The following pages link to Vyacheslav Kungurtsev (Q480927):
Displayed 43 items.
- Sequential quadratic programming methods for parametric nonlinear optimization (Q480928) (← links)
- A stabilized SQP method: superlinear convergence (Q526843) (← links)
- Distributed stochastic nonsmooth nonconvex optimization (Q2102823) (← links)
- On the effect of perturbations in first-order optimization methods with inertia and Hessian driven damping (Q2106043) (← links)
- Convergence and complexity analysis of a Levenberg-Marquardt algorithm for inverse problems (Q2188951) (← links)
- Asynchronous parallel algorithms for nonconvex optimization (Q2205974) (← links)
- Hybrid Random/Deterministic Parallel Algorithms for Convex and Nonconvex Big Data Optimization (Q4580706) (← links)
- An SL/QP Algorithm for Minimizing the Spectral Abscissa of Time Delay Systems (Q4637230) (← links)
- A stabilized SQP method: global convergence (Q4683759) (← links)
- A Shifted Primal-Dual Penalty-Barrier Method for Nonlinear Optimization (Q4960453) (← links)
- Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity (Q5000647) (← links)
- Asynchronous Optimization Over Graphs: Linear Convergence Under Error Bound Conditions (Q5036213) (← links)
- A Stochastic Levenberg--Marquardt Method Using Random Models with Complexity Results (Q5075237) (← links)
- Second-Order Guarantees of Distributed Gradient Algorithms (Q5131964) (← links)
- A Nonmonotone Matrix-Free Algorithm for Nonlinear Equality-Constrained Least-Squares Problems (Q5161768) (← links)
- A Predictor-Corrector Path-Following Algorithm for Dual-Degenerate Parametric Optimization Problems (Q5737719) (← links)
- Pathfollowing for parametric mathematical programs with complementarity constraints (Q6088559) (← links)
- On the ergodic control of ensembles in the presence of non-linear filters (Q6103009) (← links)
- Decentralized Bayesian learning with Metropolis-adjusted Hamiltonian Monte Carlo (Q6134345) (← links)
- Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization (Q6136653) (← links)
- Numerical Bifurcation Analysis of Conformal Formulations of the Einstein Constraints (Q6226342) (← links)
- Negative Curvature and Second-order optimality for regularized SQP (Q6232921) (← links)
- An Inequality Constrained SL/QP Method for Minimizing the Spectral Abscissa (Q6256254) (← links)
- Asynchronous Parallel Algorithms for Nonconvex Big-Data Optimization. Part II: Complexity and Numerical Results (Q6282061) (← links)
- A Two-Step Pre-Processing for Semidefinite Programming (Q6303626) (← links)
- A Subsampling Line-Search Method with Second-Order Results (Q6308355) (← links)
- A Comparison of Nonsmooth, Nonconvex, Constrained Optimization Solvers for the Design of Time-Delay Compensators (Q6311807) (← links)
- Asynchronous Optimization Methods for Efficient Training of Deep Neural Networks with Guarantees (Q6319507) (← links)
- Distributed Stochastic Nonsmooth Nonconvex Optimization (Q6328423) (← links)
- Complexity iteration analysis for strongly convex multi-objective optimization using a Newton path-following procedure (Q6338214) (← links)
- Sensitivity Assisted Alternating Directions Method of Multipliers for Distributed Optimization and Statistical Learning (Q6348959) (← links)
- Asynchronous Optimization over Graphs: Linear Convergence under Error Bound Conditions (Q6351593) (← links)
- Trilevel and Multilevel Optimization using Monotone Operator Theory (Q6368071) (← links)
- On the effect of perturbations in first-order optimization methods with inertia and Hessian driven damping (Q6371651) (← links)
- Decentralized Asynchronous Non-convex Stochastic Optimization on Directed Graphs (Q6380833) (← links)
- Stochastic Model Predictive Control, Iterated Function Systems, and Stability (Q6385771) (← links)
- Retraction based Direct Search Methods for Derivative Free Riemannian Optimization (Q6391871) (← links)
- Jump-Diffusion Langevin Dynamics for Multimodal Posterior Sampling (Q6416047) (← links)
- Time-Varying Multi-Objective Optimization: Tradeoff Regret Bounds (Q6417622) (← links)
- A Sequential Quadratic Programming Method for Optimization with Stochastic Objective Functions, Deterministic Inequality Constraints and Robust Subproblems (Q6426609) (← links)
- Hybrid Methods in Polynomial Optimisation (Q6437987) (← links)
- Stochastic Approximation for Expectation Objective and Expectation Inequality-Constrained Nonconvex Optimization (Q6442825) (← links)
- Inexact Direct-Search Methods for Bilevel Optimization Problems (Q6444310) (← links)