Random algorithms for solving convex inequalities

zbMATH Open0997.90053MaRDI QIDQ2768029FDOQ2768029

Authors: Boris T. Polyak 

Publication date: 18 November 2002

Recommendations

• Random algorithms for convex minimization problems
• Some randomized algorithms for convex quadratic programming
• A Randomized Algorithm to Optimize Over Certain Convex Sets
• Random convex programs
• A simple randomised algorithm for convex optimisation
• scientific article; zbMATH DE number 887432
• scientific article; zbMATH DE number 4139215
• Solving convex programs by random walks
• Randomized solutions to convex programs with multiple chance constraints
• Randomized Algorithms for Semi-Infinite Programming Problems

zbMATH Keywords

linear matrix inequalitiesnumerical simulationconvex feasibility problemrandom subgradient methodsimple iterative methods

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

Cited In (25)

• Stochastic quasi-subgradient method for stochastic quasi-convex feasibility problems
• On the finite convergence of a projected cutter method
• Quasi-convex feasibility problems: subgradient methods and convergence rates
• A finitely convergent circumcenter method for the convex feasibility problem
• Stochastic algorithms for exact and approximate feasibility of robust LMIs
• Randomized projection methods for convex feasibility: conditioning and convergence rates
• Randomized algorithms for the separation of point sets and for solving quadratic programs
• Finitely convergent iterative methods with overrelaxations revisited
• A smooth inexact penalty reformulation of convex problems with linear constraints
• Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities
• Jordan-algebraic aspects of optimization: randomization
• A stochastic approximation method for convex programming with many semidefinite constraints
• Finitely convergent deterministic and stochastic iterative methods for solving convex feasibility problems
• A simple randomised algorithm for convex optimisation
• Random minibatch subgradient algorithms for convex problems with functional constraints
• Random algorithms for convex minimization problems
• Minibatch stochastic subgradient-based projection algorithms for feasibility problems with convex inequalities
• Polynomial-time algorithms for probabilistic solutions of parameter-dependent linear matrix inequalities
• Newton-type method for solving generalized inclusion
• On subgradient projectors
• Networked parallel algorithms for robust convex optimization via the scenario approach
• Computational complexity of randomized algorithms for solving parameter-dependent linear matrix inequalities.
• The MIN PFS problem and piecewise linear model estimation
• Title not available (Why is that?)
• The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs

This page was built for publication: Random algorithms for solving convex inequalities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2768029)