A smoothing Newton method for minimizing a sum of Euclidean norms

2000-2001 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe

Linear Coupling: An Ultimate Unification of Gradient and Mirror Descent

First-order methods play a central role in large-scale machine learning. Even though many variations exist, each suited to a particular problem, almost all such methods fundamentally rely on two types of algorithmic steps: gradient descent, which yields primal progress, and mirror descent, which yields dual progress. We observe that the performances of gradient and mirror descent are complementary, so that faster algorithms can be designed by LINEARLY COUPLING the two. We show how to reconstruct Nesterov's accelerated gradient methods using linear coupling, which gives a cleaner interpretation than Nesterov's original proofs. We also discuss the power of linear coupling by extending it to many other settings that Nesterov's methods cannot apply to.Comment: A new section added; polished writin

Stochastic Multifacility Location Problem under Triangular Area Constraint with Euclidean Norm

The multifacility location issue is an augmentation of the single-location problem in which we might be keen on finding the location of various new facilities concerning different existing locations. In the present study, multifacility location under triangular zone limitation with probabilistic methodology for the weights considered in the objective function and the Euclidean distances between the locations has been presented. Scientific detailing and the explanatory arrangement have been acquired by utilizing Kuhn-Tucker conditions. The arrangement strategy has been represented with the assistance of a numerical illustration. Two sub-instances of the issue in each of which the new locations are to be situated in semi-open rectangular zone have likewise been talked about