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4 papers · 2 filters
Geometric Convergence for Distributed Optimization with Barzilai-Borwein Step Sizes
Juan Gao, Xinwei Liu, Yu-Hong Dai +2
We consider a distributed multi-agent optimization problem over a time-invariant undirected graph, where each agent possesses a local objective function and all agents collaborativ…
Combinatorial separation algorithms for the continuous knapsack polyhedra with divisible capacities
Wei-Kun Chen, Yu-Hong Dai
It is important to design separation algorithms of low computational complexity in mixed integer programming. We study the separation problems of the two continuous knapsack polyhe…
A Brief Introduction to Manifold Optimization
Jiang Hu, Xin Liu, Zaiwen Wen +1
Manifold optimization is ubiquitous in computational and applied mathematics, statistics, engineering, machine learning, physics, chemistry and etc. One of the main challenges usua…
Gradient methods exploiting spectral properties
Yakui Huang, Yu-Hong Dai, Xin-Wei Liu +1
We propose a new stepsize for the gradient method. It is shown that this new stepsize will converge to the reciprocal of the largest eigenvalue of the Hessian, when Dai-Yang's asym…