Lectures on convex optimization
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Recommendations
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- Introduction to mathematical optimization
- Convex analysis for optimization. A unified approach
- Convex optimization. Introductory course
- scientific article; zbMATH DE number 2107836
- Introductory lectures on convex optimization. A basic course.
- Linear and nonlinear programming.
- Convex optimization algorithms
- Selected applications of convex optimization
- scientific article; zbMATH DE number 2046035
Cited in
(only showing first 100 items - show all)- An Accelerated Level-Set Method for Inverse Scattering Problems
- Global Linear Convergence of Evolution Strategies on More than Smooth Strongly Convex Functions
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
- Global contractivity for Langevin dynamics with distribution-dependent forces and uniform in time propagation of chaos
- Regularization by architecture: a deep prior approach for inverse problems
- Globally convergent coderivative-based generalized Newton methods in nonsmooth optimization
- Another approach to build Lyapunov functions for the first order methods in the quadratic case
- Discrete processes and their continuous limits
- Optimization-based convex relaxations for nonconvex parametric systems of ordinary differential equations
- Block Bregman majorization minimization with extrapolation
- Momentum-based accelerated mirror descent stochastic approximation for robust topology optimization under stochastic loads
- Properties and practicability of convergence-guaranteed optimization methods derived from weak discrete gradients
- On the convergence analysis of aggregated heavy-ball method
- Convex optimization: algorithms and complexity
- Super-Universal Regularized Newton Method
- Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization
- Tutorial on Amortized Optimization
- Parameter-free accelerated gradient descent for nonconvex minimization
- Potential Function-Based Framework for Minimizing Gradients in Convex and Min-Max Optimization
- A proximal subgradient algorithm with extrapolation for structured nonconvex nonsmooth problems
- Semi-definite programming and quantum information
- Discrete choice prox-functions on the simplex
- scientific article; zbMATH DE number 7415096 (Why is no real title available?)
- Inexact model: a framework for optimization and variational inequalities
- First-order methods in optimization
- Inexact basic tensor methods for some classes of convex optimization problems
- Mini-batch stochastic subgradient for functional constrained optimization
- Network manipulation algorithm based on inexact alternating minimization
- Error bound conditions and convergence of optimization methods on smooth and proximally smooth manifolds
- Implicit Regularity and Linear Convergence Rates for the Generalized Trust-Region Subproblem
- A novel stepsize for gradient descent method
- A subgradient method with constant step-size for \(\ell_1\)-composite optimization
- A digital economy development index based on an improved hierarchical data envelopment analysis approach
- An inexactly accelerated algorithm for nonnegative tensor CP decomposition with the column unit constraints
- Bregman three-operator splitting methods
- Conditions for linear convergence of the gradient method for non-convex optimization
- New Bregman proximal type algoritms for solving DC optimization problems
- Stochastic incremental mirror descent algorithms with Nesterov smoothing
- Robust sampled‐data controller design for uncertain nonlinear systems via Euler discretization
- Contracting proximal methods for smooth convex optimization
- A stochastic oil price model for optimal hedging and risk management
- Alternating direction method of multipliers for machine learning
- Discriminative clustering with representation learning with any ratio of labeled to unlabeled data
- Accelerated proximal envelopes: application to componentwise methods
- On the computational efficiency of catalyst accelerated coordinate descent
- Splitting augmented Lagrangian-type algorithms with partial quadratic approximation to solve sparse signal recovery problems
- Subgradient regularized multivariate convex regression at scale
- Subgradient ellipsoid method for nonsmooth convex problems
- Rapid evaluation of the spectral signal detection threshold and Stieltjes transform
- Horosphere slab separation theorems in manifolds without conjugate points
- Decentralized saddle-point problems with different constants of strong convexity and strong concavity
- Preconditioning meets biased compression for efficient distributed optimization
- Adaptive Catalyst for Smooth Convex Optimization
- A generalized inertial proximal alternating linearized minimization method for nonconvex nonsmooth problems
- Recovering a potential in damped wave equation from Dirichlet-to-Neumann operator
- Stochastic momentum methods for non-convex learning without bounded assumptions
- First-order methods for convex optimization
- Distributed adaptive Newton methods with global superlinear convergence
- The geometric median and applications to robust mean estimation
- Inexact tensor methods and their application to stochastic convex optimization
- Some accelerated alternating proximal gradient algorithms for a class of nonconvex nonsmooth problems
- On maximum a posteriori estimation with Plug \& Play priors and stochastic gradient descent
- On the Generalized Langevin Equation for Simulated Annealing
- Projectively Self-Concordant Barriers
- Proximal quasi-Newton method for composite optimization over the Stiefel manifold
- A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes
- One-shot learning of surrogates in PDE-constrained optimization under uncertainty
- Initialization-free Lie-bracket extremum seeking
- Walrasian equilibria from an optimization perspective: A guide to the literature
- Convex optimization with inexact gradients in Hilbert space and applications to elliptic inverse problems
- Computing conjugate barrier information for nonsymmetric cones
- Accelerated meta-algorithm for convex optimization problems
- Accelerating inexact successive quadratic approximation for regularized optimization through manifold identification
- An inexact projected gradient method with rounding and lifting by nonlinear programming for solving rank-one semidefinite relaxation of polynomial optimization
- Methodology and first-order algorithms for solving nonsmooth and non-strongly convex bilevel optimization problems
- Quadratic error bound of the smoothed gap and the restarted averaged primal-dual hybrid gradient
- Byzantine-robust loopless stochastic variance-reduced gradient
- Local convergence of tensor methods
- Solution manifold and its statistical applications
- Numerical methods for the resource allocation problem in a computer network
- Robust fixed-time distributed optimization with predefined convergence-time bound
- Mixing of Metropolis-adjusted Markov chains via couplings: the high acceptance regime
- On the rate of convergence of the difference-of-convex algorithm (DCA)
- Stochastic mirror descent for convex optimization with consensus constraints
- Unified linear convergence of first-order primal-dual algorithms for saddle point problems
- Error estimates of a theta-scheme for second-order mean field games
- A nonlinear conjugate gradient method using inexact first-order information
- SCORE: approximating curvature information under self-concordant regularization
- Global convergence of the gradient method for functions definable in o-minimal structures
- Generalized damped Newton algorithms in nonsmooth optimization via second-order subdifferentials
- Global stability of first-order methods for coercive tame functions
- Accelerated additive Schwarz methods for convex optimization with adaptive restart
- On the simplicity and conditioning of low rank semidefinite programs
- An incremental descent method for multi-objective optimization
- Optimal error bounds for non-expansive fixed-point iterations in normed spaces
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- Complexity-optimal and parameter-free first-order methods for finding stationary points of composite optimization problems
- Almost sure convergence rates of stochastic proximal gradient descent algorithm
- Short-step methods are not strongly polynomial-time
- Zeroth-order algorithms for nonconvex-strongly-concave minimax problems with improved complexities
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