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Mootta Prangprakhon

Publications and source records attributed to Mootta Prangprakhon.

4 recordsLinked to original sources

Federated Incremental Subgradient Method for Convex Bilevel Optimization Problems

In this letter, we consider a bilevel optimization problem in which the outer-level objective function is strongly convex, whereas the inner-level problem consists of a finite sum of convex functions. Bilevel optimization problems arise in situations where the inner-level problem does not have a unique solution. This has led to the idea of introducing an outer-level objective function to select a solution with the specific desired properties. We propose an iterative method that combines an incremental algorithm with a broadcast algorithm, both based on the principles of federated learning. Under appropriate assumptions, we establish the convergence results of the proposed algorithm. To demonstrate its performance, we present two numerical examples related to binary classification and a location problem.

math.OC

Subgradient Splitting Methods for Nonsmooth Fractional Programming with Fixed-Point Constraints

We consider a class of nonsmooth fractional programming problems with fixed-point constraints, where the numerator is convex and the denominator is concave. To solve this problem, we propose splitting algorithms that compute subgradient steps separately for the convex numerator and the concave denominator. These methods offer a straightforward approach by eliminating the need to solve subproblems at each iteration. By leveraging fixed-point constraints, the proposed algorithms are particularly well-suited for problems with complex constraint structures. Under certain assumptions, we establish the convergence of the proposed methods. Furthermore, to address large-scale optimization, we propose an incremental subgradient algorithm for a class of nonsmooth sum-of-ratios fractional programming problems and analyze its convergence. Finally, we present numerical experiments, including comparative analyses of our algorithms with existing methods, to demonstrate the effectiveness and performance of the proposed approach.

math.OC

Extrapolated Sequential Constraint Method for Variational Inequality over the Intersection of Fixed-Point Sets

This paper deals with the solving of variational inequality problem where the constrained set is given as the intersection of a number of fixed-point sets. To this end, we present an extrapolated sequential constraint method. At each iteration, the proposed method is updated based on the ideas of a hybrid conjugate gradient method used to accelerate the well-known hybrid steepest descent method, and an extrapolated cyclic cutter method for solving a common fixed point problem. We prove strong convergence of the method under some suitable assumptions of step-size sequences. We finally show the numerical efficiency of the proposed method compared to some existing methods.

math.OC