scientific article; zbMATH DE number 2121575

From MaRDI portal
Revision as of 02:18, 8 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4830373

zbMath1140.90001MaRDI QIDQ4830373

Dimitri P. Bertsekas, Angelia Nedić, Asuman Ozdaglar

Publication date: 9 December 2004


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (only showing first 100 items - show all)

Primal-dual path following method for nonlinear semi-infinite programs with semi-definite constraintsCharacterizations of the solution set for tangentially convex optimization problemsCircumcentric directions of conesNonparametric estimation of distributions and diagnostic accuracy based on group‐tested results with differential misclassificationSecond-order enhanced optimality conditions and constraint qualificationsWeighted Bayesian bootstrap for scalable posterior distributionsDistributed proximal‐gradient algorithms for nonsmooth convex optimization of second‐order multiagent systemsImproved variance reduction extragradient method with line search for stochastic variational inequalitiesOptimal consensus for uncertain high‐order multi‐agent systems by output feedbackAn adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraintsMaximal Monotonicity and Cyclic Involutivity of Multiconjugate Convex FunctionsOptimality Conditions for E-Convex Interval-Valued Programming Problem Using gH-Symmetrical DerivativeA fixed step distributed proximal gradient push‐pull algorithm based on integral quadratic constraintThe generalized conditional gradient method for composite multiobjective optimization problems on Riemannian manifoldsA varying-parameter fixed-time gradient-based dynamic network for convex optimizationAn asynchronous subgradient-proximal method for solving additive convex optimization problemsGame-theoretical approach for task allocation problems with constraintsDuality Gap Estimation via a Refined Shapley--Folkman LemmaA conforming virtual element method based on unfitted meshes for the elliptic interface problemLocal navigation-like functions for safe robot navigation in bounded domains with unknown convex obstaclesTheoretical analysis of classic and capacity constrained fuzzy clusteringNo-regret dynamics in the Fenchel game: a unified framework for algorithmic convex optimizationDeep learning for natural language processing: a surveyEvent-triggered distributed Nash equilibrium seeking over directed graphs and its application to power managementPolyhedral estimation of \(\mathcal{L}_1\) and \(\mathcal{L}_\infty\) incremental gains of nonlinear systemsCharacterizing shadow price via Lagrange multiplier for nonsmooth problemDirectional shadow price in linearly constrained nonconvex optimization modelsA weighted gradient model with total variation regularization for multi-focus image fusionAdaptive sampling quasi-Newton methods for zeroth-order stochastic optimizationOvercoming backstepping limitations via a novel MIMO non-affine-in-control convex optimization techniqueOvercoming non‐convexity of the robust nonlinear output feedback problem: An adaptive linear matrix inequality solutionInformative Lagrange multipliers in nonlinear parametric programming modelsBest approximation with geometric constraintsClosedness under addition for families of quasimonotone operatorsLagrangian duality in convex conic programming with simple proofsOPTIMAL MEAN–VARIANCE REINSURANCE WITH COMMON SHOCK DEPENDENCEUnnamed ItemUnnamed ItemInexact proximal stochastic second-order methods for nonconvex composite optimizationThe Trimmed Lasso: Sparse Recovery Guarantees and Practical Optimization by the Generalized Soft-Min PenaltyUnnamed ItemA zonotopic framework for functional abstractionsUnnamed ItemSecond-order optimality conditions and Lagrange multiplier characterizations of the solution set in quasiconvex programmingOptimality Conditions for Nonconvex Constrained Optimization ProblemsUnnamed ItemAsynchronous Algorithms for Computing Equilibrium Prices in a Capital Asset Pricing ModelAn Iterative Rank Penalty Method for Nonconvex Quadratically Constrained Quadratic ProgramsExact Augmented Lagrangian Duality for Mixed Integer Quadratic ProgrammingOn the Computation of Set-Induced Control Lyapunov Functions for Continuous-Time SystemsA dual approach for optimal algorithms in distributed optimization over networksIncremental Quasi-Subgradient Method for Minimizing Sum of Geodesic Quasi-Convex Functions on Riemannian Manifolds with ApplicationsSingle Bregman projection method for solving variational inequalities in reflexive Banach spacesA Global Dual Error Bound and Its Application to the Analysis of Linearly Constrained Nonconvex OptimizationSolving Conic Optimization Problems via Self-Dual Embedding and Facial Reduction: A Unified ApproachGeneralized derivatives and nonsmooth optimization, a finite dimensional tour (with comments and rejoinder)The log-exponential smoothing technique and Nesterov's accelerated gradient method for generalized Sylvester problemsDesign and analysis of a potential-based controller for safe robot navigation in unknown GPS-denied environments with strictly convex obstaclesSparse group Lasso and high dimensional multinomial classificationQuasi-relative interiors for graphs of convex set-valued mappingsNew qualification conditions for convex optimization without convex representationVariable selection in general multinomial logit modelsParallel computing subgradient method for nonsmooth convex optimization over the intersection of fixed point sets of nonexpansive mappingsStability and genericity for semi-algebraic compact programsA heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizingRobust adaptive attenuation of unknown periodic disturbances in uncertain multi-input multi-output systemsA smoothing SQP framework for a class of composite \(L_q\) minimization over polyhedronA Newton-like method for variable order vector optimization problemsA distributed simultaneous perturbation approach for large-scale dynamic optimization problemsConvergence analysis of iterative methods for nonsmooth convex optimization over fixed point sets of quasi-nonexpansive mappingsOn representations of the feasible set in convex optimizationConvex duality and calculus: Reduction to conesRandom access design for wireless control systemsSharp MSE bounds for proximal denoisingOptimization over state feedback policies for robust control with constraintsDC programming and DCA for enhancing physical layer security via cooperative jammingIntroduction to sublinear analysisSpatially dependent regularization parameter selection for total generalized variation-based image denoisingEnhanced Karush-Kuhn-Tucker condition and weaker constraint qualificationsSDP reformulation for robust optimization problems based on nonconvex QP dualityMixed \(\ell_2\) and \(\ell_1\)-norm regularization for adaptive detrending with ARMA modelingUnivariate cubic \(L_1\) interpolating splines: analytical results for linearity, convexity and oscillation on 5-pointwindowsUnivariate cubic \(L_1\) interpolating splines: spline functional, window size and analysis-based algorithmScale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertaintySecond-order optimality conditions for mathematical programs with equilibrium constraintsTechniques for exploring the suboptimal setMumford-Shah-TV functional with application in X-ray interior tomographyAn FPTAS for optimizing a class of low-rank functions over a polytopeConvexity conditions and the Legendre-fenchel transform for the product of finitely many positive definite quadratic formsLog-weight scheduling in switched networksA fast truncated Lagrange method for large-scale image restoration problemsDual decomposition for multi-agent distributed optimization with coupling constraintsNew strong duality results for convex programs with separable constraintsAn iterative Lagrange method for the regularization of discrete ill-posed inverse problemsIntroduction to sublinear analysis. II: Symmetric caseFast finite difference solvers for singular solutions of the elliptic Monge-Ampère equationModels and algorithms for distributionally robust least squares problemsDistance majorization and its applicationsA proximal alternating linearization method for minimizing the sum of two convex functionsDistributed stochastic subgradient projection algorithms for convex optimization






This page was built for publication: