4 papers · 1 filter
Splitted Levenberg-Marquardt Method for Large-Scale Sparse Problems
Natasa Krejic, Greta Malaspina, Lense Swaenen
We consider large-scale nonlinear least squares problems with sparse residuals, each of them depending on a small number of variables. A decoupling procedure which results in a spl…
A Hessian inversion-free exact second order method for distributed consensus optimization
Dusan Jakovetic, Natasa Krejic, Natasa Krklec Jerinkic
We consider a standard distributed consensus optimization problem where a set of agents connected over an undirected network minimize the sum of their individual local strongly con…
Spectral Projected Subgradient Method for Nonsmooth Convex Optimization Problems
Natasa Krejic, Natasa Krklec Jerinkic, Tijana Ostojic
We consider constrained optimization problems with a nonsmooth objective function in the form of mathematical expectation. The Sample Average Approximation (SAA) is used to estimat…
A harmonic framework for stepsize selection in gradient methods
Giulia Ferrandi, Michiel E. Hochstenbach, Natasa Krejic
We study the use of inverse harmonic Rayleigh quotients with target for the stepsize selection in gradient methods for nonlinear unconstrained optimization problems. This provides…