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zbMath0795.49001MaRDI QIDQ3141900
Jean-Baptiste Hiriart-Urruty, Claude Lemaréchal
Publication date: 1 November 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Convex programming (90C25) Numerical optimization and variational techniques (65K10) Nonsmooth analysis (49J52) Convex functions and convex programs in convex geometry (52A41) Convexity of real functions of several variables, generalizations (26B25) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)
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Basic theory, Residuala posteriori error estimators for contact problems in elasticity, Perturbed Fenchel duality and first-order methods, Convergence of the forward-backward algorithm: beyond the worst-case with the help of geometry, On robust Karush-Kuhn-Tucker multipliers rules for semi-infinite multiobjective optimization with data uncertainty, Robustness in the Pareto-solutions for the multi-criteria minisum location problem, Dissipative probability vector fields and generation of evolution semigroups in Wasserstein spaces, Convex sets and second order systems with nonlocal boundary conditions at resonance, An approach to robust network design in telecommunications, Bad Semidefinite Programs: They All Look the Same, Optimization problems with cone constraints in groups and semigroups: an approach based on image space analysis, Correction to: ``Convexifactors, generalized convexity, and optimality conditions, Random walks on hyperbolic spaces: second order expansion of the rate function at the drift, An alternative extrapolation scheme of PDHGM for saddle point problem with nonlinear function, Sufficient Optimality Conditions for a Bilevel Semivectorial D.C. Problem, Diagonal bundle method with convex and concave updates for large-scale nonconvex and nonsmooth optimization, On the global convergence of a nonmonotone proximal bundle method for convex nonsmooth minimization, On Computing the Mordukhovich Subdifferential Using Directed Sets in Two Dimensions, Prox-regularization of the dual method of centers for generalized fractional programs, String-averaging incremental stochastic subgradient algorithms, An SQP method for minimization of locally Lipschitz functions with nonlinear constraints, Bound sets and two-point boundary value problems for second order differential systems, Least Squares Reconstruction of Binary Images using Eigenvalue Optimization, Whitney differentiability of optimal-value functions for bound-constrained convex programming problems, ϵ-Efficient solutions in semi-infinite multiobjective optimization, Multiple subgradient descent bundle method for convex nonsmooth multiobjective optimization, Characterization of (weakly/properly/robust) efficient solutions in nonsmooth semi-infinite multiobjective optimization using convexificators, A dynamical system perspective on mathematical programming, Nonsmooth Variants of Powell's BFGS Convergence Theorem, A smoothing Newton's method for the construction of a damped vibrating system from noisy test eigendata, Nonconvex integration using ϵ-subdifferentials, Remarks on converse Carleman and Krein criteria for the classical moment problem, Minkowski’s inequality for two variable difference means, Nonsmooth Optimization, A simple closure condition for the normal cone intersection formula, CALCULATING AN ELEMENT OF B-DIFFERENTIAL FOR A VECTOR-VALUED MAXIMUM FUNCTION*, A DC piecewise affine model and a bundling technique in nonconvex nonsmooth minimization, On Second-Order Properties of the Moreau–Yosida Regularization for Constrained Nonsmooth Convex Programs, Unnamed Item, ON APPROXIMATE MINIMA IN VECTOR OPTIMIZATION, Linearized Bregman iterations for compressed sensing, Convergence of the linearized Bregman iteration for ℓ₁-norm minimization, Fast linear iterations for distributed averaging, Inertial Variable Metric Techniques for the Inexact Forward--Backward Algorithm, Convex analysis of invariant sets for a class of nonlinear systems, Algorithmic differentiation for piecewise smooth functions: a case study for robust optimization, Collaborative Total Variation: A General Framework for Vectorial TV Models, Projection Methods in Conic Optimization, A condition number theorem in convex programming, Comparative study of RPSALG algorithm for convex semi-infinite programming, A new series of conjectures and open questions in optimization and matrix analysis, Convergence of a nonmonotone projected gradient method for nonconvex multiobjective optimization, Scaling Techniques for $\epsilon$-Subgradient Methods, Lipschitz modulus in convex semi-infinite optimizationviad.c. functions, Exact penalization of terminal constraints for optimal control problems, Gap Safe screening rules for sparsity enforcing penalties, Convex optimization by radial search, General models in min-max continuous location: Theory and solution techniques, Unconstrained minimization approaches to nonlinear complementarity problems, A chain rule for \(\varepsilon\)-subdifferentials with applications to approximate solutions in convex Pareto problems, On best restricted range approximation in continuous complex-valued function spaces, Lagrange multipliers for set-valued optimization problems associated with coderivatives, Algorithms for the quasiconvex feasibility problem, An efficient algorithm for the Euclidean \(r\)-centrum location problem, Uniqueness in a Free Boundary Problem, A new nonsmooth optimization algorithm for minimum sum-of-squares clustering problems, Duality for optimization and best approximation over finite intersections, On the equivalence of optimality design criteria for the placebo--treatment problem, Adaptive minimax testing in the discrete regression scheme, Convex underestimation of twice continuously differentiable functions by