optimization problems with nonsmooth objective functions, European Journal of Operational Research, 218 (2012), 28-37.
doi: 10.1016/j.ejor.2011.10.055. |
[36] |
C. M. Tang, S. Liu, J. B. Jian and J. L. Li,
A feasible SQP-GS algorithm for nonconvex, nonsmooth constrained optimization, Numerical Algorithms, 65 (2014), 1-22.
doi: 10.1007/s11075-012-9692-5. |
[37] |
A. Vardi,
New minimax algorithm, Journal of Optimization Theory and Applications, 75 (1992), 613-634.
doi: 10.1007/BF00940496. |
[38] |
F. S. Wang and K. C. Zhang,
A hybrid algorithm for nonlinear minimax problems, Annals of Operations Research, 164 (2008), 167-191.
doi: 10.1007/s10479-008-0401-7. |
[39] |
F. S. Wang and K. C. Zhang,
A hybrid algorithm for linearly constrained minimax problems, Annals of Operations Research, 206 (2013), 501-525.
doi: 10.1007/s10479-012-1274-3. |
[40] |
S. Y. Wang, Y. Yamamoto and M. Yu,
A minimax rule for portfolio selection in frictional markets, Mathematical Methods of Operations Research, 57 (2003), 141-155.
doi: 10.1007/s001860200241. |
[41] |
S. Xu,
Smoothing method for minimax problems, Computational Optimization and Applications, 20 (2001), 267-279.
doi: 10.1023/A:1011211101714. |
[42] |
MOSEK: The MOSEK optimization toolbox for MATLAB manual, Version 7.1 (2016). MOSEK ApS, Denmark, http://www.mosek.com. |
Problem | Algorithm | NI | ND | N |
N |
||
CB2 |
3 | 2 | 6 | 20.000000 | 2 | ||
11 | 3 | 17 | 20.000000 | 6 | |||
6 | 5 | 18 | 20.000000 | 6 | |||
CB3 |
3 | 2 | 6 | 16.000000 | 2 | ||
38 | 7 | 51 | 16.000000 | 17 | |||
9 | 7 | 27 | 16.000000 | 9 | |||
DEM |
2 | 2 | 6 | -2.500000 | 2 | ||
2 | 2 | 6 | -2.500000 | 2 | |||
2 | 1 | 6 | -2.500000 | 2 | |||
QL |
2 | 2 | 6 | 7.940000 | 2 | ||
4 | 2 | 8 | 7.940000 | 3 | |||
2 | 1 | 6 | 7.940000 | 2 | |||
LQ |
2 | 2 | 4 | -1.311371 | 2 | ||
4 | 2 | 6 | -1.311371 | 3 | |||
2 | 1 | 4 | -1.311371 | 2 | |||
Mifflin1 |
3 | 2 | 4 | 3.300000 | 2 | ||
10 | 2 | 12 | 3.300000 | 6 | |||
3 | 2 | 6 | 3.300000 | 3 | |||
Rosen-Suzuki |
46 | 14 | 101 | -43.853572 | 25 | ||
177 | 10 | 247 | -43.853353 | 62 | |||
87 | 14 | 348 | -43.853158 | 87 | |||
Shor |
43 | 16 | 241 | 23.418920 | 24 | ||
197 | 7 | 343 | 23.418952 | 34 | |||
46 | 16 | 460 | 23.418938 | 46 | |||
Maxquad |
38 | 15 | 145 | -0.841407 | 29 | ||
149 | 30 | 416 | -0.841408 | 83 | |||
69 | 31 | 345 | -0.841408 | 69 | |||
Maxq |
49 | 13 | 512 | 0.010000 | 26 | ||
663 | 16 | 2967 | 0.010000 | 148 | |||
45 | 9 | 900 | 0.010000 | 45 | |||
Maxl |
19 | 11 | 269 | 0.100000 | 13 | ||
61 | 24 | 623 | 0.100000 | 31 | |||
46 | 18 | 920 | 0.100000 | 46 | |||
