The following pages link to (Q3967358):
Displaying 50 items.
- Exploiting special structure in semidefinite programming: a survey of theory and applications (Q1044129) (← links)
- On the optimal solution of large eigenpair problems (Q1080619) (← links)
- A survey of information-based complexity (Q1080661) (← links)
- Communication complexity of convex optimization (Q1100896) (← links)
- Average complexity of divide-and-conquer algorithms (Q1114395) (← links)
- Optimal search algorithm for a minimum of a discrete periodic bimodal function (Q1114409) (← links)
- Optimal search algorithm for extrema of a discrete periodic bimodal function (Q1121183) (← links)
- Randomization for continuous problems (Q1122297) (← links)
- On optimality of Krylov's information when solving linear operator equations (Q1179025) (← links)
- Information-based complexity of linear operator equations (Q1194382) (← links)
- Projection algorithms for linear programming (Q1199509) (← links)
- Lower bounds for the complexity of Monte Carlo function approximation (Q1201159) (← links)
- On the computational complexity of integral equations (Q1207544) (← links)
- Method of centers for minimizing generalized eigenvalues (Q1260783) (← links)
- The complexity of dynamic programming (Q1262227) (← links)
- Complexity analysis of logarithmic barrier decomposition methods for semi-infinite linear programming (Q1294550) (← links)
- On the communication complexity of Lipschitzian optimization for the coordinated model of computation (Q1578430) (← links)
- Riemannian game dynamics (Q1622363) (← links)
- Stochastic mirror descent dynamics and their convergence in monotone variational inequalities (Q1626529) (← links)
- A simplified view of first order methods for optimization (Q1650767) (← links)
- Sampling from a log-concave distribution with projected Langevin Monte Carlo (Q1650786) (← links)
- Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (Q1652952) (← links)
- A fast dual proximal gradient algorithm for convex minimization and applications (Q1667162) (← links)
- Convergence analysis of primal-dual based methods for total variation minimization with finite element approximation (Q1668721) (← links)
- On the information-adaptive variants of the ADMM: an iteration complexity perspective (Q1668725) (← links)
- Optimal deterministic algorithm generation (Q1668803) (← links)
- Stochastic mirror descent method for distributed multi-agent optimization (Q1670526) (← links)
- On the worst-case complexity of the gradient method with exact line search for smooth strongly convex functions (Q1679617) (← links)
- Accelerated schemes for a class of variational inequalities (Q1680963) (← links)
- Optimal subgradient algorithms for large-scale convex optimization in simple domains (Q1689457) (← links)
- Stochastic heavy ball (Q1697485) (← links)
- On the computational efficiency of subgradient methods: a case study with Lagrangian bounds (Q1697974) (← links)
- Scale-free online learning (Q1704560) (← links)
- Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market (Q1709750) (← links)
- Distributed constrained optimization via continuous-time mirror design (Q1713810) (← links)
- Accelerated first-order methods for hyperbolic programming (Q1717219) (← links)
- Conditional gradient type methods for composite nonlinear and stochastic optimization (Q1717236) (← links)
- Learning in games with continuous action sets and unknown payoff functions (Q1717237) (← links)
- A conjugate gradient algorithm under Yuan-Wei-Lu line search technique for large-scale minimization optimization models (Q1720966) (← links)
- Proximal alternating penalty algorithms for nonsmooth constrained convex optimization (Q1734766) (← links)
- On variance reduction for stochastic smooth convex optimization with multiplicative noise (Q1739038) (← links)
- Solving structured nonsmooth convex optimization with complexity \(\mathcal {O}(\varepsilon ^{-1/2})\) (Q1752352) (← links)
- Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization (Q1763096) (← links)
- An optimal randomized incremental gradient method (Q1785198) (← links)
- A simple algorithm for a class of nonsmooth convex-concave saddle-point problems (Q1785640) (← links)
- A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing (Q1800789) (← links)
- Mirror descent and nonlinear projected subgradient methods for convex optimization. (Q1811622) (← links)
- On average case errors in numerical analysis (Q1822459) (← links)
- Asymptotic error for the global maximum of functions in s dimensions (Q1824570) (← links)
- Functional aggregation for nonparametric regression. (Q1848794) (← links)
