Modern nonconvex nondifferentiable optimization
computational algorithmsnonconvex game problemsnonconvexitynondifferentiabilitynonsmooth analysispenalizationrobustificationrobustnessstationaritystatistics-based learningsurrogationuncertaintyvalue functionvariational inequalities
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Stochastic programming (90C15) Robustness in mathematical programming (90C17) Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Fractional programming (90C32) Derivative-free methods and methods using generalized derivatives (90C56) Applications of mathematical programming (90C90) Computational methods for problems pertaining to game theory, economics, and finance (91-08)
- Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs
- Linear-step solvability of some folded concave and singly-parametric sparse optimization problems
- Introduction to nonsmooth optimization. Theory, practice and software
- scientific article; zbMATH DE number 176282 (Why is no real title available?)
- Non-convex optimization for machine learning
- Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization
- Preface
- New Bregman proximal type algoritms for solving DC optimization problems
- Zero-norm regularized problems: equivalent surrogates, proximal MM method and statistical error bound
- On Robustness of Individualized Decision Rules
- A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective
- Rational Generalized Nash Equilibrium Problems
- Comparing solution paths of sparse quadratic minimization with a Stieltjes matrix
- scientific article; zbMATH DE number 7733439 (Why is no real title available?)
- Consistent approximations in composite optimization
- A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions
- Incremental quasi-Newton algorithms for solving a nonconvex, nonsmooth, finite-sum optimization problem
- Towards global solutions for nonconvex two-stage stochastic programs: a polynomial lower approximation approach
- No dimension-free deterministic algorithm computes approximate stationarities of Lipschitzians
- A unified Bregman alternating minimization algorithm for generalized DC programs with application to imaging
- Optimization on a finer scale: bounded local subgradient variation perspective
- Full splitting algorithms for fractional programs with structured numerators and denominators
- Sparse SVM with hard-margin loss: a Newton-augmented Lagrangian method in reduced dimensions
- A new dual spectral projected gradient method for log-determinant semidefinite programming with hidden clustering structures
- Treatment learning with Gini constraints by Heaviside composite optimization and a progressive method
- Distributional Off-Policy Evaluation in Reinforcement Learning
- Nonconvex nonsmooth multicomposite optimization and its applications to recurrent neural networks
- A single-loop proximal subgradient algorithm for A class structured fractional programs
- Projected gradient descent accumulates at Bouligand stationary points
- A modulus-based framework for weighted horizontal linear complementarity problems
- Tight error bounds for the sign-constrained Stiefel manifold
- Zeroth-order gradient and quasi-Newton methods for nonsmooth nonconvex stochastic optimization
- A preconditioned difference of convex functions algorithm with extrapolation and line search
- Structured nonsmooth optimization using functional encoding and branching information
- A proximal difference of convex functions algorithm using Barzilai-Borwein step size with nonmonotone line search and extrapolation
- An exact penalty method for group-sparse portfolio selection
- An adaptive proximal safeguarded augmented Lagrangian method for nonsmooth DC problems with convex constraints
- Generalized Nash equilibrium problems with quasi-linear constraints
- Nonsmooth convex-concave saddle point problems with cardinality penalties
- Exact penalization at d-stationary points of cardinality- or rank-constrained problem
- Logarithmic integral optimization via adaptive importance sampling based surrogation methods
- Composite optimization with indicator functions: stationary duality and a semismooth Newton method
- Gradient sampling algorithm for subsmooth functions
- Bouligand analysis and discrete optimal control of total variation-based variational inequalities
- Nonsmoothness in machine learning: specific structure, proximal identification, and applications
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