Goffin |
27 | 3 | 1074 | 25.000000 | 21 | ||
28 | 4 | 1124 | 25.000000 | 22 | |||
29 | 4 | 1450 | 25.000000 | 29 | |||
MXHILB |
41 | 16 | 830 | 0.000038 | 17 | ||
148 | 8 | 858 | 0.000037 | 17 | |||
36 | 12 | 1800 | 0.000043 | 36 |
Problem | Algorithm | NI | ND | N |
N |
||
CB2 |
3 | 2 | 6 | 20.000000 | 2 | ||
11 | 3 | 17 | 20.000000 | 6 | |||
6 | 5 | 18 | 20.000000 | 6 | |||
CB3 |
3 | 2 | 6 | 16.000000 | 2 | ||
38 | 7 | 51 | 16.000000 | 17 | |||
9 | 7 | 27 | 16.000000 | 9 | |||
DEM |
2 | 2 | 6 | -2.500000 | 2 | ||
2 | 2 | 6 | -2.500000 | 2 | |||
2 | 1 | 6 | -2.500000 | 2 | |||
QL |
2 | 2 | 6 | 7.940000 | 2 | ||
4 | 2 | 8 | 7.940000 | 3 | |||
2 | 1 | 6 | 7.940000 | 2 | |||
LQ |
2 | 2 | 4 | -1.311371 | 2 | ||
4 | 2 | 6 | -1.311371 | 3 | |||
2 | 1 | 4 | -1.311371 | 2 | |||
Mifflin1 |
3 | 2 | 4 | 3.300000 | 2 | ||
10 | 2 | 12 | 3.300000 | 6 | |||
3 | 2 | 6 | 3.300000 | 3 | |||
Rosen-Suzuki |
46 | 14 | 101 | -43.853572 | 25 | ||
177 | 10 | 247 | -43.853353 | 62 | |||
87 | 14 | 348 | -43.853158 | 87 | |||
Shor |
43 | 16 | 241 | 23.418920 | 24 | ||
197 | 7 | 343 | 23.418952 | 34 | |||
46 | 16 | 460 | 23.418938 | 46 | |||
Maxquad |
38 | 15 | 145 | -0.841407 | 29 | ||
149 | 30 | 416 | -0.841408 | 83 | |||
69 | 31 | 345 | -0.841408 | 69 | |||
Maxq |
49 | 13 | 512 | 0.010000 | 26 | ||
663 | 16 | 2967 | 0.010000 | 148 | |||
45 | 9 | 900 | 0.010000 | 45 | |||
Maxl |
19 | 11 | 269 | 0.100000 | 13 | ||
61 | 24 | 623 | 0.100000 | 31 | |||
46 | 18 | 920 | 0.100000 | 46 | |||
Goffin |
27 | 3 | 1074 | 25.000000 | 21 | ||
28 | 4 | 1124 | 25.000000 | 22 | |||
29 | 4 | 1450 | 25.000000 | 29 | |||
MXHILB |
41 | 16 | 830 | 0.000038 | 17 | ||
148 | 8 | 858 | 0.000037 | 17 | |||
36 | 12 | 1800 | 0.000043 | 36 |
Problem | Algorithm | NI | ND | N |
N |
||
CB2° | 2 | 2 | 6 | 3.343146 | 2 | ||
4 | 2 | 8 | 3.343146 | 3 | |||
2 | 1 | 6 | 3.343146 | 2 | |||
CB3° | 8 | 4 | 14 | 24.479797 | 5 | ||
16 | 7 | 30 | 24.479796 | 10 | |||
11 | 8 | 33 | 24.479795 | 11 | |||
DEM° | 22 | 11 | 45 | -1.499974 | 15 | ||
36 | 2 | 41 | -1.499956 | 14 | |||
19 | 13 | 57 | -1.499950 | 19 | |||
QL° | 5 | 5 | 15 | 25.820215 | 5 | ||
12 | 5 | 24 | 25.820216 | 8 | |||
12 | 9 | 36 | 25.820215 | 12 | |||
LQ° | 21 | 7 | 27 | -0.999989 | 14 | ||
41 | 4 | 46 | -0.999999 | 23 | |||
18 | 17 | 36 | -0.999996 | 18 | |||
Mifflin1° | 3 | 2 | 4 | 48.153612 | 2 | ||
4 | 2 | 6 | 48.153612 | 3 | |||
2 | 1 | 4 | 48.153612 | 2 | |||
Rosen-Suzuki° | 10 | 6 | 25 | 39.715617 | 6 | ||
12 | 4 | 24 | 39.715617 | 6 | |||
9 | 8 | 36 | 39.715617 | 9 | |||
Shor° | 3 | 2 | 20 | 50.250278 | 2 | ||
