Outer approximation scheme for weakly convex constrained optimization problems
From MaRDI portal
Cites work
- A fundamental proof of convergence of alternating direction method of multipliers for weakly convex optimization
- A trust region algorithm for equality constrained optimization
- A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods
- An optimal variant of Kelley's cutting-plane method
- Convex analysis and monotone operator theory in Hilbert spaces
- Globally convergent variable metric method for convex nonsmooth unconstrained minimization
- Hidden convexity in some nonconvex quadratically constrained quadratic programming
- scientific article; zbMATH DE number 5624813 (Why is no real title available?)
- scientific article; zbMATH DE number 1017537 (Why is no real title available?)
- scientific article; zbMATH DE number 1534290 (Why is no real title available?)
- scientific article; zbMATH DE number 852525 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- scientific article; zbMATH DE number 966291 (Why is no real title available?)
- Intersection cuts for polynomial optimization
- Non-convex total variation regularization for convex denoising of signals
- On global solvability of a class of possibly nonconvex QCQP problems in Hilbert spaces
- On the Convergence of the Iterative Shrinkage/Thresholding Algorithm With a Weakly Convex Penalty
- On the global minimization of a convex function under general nonconvex constraints
- Opial-type theorems and the common fixed point problem
- Outer approximation method incorporating a quadratic approximation for a DC programming problem
- Proximity control in bundle methods for convex nondifferentiable minimization
- Quasi-Fejérian analysis of some optimization algorithms
- Semiconcave functions, Hamilton-Jacobi equations, and optimal control
- Semidefinite Programming
- Semidefinite relaxations for quadratically constrained quadratic programming: A review and comparisons
- Stochastic first-order methods for convex and nonconvex functional constrained optimization
- Stochastic model-based minimization of weakly convex functions
- Strong Convergence of Block-Iterative Outer Approximation Methods for Convex Optimization
- The Cutting-Plane Method for Solving Convex Programs
- The Primal-Dual Hybrid Gradient Method for Semiconvex Splittings
- Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization
- Variable smoothing for weakly convex composite functions
- Weakly convex sets and modulus of nonconvexity
- Weakly-convex-concave min-max optimization: provable algorithms and applications in machine learning
This page was built for publication: Outer approximation scheme for weakly convex constrained optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7237365)