Volume 7, Issue 5 (May 2020), Pages: 87-97
----------------------------------------------
Original Research Paper
Title: A hyperbolic penalty method to solve structured convex minimization problems
Author(s): Abdelouahed Hamdi 1, Temadher K. Al-Maadeed 1, *, Akram Taati 2
Affiliation(s):
1Department of Mathematics, Statistics, and Physics, College of Arts and Sciences, Qatar University, Doha, Qatar
2Department of Mathematics, University of Guilan, Rasht, Iran
Full Text - PDF XML
* Corresponding Author.
Corresponding author's ORCID profile: https://orcid.org/0000-0003-1950-8907
Digital Object Identifier:
https://doi.org/10.21833/ijaas.2020.05.011
Abstract:
This paper presents a decomposition algorithm based on the smooth hyperbolic penalty, which leads to a scheme suitable for parallelized computations. The proposed algorithm can be seen as a separable version of the earlier hyperbolic penalty method built, and its main idea is related to a penalty-type scheme mixed with a kind of resource allocation approach to decompose large scale separable constrained minimization programs.
© 2020 The Authors. Published by IASE.
This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).
Keywords: Hyperbolic penalty methods, Decomposition, Convex functions, Large scale optimization
Article History: Received 1 December 2019, Received in revised form 15 February 2020, Accepted 20 February 2020
Acknowledgment:
No Acknowledgment.
Compliance with ethical standards
Conflict of interest: The authors declare that they have no conflict of interest.
Citation:
Hamdi A, Al-Maadeed TK, and Taati A (2020). A hyperbolic penalty method to solve structured convex minimization problems. International Journal of Advanced and Applied Sciences, 7(5): 87-97
Permanent Link to this page
Figures
Fig. 1
Tables
Table 1 Table 2 Table 3 Table 4 Table 5 Table 6 Table 7 Table 8 Table 9 Table 10
Table 11 Table 12 Table 13 Table 14 Table 15 Table 16 Table 17 Table 18
----------------------------------------------
References (21)
- Bertsekas DP and Tsitsiklis JN (1989). Parallel and distributed computation: Numerical methods. Volume 23, Prentice-Hall, Englewood Cliffs, USA. [Google Scholar]
- Breitfeld MG and Shanno DF (1996). Computational experience with penalty-barrier methods for nonlinear programming. Annals of Operations Research, 62(1): 439-463. https://doi.org/10.1007/BF02206826 [Google Scholar]
- MathWorks (2018). Optimization toolbox for use with MATLAB: Users guide. The MathWorks Inc., Natick, Massachusetts, USA. [Google Scholar]
- Evirgen F (2017). Solution of a class of optimization problems based on hyperbolic penalty dynamic framework. Acta Physica Polonica A, 132: 1062-1065. https://doi.org/10.12693/APhysPolA.132.1062 [Google Scholar]
- Fiacco AV and McCormick GP (1990). Nonlinear programming: Sequential unconstrained minimization techniques. Volume 4, SIAM, Philadelphia, USA. https://doi.org/10.1137/1.9781611971316 [Google Scholar]
- Fletcher R (1975). An ideal penalty function for constrained optimization. IMA Journal of Applied Mathematics, 15(3): 319-342. https://doi.org/10.1093/imamat/15.3.319 [Google Scholar]
- Grant M and Boyd S (2014). CVX: Matlab software for disciplined convex programming. Version 2.1. Available online at: https://bit.ly/2WzKf7U
- Grant MC and Boyd SP (2020). The CVX users guide. CVX research Inc., Cambridge, UK. Available online at: https://bit.ly/3dj7RUh
- Hamdi A (2005a). Two-level primal–dual proximal decomposition technique to solve large scale optimization problems. Applied Mathematics and Computation, 160(3): 921-938. https://doi.org/10.1016/j.amc.2003.11.040 [Google Scholar]
- Hamdi A (2005b). Decomposition for structured convex programs with smooth multiplier methods. Applied Mathematics and Computation, 169(1): 218-241. https://doi.org/10.1016/j.amc.2004.10.079 [Google Scholar]
- Hamdi A and Mahey P (2000). Separable diagonalized multiplier method for decomposing nonlinear programs. Computational and Applied Mathematics, 19(1): 1-29. [Google Scholar]
- Hamdi A and Mishra SK (2011). Decomposition methods based on augmented Lagrangians: A survey. In: Mishra S (Eds.), Topics in nonconvex optimization: 175-203. Volume 50, Springer, New York, USA. https://doi.org/10.1007/978-1-4419-9640-4_11 [Google Scholar]
- Hamdi A, Mahey P, and Dussault JP (1997). A new decomposition method in nonconvex programming via a separable augmented Lagrangian. In: Gritzmann P, Horst R, Sachs E, and Tichatschke R (Eds), Recent advances in optimization: 90-104. Volume 452, Springer, Berlin, Germany. https://doi.org/10.1007/978-3-642-59073-3_7 [Google Scholar]
- Kort BW and Bertsekas DP (1976). Combined primal–dual and penalty methods for convex programming. SIAM Journal on Control and Optimization, 14(2): 268-294. https://doi.org/10.1137/0314020 [Google Scholar]
- Lasdon LS (1970). Optimization theory for large system. MacMillan, New York, USA. [Google Scholar]
- Melo T, Monteiro MTT, and Matias J (2011). Solving MPCC problem with the hyperbolic penalty function. In the AIP Conference Proceedings, American Institute of Physics, 1389: 763-766. https://doi.org/10.1063/1.3636844 [Google Scholar]
- Melo T, Monteiro MTT, and Matias J (2012). Solving a signalized traffic intersection problem with a hyperbolic penalty function. In the AIP Conference Proceedings, American Institute of Physics, 1479 (1): 830-833. https://doi.org/10.1063/1.4756266 [Google Scholar]
- Polyak RA (2001). Log-Sigmoid multipliers method in constrained optimization. Annals of Operations Research, 101(1-4): 427-460. https://doi.org/10.1023/A:1010938423538 [Google Scholar]
- Rockafellar RT (1970). Convex analysis. Princeton University Press, Princeton, USA. https://doi.org/10.1515/9781400873173 [Google Scholar]
- Rockafellar RT (1976). Augmented Lagrangians and applications of the proximal point algorithm in convex programming. Mathematics of Operations Research, 1(2): 97-116. https://doi.org/10.1287/moor.1.2.97 [Google Scholar]
- Xavier AE (2001). Hyperbolic penalty: A new method for nonlinear programming with inequalities. International Transactions in Operational Research, 8(6): 659-671. https://doi.org/10.1111/1475-3995.t01-1-00330 [Google Scholar]
|