6 | 2 | 24 | 50.250278 | 2 | |||
4 | 1 | 40 | 50.250278 | 4 | |||
Maxquad° | 35 | 16 | 146 | -0.841408 | 29 | ||
146 | 30 | 413 | -0.841406 | 83 | |||
84 | 20 | 420 | -0.841408 | 84 | |||
Maxq° | 78 | 8 | 780 | 0.011183 | 39 | ||
612 | 18 | 4777 | 0.011193 | 239 | |||
84 | 18 | 1680 | 0.011197 | 84 | |||
Maxl° | 22 | 3 | 269 | 0.552786 | 13 | ||
24 | 5 | 309 | 0.552786 | 15 | |||
22 | 2 | 440 | 0.552786 | 22 | |||
Goffin° | 27 | 3 | 1074 | 28.786797 | 21 | ||
28 | 4 | 1124 | 28.786797 | 22 | |||
28 | 3 | 1400 | 28.786797 | 28 | |||
MXHILB° | 61 | 16 | 847 | 0.613446 | 17 | ||
250 | 14 | 937 | 0.613479 | 19 | |||
41 | 21 | 2050 | 0.613444 | 41 |
Problem | Algorithm | NI | ND | N |
N |
||
CB2° | 2 | 2 | 6 | 3.343146 | 2 | ||
4 | 2 | 8 | 3.343146 | 3 | |||
2 | 1 | 6 | 3.343146 | 2 | |||
CB3° | 8 | 4 | 14 | 24.479797 | 5 | ||
16 | 7 | 30 | 24.479796 | 10 | |||
11 | 8 | 33 | 24.479795 | 11 | |||
DEM° | 22 | 11 | 45 | -1.499974 | 15 | ||
36 | 2 | 41 | -1.499956 | 14 | |||
19 | 13 | 57 | -1.499950 | 19 | |||
QL° | 5 | 5 | 15 | 25.820215 | 5 | ||
12 | 5 | 24 | 25.820216 | 8 | |||
12 | 9 | 36 | 25.820215 | 12 | |||
LQ° | 21 | 7 | 27 | -0.999989 | 14 | ||
41 | 4 | 46 | -0.999999 | 23 | |||
18 | 17 | 36 | -0.999996 | 18 | |||
Mifflin1° | 3 | 2 | 4 | 48.153612 | 2 | ||
4 | 2 | 6 | 48.153612 | 3 | |||
2 | 1 | 4 | 48.153612 | 2 | |||
Rosen-Suzuki° | 10 | 6 | 25 | 39.715617 | 6 | ||
12 | 4 | 24 | 39.715617 | 6 | |||
9 | 8 | 36 | 39.715617 | 9 | |||
Shor° | 3 | 2 | 20 | 50.250278 | 2 | ||
6 | 2 | 24 | 50.250278 | 2 | |||
4 | 1 | 40 | 50.250278 | 4 | |||
Maxquad° | 35 | 16 | 146 | -0.841408 | 29 | ||
146 | 30 | 413 | -0.841406 | 83 | |||
84 | 20 | 420 | -0.841408 | 84 | |||
Maxq° | 78 | 8 | 780 | 0.011183 | 39 | ||
612 | 18 | 4777 | 0.011193 | 239 | |||
84 | 18 | 1680 | 0.011197 | 84 | |||
Maxl° | 22 | 3 | 269 | 0.552786 | 13 | ||
24 | 5 | 309 | 0.552786 | 15 | |||
22 | 2 | 440 | 0.552786 | 22 | |||
Goffin° | 27 | 3 | 1074 | 28.786797 | 21 | ||
28 | 4 | 1124 | 28.786797 | 22 | |||
28 | 3 | 1400 | 28.786797 | 28 | |||
MXHILB° | 61 | 16 | 847 | 0.613446 | 17 | ||
250 | 14 | 937 | 0.613479 | 19 | |||
41 | 21 | 2050 | 0.613444 | 41 |
Algorithm | NI | ND | N |
N |
||
99 | 15 | 3842 | -19.336156 | 66 | ||
99 | 18 | 5742 | -19.336155 | 99 | ||
138 | 22 | 10502 | -62.867219 | 107 | ||
161 | 25 | 15778 | -62.867219 | 161 | ||
346 | 27 | 42247 | -281.077609 | 213 | ||
358 | 25 | 70884 | -281.077569 | 358 | ||
388 | 31 | 81950 | -655.540257 | 275 | ||
510 | 31 | 151980 | -655.540202 | 510 |
Algorithm | NI | ND | N |
N |
||
