scientific article; zbMATH DE number 439380
From MaRDI portal
Publication:3141900
Numerical optimization and variational techniques (65K10) Convex programming (90C25) Nonsmooth analysis (49J52) Convexity of real functions of several variables, generalizations (26B25) Convex functions and convex programs in convex geometry (52A41) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)
Recommendations
Cited in
(only showing first 100 items - show all)- A non-convex algorithm framework based on DC programming and DCA for matrix completion
- General solution procedures in elasto/viscoplasticity
- Preprojective algebras and MV polytopes
- Second-order optimality and beyond: characterization and evaluation complexity in convexly constrained nonlinear optimization
- Augmented flexible Krylov subspace methods with applications to Bayesian inverse problems
- Asymptotics of the maximal radius of an \(L^{r}\)-optimal sequence of quantizers
- An efficient DC programming approach for portfolio decision with higher moments
- Comparative study of RPSALG algorithm for convex semi-infinite programming
- An internal variable variational formulation of viscoplasticity
- On embedding the volume algorithm in a variable target value method.
- Two fundamental convergence theorems for nonlinear conjugate gradient methods and their applications
- A Distributed Block-Split Gibbs Sampler with Hypergraph Structure for High-Dimensional Inverse Problems
- On Second-Order Properties of the Moreau–Yosida Regularization for Constrained Nonsmooth Convex Programs
- Portfolio optimization based on higher order stochastic dominance: limited memory bundle algorithm approach
- Convex proximal bundle methods in depth: a unified analysis for inexact oracles
- Structured sparsity promoting functions
- Fuzzy convex set-based pattern classification for analysis of mammographic microcalcifications
- Asymptotic conditions for weak and proper optimality in infinite dimensional convex vector optimization
- Codifferential method for minimizing nonsmooth DC functions
- A parallel interior point decomposition algorithm for block angular semidefinite programs
- Robust semidefinite programming problems with general nonlinear parameter dependence: approaches using the DC-representations
- Inexact Newton method for non-linear functions with values in a cone
- CALCULATING AN ELEMENT OF B-DIFFERENTIAL FOR A VECTOR-VALUED MAXIMUM FUNCTION*
- On the Arrow–Hurwicz differential system for linearly constrained convex minimization
- Iterative algorithm for solving triple-hierarchical constrained optimization problem
- Decomposition algorithm for large-scale two-stage unit-commitment
- Directed subdifferentiable functions and the directed subdifferential without delta-convex structure
- On first order optimality conditions for vector optimization
- The log-exponential smoothing technique and Nesterov's accelerated gradient method for generalized Sylvester problems
- On global search in nonconvex optimal control problems
- Convex optimization theory.
- Robust capacity assignment in telecommunications
- Convergence of the linearized Bregman iteration for \(\ell _1\)-norm minimization
- A Method for Minimization of Quasidifferentiable Functions
- Affine processes on symmetric cones
- On Convex Finite-Dimensional Variational Methods in Imaging Sciences and Hamilton--Jacobi Equations
- Duality and sensitivity analysis of multistage linear stochastic programs
- On approximations with finite precision in bundle methods for nonsmooth optimization
- Modelling and convexity
- On the global convergence of a nonmonotone proximal bundle method for convex nonsmooth minimization
- Improved semidefinite bounding procedure for solving max-cut problems to optimality
- A multifield variational formulation of viscoplasticity suitable to deal with singularities and non-smooth functions
- Dual algorithm for truncated fractional variation based image denoising
- On numerical solving the spherical separability problem
- Collaborative total variation: a general framework for vectorial TV models
- Stochastic Methods for Composite and Weakly Convex Optimization Problems
- Quasiconvex constrained multicriteria continuous location problems: structure of nondominated solution sets
- Constructions of solutions to generalized Sylvester and Fermat-Torricelli problems for Euclidean balls
- Regularity properties for locally Lipschitz C(T)-valued functions on Hilbert spaces
- A new optimal electricity market bid model solved through perspective cuts
- Mini-Batch Risk Forms
- A novel unified approach to invariance conditions for a linear dynamical system
- Robustness in the Pareto-solutions for the multi-criteria minisum location problem
- Reformulations of measure differential inclusions and their closed graph property
- A Lagrangian approach for the minimum spanning tree problem with conflicting edge pairs
- Bounds for the expected value of spacings from discrete distributions
- Numerical solution of an adhesion problem with FEM and BEM
- On starting and stopping criteria for nested primal-dual iterations
- Minimal convex majorants of functions and Demyanov-Rubinov exhaustive super(sub)differentials
- Quantifying repulsiveness of determinantal point processes
- Minimizing Piecewise-Concave Functions Over Polyhedra
- Optimality of orders one to three and beyond: characterization and evaluation complexity in constrained nonconvex optimization
- On the subdifferential of symmetric convex functions of the spectrum for symmetric and orthogonally decomposable tensors
- No arbitrage conditions and liquidity
- Lift-and-project cuts for convex mixed integer nonlinear programs
- Linear convergence of a nonmonotone projected gradient method for multiobjective optimization
- \(\rho\)-regularization subproblems: strong duality and an eigensolver-based algorithm
- A local search scheme for the inequality-constrained optimal control problem
- Dissecting the duality gap: the supporting hyperplane interpretation revisited
- Quasi-orthogonalization for alternating non-negative tensor factorization
- Generalized Farkas lemma with adjustable variables and two-stage robust linear programs
- Nonconvex stochastic Bregman proximal gradient method with application to deep learning
- Newton method of solving Karush-Kuhn-Tucker systems for a constrained Minimax Problem
- Market clearing and price formation
- Improved convergence result for the discrete gradient and secant methods for nonsmooth optimization
- Adjustment of an affine contract with a fixed-point iteration
- Convexity and generalized second-order derivatives for locally Lipschitz functions
- Benefit sharing in holding situations
- On the convergence of conditional -subgradient methods for convex programs and convex-concave saddle-point problems.
- Affine processes on positive semidefinite matrices
- A nonmonotone gradient method for constrained multiobjective optimization problems
- Modern methods for solving nonconvex optimal control problems
- Pseudo-Lipschitz property of linear semi-infinite vector optimization problems
- Generalized Farkas' lemma and gap-free duality for minimax DC optimization with polynomials and robust quadratic optimization
- Combination of steepest descent and BFGS methods for nonconvex nonsmooth optimization
- Conditional iterative proportional fitting for Gaussian distributions
- Smoothing method for minimizing the sum of therlargest functions
- On the relation between the extended supporting hyperplane algorithm and Kelley's cutting plane algorithm
- Optimal learning with \textit{Q}-aggregation
- A descent subgradient method using Mifflin's line search for nonsmooth nonconvex optimization
- Adaptive minimax testing in the discrete regression scheme
- A new mathematical formulation of the equations of perfect elasto-plasticity
- Numerical infinitesimals in a variable metric method for convex nonsmooth optimization
- The omnipresence of Lagrange
- Duality-based algorithms for total-variation-regularized image restoration
- Reduced subgradient bundle method for linearly constrained non-smooth non-convex problems
- Regularized Lagrangian duality for linearly constrained quadratic optimization and trust-region problems
- The resolvent order: a unification of the orders by Zarantonello, by Loewner, and by Moreau
- An alternating linearization bundle method for convex optimization and nonlinear multicommodity flow problems
- On variational-hemivariational inequalities in Banach spaces
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3141900)
