Convex optimization algorithms
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(only showing first 100 items - show all)- Distributed sub-optimal resource allocation over weight-balanced graph via singular perturbation
- Robust pooling for contracting models with asymmetric information
- Finite-horizon covariance control for discrete-time stochastic linear systems subject to input constraints
- A simplified view of first order methods for optimization
- Finding a maximal element of a non-negative convex set through its characteristic cone: an application to finding a strictly complementary solution
- On convergence rates of game theoretic reinforcement learning algorithms
- Level-set methods for convex optimization
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Nash bargaining solution based rendezvous guidance of unmanned aerial vehicles
- Tighter McCormick relaxations through subgradient propagation
- Generalized polyhedral convex optimization problems
- Incremental quasi-subgradient methods for minimizing the sum of quasi-convex functions
- Resolving learning rates adaptively by locating stochastic non-negative associated gradient projection points using line searches
- Construction of constrained experimental designs on finite spaces for a modified \(\mathrm{E}_k\)-optimality criterion
- An iterative dynamic programming approach for the temporal knapsack problem
- Robust stochastic optimization with convex risk measures: a discretized subgradient scheme
- Multi-stage distributionally robust optimization with risk aversion
- Incremental without replacement sampling in nonconvex optimization
- Sparse group fused Lasso for model segmentation: a hybrid approach
- Distributed decision-coupled constrained optimization via proximal-tracking
- Asynchronous networked aggregative games
- A feasibility-ensured Lagrangian heuristic for general decomposable problems
- Adaptive optimization with periodic dither signals
- Convex optimization with an interpolation-based projection and its application to deep learning
- Optimal sensor placement for joint parameter and state estimation problems in large-scale dynamical systems with applications to thermo-mechanics
- Quasi-convex feasibility problems: subgradient methods and convergence rates
- Curiosities and counterexamples in smooth convex optimization
- Active channel sparsification: realizing frequency-division duplexing massive MIMO with minimal overhead
- Avoiding bad steps in Frank-Wolfe variants
- Stochastic quasi-subgradient method for stochastic quasi-convex feasibility problems
- Accelerated proximal gradient method for bi-modulus static elasticity
- A dynamic alternating direction of multipliers for nonconvex minimization with nonlinear functional equality constraints
- Interior quasi-subgradient method with non-Euclidean distances for constrained quasi-convex optimization problems in Hilbert spaces
- Improved linear regression prediction by transfer learning
- The developments of proximal point algorithms
- A regularized alternating least-squares method for minimizing a sum of squared Euclidean norms with rank constraint
- The p-Lagrangian relaxation for separable nonconvex MIQCQP problems
- Sufficient conditions for existence of global minimizers of functions on Hilbert spaces
- Distributed algorithms for convex problems with linear coupling constraints
- Predictive online convex optimization
- Diffusion generated methods for denoising target-valued images
- Randomness and permutations in coordinate descent methods
- Towards an efficient augmented Lagrangian method for convex quadratic programming
- Why random reshuffling beats stochastic gradient descent
- Frank-Wolfe and friends: a journey into projection-free first-order optimization methods
- A conjugate direction based simplicial decomposition framework for solving a specific class of dense convex quadratic programs
- Profit-based churn prediction based on minimax probability machines
- Adjacency-based regularization for partially ranked data with non-ignorable missing
- ``Active-set complexity of proximal gradient: how long does it take to find the sparsity pattern?
- Power control for multi-sensor remote state estimation over interference channel
- On electricity market equilibria with storage: modeling, uniqueness, and a distributed ADMM
- Two structure-preserving time discretizations for gradient flows
- A globally convergent incremental Newton method
- A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
- Computing shadow prices with multiple Lagrange multipliers
- Two fast variance-reduced proximal gradient algorithms for SMVIPs -- stochastic mixed variational inequality problems with suitable applications to stochastic network games and traffic assignment problems
- Lagrange dual bound computation for stochastic service network design
- Yosida-regularization based differential equation approach to generalized equations with applications to nonlinear convex programming
- Convergence rate analysis for fixed-point iterations of generalized averaged nonexpansive operators
- Stochastic first-order methods for convex and nonconvex functional constrained optimization
- Global optimization for non-convex programs via convex proximal point method
- Zeroth-order nonconvex stochastic optimization: handling constraints, high dimensionality, and saddle points
- Low-rank spectral optimization via gauge duality
- scientific article; zbMATH DE number 447429 (Why is no real title available?)
- Iterative Proportional Scaling Revisited: A Modern Optimization Perspective
- scientific article; zbMATH DE number 3915531 (Why is no real title available?)
- scientific article; zbMATH DE number 477581 (Why is no real title available?)
- Catalyst acceleration for first-order convex optimization: from theory to practice
- Adaptive sampling strategies for stochastic optimization
- First order methods beyond convexity and Lipschitz gradient continuity with applications to quadratic inverse problems
- First-order methods in optimization
- Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods
- Global convergence rate of proximal incremental aggregated gradient methods
- Optimization methods for large-scale machine learning
- Multiscale analysis of singularly perturbed finite dimensional gradient flows: the minimizing movement approach
- Analysis of optimization algorithms via integral quadratic constraints: nonstrongly convex problems
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- The Evolution of Methods of Convex Optimization
- A Derivative-Free Method for Structured Optimization Problems
- SURVEY: SIXTY YEARS OF DOUGLAS–RACHFORD
- Algorithms for convex optimization
- Incremental proximal gradient scheme with penalization for constrained composite convex optimization problems
- Ghost penalties in nonconvex constrained optimization: diminishing stepsizes and iteration complexity
- A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes
- A noise-tolerant quasi-Newton algorithm for unconstrained optimization
- An algorithm to construct subsolutions of convex optimal control problems
- Equal risk pricing and hedging of financial derivatives with convex risk measures
- Smooth strongly convex interpolation and exact worst-case performance of first-order methods
- Multiple-sets split quasi-convex feasibility problems: adaptive subgradient methods with convergence guarantee
- Combining approximation and exact penalty in hierarchical programming
- Nonlocal Games with Noisy Maximally Entangled States are Decidable
- A new minimizing-movements scheme for curves of maximal slope
- Active set complexity of the away-step Frank-Wolfe algorithm
- A primal-dual optimization strategy for elliptic partial differential equations
- Convergence of Newton-MR under inexact Hessian information
- Networked Systems Theory: Distributed Algorithms for Optimal Cooperation of Dynamical Systems
- Convex optimization with computational errors
- A representation of generalized convex polyhedra and applications
- An inexact variable metric proximal point algorithm for generic quasi-Newton acceleration
- The standard pessimistic bilevel problem
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