99 | 15 | 3842 | -19.336156 | 66 | ||
99 | 18 | 5742 | -19.336155 | 99 | ||
138 | 22 | 10502 | -62.867219 | 107 | ||
161 | 25 | 15778 | -62.867219 | 161 | ||
346 | 27 | 42247 | -281.077609 | 213 | ||
358 | 25 | 70884 | -281.077569 | 358 | ||
388 | 31 | 81950 | -655.540257 | 275 | ||
510 | 31 | 151980 | -655.540202 | 510 |
[1] |
Hssaine Boualam, Ahmed Roubi. Dual algorithms based on the proximal bundle method for solving convex minimax fractional programs. Journal of Industrial and Management Optimization, 2019, 15 (4) : 1897-1920. doi: 10.3934/jimo.2018128 |
[2] |
Hssaine Boualam, Ahmed Roubi. Augmented Lagrangian dual for nonconvex minimax fractional programs and proximal bundle algorithms for its resolution. Journal of Industrial and Management Optimization, 2022 doi: 10.3934/jimo.2022100 |
[3] |
Ting Hu. Kernel-based maximum correntropy criterion with gradient descent method. Communications on Pure and Applied Analysis, 2020, 19 (8) : 4159-4177. doi: 10.3934/cpaa.2020186 |
[4] |
Wei-Zhe Gu, Li-Yong Lu. The linear convergence of a derivative-free descent method for nonlinear complementarity problems. Journal of Industrial and Management Optimization, 2017, 13 (2) : 531-548. doi: 10.3934/jimo.2016030 |
[5] |
Abdulkarim Hassan Ibrahim, Jitsupa Deepho, Auwal Bala Abubakar, Kazeem Olalekan Aremu. A modified Liu-Storey-Conjugate descent hybrid projection method for convex constrained nonlinear equations and image restoration. Numerical Algebra, Control and Optimization, 2022, 12 (3) : 569-582. doi: 10.3934/naco.2021022 |
[6] |
Hui Gao, Jian Lv, Xiaoliang Wang, Liping Pang. An alternating linearization bundle method for a class of nonconvex optimization problem with inexact information. Journal of Industrial and Management Optimization, 2021, 17 (2) : 805-825. doi: 10.3934/jimo.2019135 |
[7] |
Kangkang Deng, Zheng Peng, Jianli Chen. Sparse probabilistic Boolean network problems: A partial proximal-type operator splitting method. Journal of Industrial and Management Optimization, 2019, 15 (4) : 1881-1896. doi: 10.3934/jimo.2018127 |
[8] |
Gaohang Yu, Lutai Guan, Guoyin Li. Global convergence of modified Polak-Ribière-Polyak conjugate gradient methods with sufficient descent property. Journal of Industrial and Management Optimization, 2008, 4 (3) : 565-579. doi: 10.3934/jimo.2008.4.565 |
[9] |
Giuseppe Marino, Hong-Kun Xu. Convergence of generalized proximal point algorithms. Communications on Pure and Applied Analysis, 2004, 3 (4) : 791-808. doi: 10.3934/cpaa.2004.3.791 |
[10] |
