Daniel P. Robinson

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Person:434172

Available identifiers

zbMath Open robinson.daniel-pMaRDI QIDQ434172

List of research outcomes





PublicationDate of PublicationType
Sequential quadratic optimization for stochastic optimization with deterministic nonlinear inequality and equality constraints2024-11-28Paper
A proximal-gradient method for problems with overlapping group-sparse regularization: support identification complexity2024-11-20Paper
Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization2024-04-09Paper
Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints2023-02-28Paper
A Variance-Reduced and Stabilized Proximal Stochastic Gradient Method with Support Identification Guarantees for Structured Optimization2023-02-13Paper
Inexact Proximal-Gradient Methods with Support Identification2022-11-03Paper
A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer2022-04-29Paper
What is the Largest Sparsity Pattern That Can Be Recovered by 1-Norm Minimization?2021-07-22Paper
Inexact Sequential Quadratic Optimization for Minimizing a Stochastic Objective Function Subject to Deterministic Nonlinear Equality Constraints2021-07-07Paper
Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization2021-05-27Paper
Regional complexity analysis of algorithms for nonconvex smooth optimization2021-04-23Paper
An inexact regularized Newton framework with a worst-case iteration complexity of $ {\mathscr O}(\varepsilon^{-3/2}) $ for nonconvex optimization2021-03-16Paper
Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization2021-03-10Paper
A self-correcting variable-metric algorithm framework for nonsmooth optimization2020-05-12Paper
A Shifted Primal-Dual Penalty-Barrier Method for Nonlinear Optimization2020-04-16Paper
Exploiting negative curvature in deterministic and stochastic optimization2019-06-26Paper
Conformal Symplectic and Relativistic Optimization2019-03-10Paper
Concise complexity analyses for trust region methods2018-12-18Paper
A stabilized SQP method: global convergence2018-09-26Paper
A nonconvex formulation for low rank subspace clustering: algorithms and convergence analysis2018-06-13Paper
Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization2018-05-18Paper
ADMM and Accelerated ADMM as Continuous Dynamical Systems2018-05-16Paper
FaRSA for ℓ1-regularized convex optimization: local convergence and numerical experience2018-05-02Paper
A flexible ADMM algorithm for big data applications2018-03-13Paper
A Reduced-Space Algorithm for Minimizing $\ell_1$-Regularized Convex Functions2017-08-18Paper
A dual gradient-projection method for large-scale strictly convex quadratic problems2017-07-28Paper
A stabilized SQP method: superlinear convergence2017-05-15Paper
A trust region algorithm with a worst-case iteration complexity of \(\mathcal{O}(\epsilon ^{-3/2})\) for nonconvex optimization2017-03-23Paper
An interior-point trust-funnel algorithm for nonlinear optimization2017-02-03Paper
Adaptive augmented Lagrangian methods: algorithms and practical numerical experience2016-06-10Paper
A Solver for Nonconvex Bound-Constrained Quadratic Optimization2015-11-25Paper
A Nonmonotone Filter SQP Method: Local Convergence and Numerical Results2015-10-01Paper
Primal-dual active-set methods for large-scale optimization2015-09-03Paper
An adaptive augmented Lagrangian method for large-scale constrained optimization2015-08-31Paper
Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it2015-05-04Paper
A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization2015-04-20Paper
An Inexact Sequential Quadratic Optimization Algorithm for Nonlinear Optimization2014-12-12Paper
A Filter Method with Unified Step Computation for Nonlinear Optimization2014-06-19Paper
A Globally Convergent Stabilized SQP Method2014-04-09Paper
Subspace accelerated matrix splitting algorithms for asymmetric and symmetric linear complementarity problems2013-12-13Paper
Trajectory-following methods for large-scale degenerate convex quadratic programming2013-08-05Paper
A primal-dual augmented Lagrangian2012-07-10Paper
Negative Curvature and Second-order optimality for regularized SQP2012-05-10Paper
A second-derivative SQP method with a `trust-region-free' predictor step2012-05-04Paper
A Second Derivative SQP Method: Global Convergence2010-12-03Paper
A Second Derivative SQP Method: Local Convergence and Practical Issues2010-12-03Paper
On solving trust-region and other regularised subproblems in optimization2010-06-21Paper
A Proximal-Gradient Method for Constrained OptimizationN/APaper

Research outcomes over time

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