Pages that link to "Item:Q116219"
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The following pages link to Primal-dual subgradient methods for convex problems (Q116219):
Displaying 50 items.
- Decentralized and parallel primal and dual accelerated methods for stochastic convex programming problems (Q2042418) (← links)
- Flexible Bayesian dynamic modeling of correlation and covariance matrices (Q2057355) (← links)
- Ensemble slice sampling. Parallel, black-box and gradient-free inference for correlated \& multimodal distributions (Q2058806) (← links)
- A distributed Bregman forward-backward algorithm for a class of Nash equilibrium problems (Q2095329) (← links)
- Surplus-based accelerated algorithms for distributed optimization over directed networks (Q2097723) (← links)
- Gradient projection Newton algorithm for sparse collaborative learning using synthetic and real datasets of applications (Q2104053) (← links)
- Learning in nonatomic games. I: Finite action spaces and population games (Q2106066) (← links)
- Optimum dimensional synthesis of planar mechanisms with geometric constraints (Q2121228) (← links)
- Asymptotic properties of dual averaging algorithm for constrained distributed stochastic optimization (Q2154832) (← links)
- Aggregation of estimators and stochastic optimization (Q2197367) (← links)
- Incrementally updated gradient methods for constrained and regularized optimization (Q2251572) (← links)
- Faster algorithms for extensive-form game solving via improved smoothing functions (Q2288198) (← links)
- A modular analysis of adaptive (non-)convex optimization: optimism, composite objectives, variance reduction, and variational bounds (Q2290691) (← links)
- A non-monotone conjugate subgradient type method for minimization of convex functions (Q2302755) (← links)
- Accelerated primal-dual gradient descent with linesearch for convex, nonconvex, and nonsmooth optimization problems (Q2313241) (← links)
- Universal method of searching for equilibria and stochastic equilibria in transportation networks (Q2314190) (← links)
- Primal convergence from dual subgradient methods for convex optimization (Q2340335) (← links)
- Sparse learning via Boolean relaxations (Q2349117) (← links)
- Quasi-monotone subgradient methods for nonsmooth convex minimization (Q2349846) (← links)
- Large-scale unit commitment under uncertainty (Q2351161) (← links)
- On efficient randomized algorithms for finding the PageRank vector (Q2354453) (← links)
- On the efficiency of a randomized mirror descent algorithm in online optimization problems (Q2354481) (← links)
- On the robustness of learning in games with stochastically perturbed payoff observations (Q2357809) (← links)
- Hedge algorithm and dual averaging schemes (Q2392814) (← links)
- Stochastic online optimization. Single-point and multi-point non-linear multi-armed bandits. Convex and strongly-convex case (Q2397263) (← links)
- Iteratively reweighted \(\ell _1\) algorithms with extrapolation (Q2419549) (← links)
- Distributed and consensus optimization for non-smooth image reconstruction (Q2516369) (← links)
- Inexact subgradient methods for quasi-convex optimization problems (Q2629635) (← links)
- Asymptotic optimality in stochastic optimization (Q2656586) (← links)
- General Hölder smooth convergence rates follow from specialized rates assuming growth bounds (Q2696991) (← links)
- A Subgradient Method Based on Gradient Sampling for Solving Convex Optimization Problems (Q2795104) (← links)
- A Simple but Usually Fast Branch-and-Bound Algorithm for the Capacitated Facility Location Problem (Q2815470) (← links)
- A family of subgradient-based methods for convex optimization problems in a unifying framework (Q2829570) (← links)
- A Subgradient Method for Free Material Design (Q2832891) (← links)
- Learning in Games via Reinforcement and Regularization (Q2833105) (← links)
- Block Stochastic Gradient Iteration for Convex and Nonconvex Optimization (Q2945126) (← links)
- MAGMA: Multilevel Accelerated Gradient Mirror Descent Algorithm for Large-Scale Convex Composite Minimization (Q3179624) (← links)
- Inertial Game Dynamics and Applications to Constrained Optimization (Q3195290) (← links)
- Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm (Q3224136) (← links)
- Structured Sparsity: Discrete and Convex Approaches (Q3460840) (← links)
- Linear Coupling: An Ultimate Unification of Gradient and Mirror Descent (Q4638051) (← links)
- Particle dual averaging: optimization of mean field neural network with global convergence rate analysis* (Q5055425) (← links)
- Discrete Choice Prox-Functions on the Simplex (Q5076710) (← links)
- Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems (Q5085148) (← links)
- Fast Global Convergence of Natural Policy Gradient Methods with Entropy Regularization (Q5106383) (← links)
- Subgradient ellipsoid method for nonsmooth convex problems (Q6038646) (← links)
- Unifying mirror descent and dual averaging (Q6038659) (← links)
- An extrapolated iteratively reweighted \(\ell_1\) method with complexity analysis (Q6043137) (← links)
- Optimal anytime regret with two experts (Q6062702) (← links)
- An indefinite proximal subgradient-based algorithm for nonsmooth composite optimization (Q6064035) (← links)