Xueling Zhou, Meixia Li, Haitao Che. Relaxed successive projection algorithm with strong convergence for the multiple-sets split equality problem. Journal of Industrial and Management Optimization, 2021, 17 (5) : 2557-2572. doi: 10.3934/jimo.2020082 |
[11] |
Gang Qian, Deren Han, Lingling Xu, Hai Yang. Solving nonadditive traffic assignment problems: A self-adaptive projection-auxiliary problem method for variational inequalities. Journal of Industrial and Management Optimization, 2013, 9 (1) : 255-274. doi: 10.3934/jimo.2013.9.255 |
[12] |
Herbert Gajewski, Jens A. Griepentrog. A descent method for the free energy of multicomponent systems. Discrete and Continuous Dynamical Systems, 2006, 15 (2) : 505-528. doi: 10.3934/dcds.2006.15.505 |
[13] |
Brahim El Asri. The value of a minimax problem involving impulse control. Journal of Dynamics and Games, 2019, 6 (1) : 1-17. doi: 10.3934/jdg.2019001 |
[14] |
Zhili Ge, Gang Qian, Deren Han. Global convergence of an inexact operator splitting method for monotone variational inequalities. Journal of Industrial and Management Optimization, 2011, 7 (4) : 1013-1026. doi: 10.3934/jimo.2011.7.1013 |
[15] |
Liyan Qi, Xiantao Xiao, Liwei Zhang. On the global convergence of a parameter-adjusting Levenberg-Marquardt method. Numerical Algebra, Control and Optimization, 2015, 5 (1) : 25-36. doi: 10.3934/naco.2015.5.25 |
[16] |
Gonglin Yuan, Zhan Wang, Pengyuan Li. Global convergence of a modified Broyden family method for nonconvex functions. Journal of Industrial and Management Optimization, 2021 doi: 10.3934/jimo.2021164 |
[17] |
Yunhai Xiao, Soon-Yi Wu, Bing-Sheng He. A proximal alternating direction method for $\ell_{2,1}$-norm least squares problem in multi-task feature learning. Journal of Industrial and Management Optimization, 2012, 8 (4) : 1057-1069. doi: 10.3934/jimo.2012.8.1057 |
[18] |
Igor Griva, Roman A. Polyak. Proximal point nonlinear rescaling method for convex optimization. Numerical Algebra, Control and Optimization, 2011, 1 (2) : 283-299. doi: 10.3934/naco.2011.1.283 |
[19] |
Stefan Kindermann, Andreas Neubauer. On the convergence of the quasioptimality criterion for (iterated) Tikhonov regularization. Inverse Problems and Imaging, 2008, 2 (2) : 291-299. doi: 10.3934/ipi.2008.2.291 |
[20] |
Junxiang Li, Yan Gao, Tao Dai, Chunming Ye, Qiang Su, Jiazhen Huo. Substitution secant/finite difference method to large sparse minimax problems. Journal of Industrial and Management Optimization, 2014, 10 (2) : 637-663. doi: 10.3934/jimo.2014.10.637 |
2021 Impact Factor: 1.411
Tools
Metrics
Other articles
by authors
[Back to Top]