We propose a gradient-based method for quadratic programming problems with a single linear constraint and bounds on the variables. Inspired by the gradient projection conjugate gradient (GPCG) algorithm for bound-constrained convex quadratic programming [J. J. Moré and G. Toraldo, SIAM J. Optim., 1 (1991), pp. 93--113], our approach alternates between two phases until convergence: an identification phase, which performs gradient projection iterations until either a candidate active set is identified or no reasonable progress is made, and an unconstrained minimization phase, which reduces the objective function in a suitable space defined by the identification phase, by applying either the conjugate gradient method or a recently proposed spectral gradient method. However, the algorithm differs from GPCG not only because it deals with a more general class of problems, but mainly for the way it stops the minimization phase. This is based on a comparison between a measure of optimality in the reduced space an...

We develop a line-search second-order algorithmic framework for minimizing finite sums. We do not make any convexity assumptions, but require the terms of the sum to be continuously differentiable and have Lipschitz-continuous gradients. The methods fitting into this framework combine line searches and suitably decaying step lengths. A key issue is a two-step sampling at each iteration, which allows us to control the error present in the line-search procedure. Stationarity of limit points is proved in the almost-sure sense, while almost-sure convergence of the sequence of approximations to the solution holds with the additional hypothesis that the functions are strongly convex. Numerical experiments, including comparisons with state-of-the art stochastic optimization methods, show the efficiency of our approach.

Large-scale optimization problems that seek sparse solutions have become ubiquitous. They are routinely solved with various specialized first-order methods. Although such methods are often fast, th...

We are interested in the restoration of noisy and blurry images where the texture mainly follows a single direction (i.e., directional images). Problems of this type arise, for example, in microscopy or computed tomography for carbon or glass fibres. In order to deal with these problems, the Directional Total Generalized Variation (DTGV) was developed by Kongskov et al. in 2017 and 2019, in the case of impulse and Gaussian noise. In this article we focus on images corrupted by Poisson noise, extending the DTGV regularization to image restoration models where the data fitting term is the generalized Kullback–Leibler divergence. We also propose a technique for the identification of the main texture direction, which improves upon the techniques used in the aforementioned work about DTGV. We solve the problem by an ADMM algorithm with proven convergence and subproblems that can be solved exactly at a low computational cost. Numerical results on both phantom and real images demonstrate the effectiveness of our approach.

Electronic Transactions on Numerical Analysis (ETNA) is an electronic journal for the publication of significant new developments in numerical analysis and scientific computing. Papers of the highest quality that deal with the analysis of algorithms for the solution of continuous models and numerical linear algebra are appropriate for ETNA, as are papers of similar quality that discuss implementation and performance of such algorithms. New algorithms for current or new computer architectures are appropriate provided that they are numerically sound. However, the focus of the publication should be on the algorithm rather than on the architecture. The journal is published by the Kent State University Library in conjunction with the Institute of Computational Mathematics at Kent State University, and in cooperation with the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences (RICAM). Reviews of all ETNA papers appear in Mathematical Reviews and Zentralblatt für Mathematik. Reference information for ETNA papers also appears in the expanded Science Citation Index. ETNA is registered with the Library of Congress and has ISSN 1068-9613.