piecewise quadratic perturbation: spline \(\alpha\)BB underestimators, Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization, Excess payoff dynamics and other well-behaved evolutionary dynamics, Polyhedra related to integer-convex polynomial systems, On duality gap with polynomial multipliers for polynomial optimization problems, Fenchel–Rockafellar theorem in infinite dimensions via generalized relative interiors, Canonical factorization of continuous functions on the $d$-torus, An algorithm for projecting a point onto a level set of a quadratic function, On the Frank–Wolfe algorithm for non-compact constrained optimization problems, Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function, Generalized derivatives of computer programs, A DC approach for minimax fractional optimization programs with ratios of convex functions, Convergence of a continuation method under majorant conditions, Perspectives, Means and their Inequalities, Subgradient method with feasible inexact projections for constrained convex optimization problems, A nonmonotone gradient method for constrained multiobjective optimization problems, A Method for Minimization of Quasidifferentiable Functions, An accelerated first-order method for solving SOS relaxations of unconstrained polynomial optimization problems, Optimality and duality without a constraint qualification for minimax programming, Constant along primal rays conjugacies and the l0 pseudonorm, On Radius of Robust Feasibility for Convex Conic Programs with Data Uncertainty, Unnamed Item, Approximation Bounds for Sparse Programs, Two iterative processes generated by regular vector fields in Banach spaces, Subdifferential calculus without qualification conditions, using approximate subdifferentials: A survey, Constraint qualifications in nonsmooth optimization: Classification and inter-relations, Unnamed Item, Optimality conditions for set optimization using a directional derivative based on generalized Steiner sets, Error Bound Characterizations of the Conical Constraint Qualification in Convex Programming, Duality Gap Estimation via a Refined Shapley--Folkman Lemma, Unnamed Item, Thresholding gradient methods in Hilbert spaces: support identification and linear convergence, A comparison of edge-preserving approaches for differential interference contrast microscopy, Computation of Sum of Squares Polynomials from Data Points, A derivative-free 𝒱𝒰-algorithm for convex finite-max problems, Robust approximate optimal solutions for nonlinear semi-infinite programming with uncertainty, Optimal Affine-Invariant Smooth Minimization Algorithms, Nonnegative Eigenvectors of Symmetric Matrices, Inexact Newton method for non-linear functions with values in a cone, Descent methods with computational errors in Banach spaces, Optimality conditions in terms of convexificators for a bilevel multiobjective optimization problem, On Decomposition Models in Imaging Sciences and Multi-time Hamilton--Jacobi Partial Differential Equations, Nonlinear Eigenvector Methods for Convex Minimization over the Numerical Range, Karush-Kuhn-Tucker optimality conditions and duality for semi-infinite programming problems with vanishing constraints, Unnamed Item, An efficient algorithm for second-order cone linear complementarity problems, The Resolvent Order: A Unification of the Orders by Zarantonello, by Loewner, and by Moreau, Semidefinite programming and combinatorial optimization, Minimization of marginal functions in mathematical programming based on continuous outer subdifferentials, Alternance Form of Optimality Conditions in the Finite-Dimensional Space, Convex Analysis and Optimization in the Past 50 Years: Some Snapshots, Nonsmooth Riemannian Optimization with Applications to Sphere Packing and Grasping, Newton method of solving Karush-Kuhn-Tucker systems for a constrained Minimax Problem, Smoothing method for minimizing the sum of therlargest functions, Quadratic Support Functions in Quadratic Bilevel Problems, Minimal convex majorants of functions and Demyanov–Rubinov exhaustive super(sub)differentials, Finite convergence of an active signature method to local minima of piecewise linear functions, Variance-based regularization with convex objectives, Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach, Some topics in vector optimization via image space analysis, The 𝒰-Lagrangian of a convex function, Gaining or losing perspective for piecewise-linear under-estimators of convex univariate functions, Unnamed Item, Analysis of the gradient method with an Armijo–Wolfe line search on a class of non-smooth convex functions, On a Solving Bilevel D.C.-Convex Optimization Problems, On perpetuities with light tails, Payoffs-Beliefs Duality and the Value of Information, Dynamical Systems Coupled with Monotone Set-Valued Operators: Formalisms, Applications, Well-Posedness, and Stability, Convex Analysis in $\mathbb{Z}^n$ and Applications to Integer Linear Programming, Minimizing Piecewise-Concave Functions Over Polyhedra, Optimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian Method, Hidden Convexity in the l0 Pseudonorm, Asymptotic conditions for weak and proper optimality in infinite dimensional convex vector optimization, Karush-Kuhn-Tucker Optimality Conditions and Duality for Multiobjective Semi-Infinite Programming Via Tangential Subdifferentials, On Lagrange Multiplier Rules for Set-Valued Optimization Problems in the Sense of Set Criterion, Outer limits of subdifferentials for min–max type functions, DC Programming and DCA for Challenging Problems in Bioinformatics and Computational Biology, On Representer Theorems and Convex Regularization, Duality Results and Dual Bundle Methods Based on the Dual Method of Centers for Minimax Fractional Programs, A Decomposition Algorithm for the Sums of the Largest Eigenvalues, Stochastic (Approximate) Proximal Point Methods: Convergence, Optimality, and Adaptivity, Variable Metric Forward-Backward Algorithm for Composite Minimization Problems, The FM and BCQ Qualifications for Inequality Systems of Convex Functions in Normed Linear Spaces, First order difference systems with multipoint boundary conditions, Computing the Best Approximation over the Intersection of a Polyhedral Set and the Doubly Nonnegative Cone, Unnamed Item, A Convex Matrix Optimization for the Additive Constant Problem in Multidimensional Scaling with Application to Locally Linear Embedding, Cut-Generating Functions and S-Free Sets, Constrained Best Euclidean Distance Embedding on a Sphere: A Matrix Optimization Approach, Demand response versus storage flexibility in energy: multi-objective programming considerations, Unnamed Item, Linear-Time Convexity Test for Low-Order Piecewise Polynomials, Lyapunov--Krasovskii Characterization of the Input-to-State Stability for Switching Retarded Systems, On the Convergence Rate of Inexact Majorized sGS ADMM with Indefinite Proximal Terms for Convex Composite Programming, A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes, Reduced subgradient bundle method for linearly constrained non-smooth non-convex problems, Algorithms for Simple Bilevel Programming, Moderate deviations for quantile regression processes, Motion Estimation and Correction in Photoacoustic Tomographic Reconstruction, Slater Condition for Tangent Derivatives, Tseng’s Algorithm with Extrapolation from the past Endowed with Variable Metrics and Error Terms, On Solving the Convex Semi-Infinite Minimax Problems via Superlinear 𝒱𝒰 Incremental Bundle Technique with Partial Inexact Oracle, Dual algorithm for truncated fractional variation based image denoising, An Extended Fenchel--Lagrange Duality Approach and Optimality Conditions for Strong Bilevel Programming Problems, Harnessing Structure in Composite Nonsmooth Minimization, A note on the Hausdorff distance between norm balls and their linear maps, An internal variable treatment of evolutive problems in hardening plasticity and viscoplasticity with singularities, Large-Scale Nonconvex Optimization: Randomization, Gap Estimation, and Numerical Resolution, A convergent deep learning algorithm for approximation of polynomials, Optimality conditions and duality for nonsmooth multiobjective semi-infinite programming problems on Hadamard manifolds, Locating Theorems of Differential Inclusions Governed by Maximally Monotone Operators, A subgradient-based neurodynamic algorithm to constrained nonsmooth nonconvex interval-valued optimization, Nonlocal error bounds for piecewise affine functions, Relationships between polyhedral convex sets and generalized polyhedral convex sets, A Lagrangian approach for the minimum spanning tree problem with conflicting edge pairs, Towards Lower Bounds on the Depth of ReLU Neural Networks, Cosh gradient systems and tilting, A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds, Duality and sensitivity analysis of multistage linear stochastic programs, Variational approach for nonsmooth elasto-plastic dynamics with contact and impacts, On convex numerical schemes for inelastic contacts with friction, Short note on some geometric inequalities derived from matrix inequalities, A preconditioned iterative interior point approach to the conic bundle subproblem, \(E\)-subdifferential of \(E\)-convex functions and its applications to minimization problem, Intersecting ellipses induced by a max-sum matching, Multiobjective BFGS method for optimization on Riemannian manifolds, Mini-Batch Risk Forms, Sharp and Fast Bounds for the Celis-Dennis-Tapia Problem, Semistrictly and neatly quasiconvex programming using lower global subdifferentials, On approximate optimality conditions for robust multi-objective convex optimization problems, Differentiation of measures on an arbitrary measurable space, On variational-hemivariational inequalities in Banach spaces, Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization, General convex relaxations of implicit functions and inverse functions, On directionally differentiable multiobjective programming problems with vanishing constraints, An optimization-based discrete element model for dry granular flows: application to granular collapse on erodible beds, Convergence of the Gauss-Newton method for convex composite optimization problems under majorant condition on Riemannian manifolds, On the behaviour of the underrelaxed Hildreth's row-action method for computing projections onto Polyhedra, Robust optimality conditions for multiobjective programming problems under data uncertainty and its applications, Optimization of the optimal value function in problems of convex parametric programming, Minimizing sequences in a constrained DC optimization problem, Approximate optimal solutions for multiobjective optimization problems with infinite constraints, Robust optimality and duality for composite uncertain multiobjective optimization in Asplund spaces with its applications, Bearing‐only containment control of multi‐agent systems, Solution of generalized mixed equilibrium and common fixed point problems for Bregman demigeneralized mappings, Open issues and recent advances in DC programming and DCA, An iDCA with sieving strategy for PDE-constrained optimization problems with \(L^{1-2}\)-control cost, Geometric linearisation for optimal transport with strongly \(p\)-convex cost, Unnamed Item, Unnamed Item, Unnamed Item, Optimization of the norm of a vector-valued DC function and applications, Two fundamental convergence theorems for nonlinear conjugate gradient methods and their applications, Shape-preserving, multiscale interpolation by bi- and multivariate cubic \(L_{1}\) splines, Some results on inverse optimality based designs, Fuzzy convex set-based pattern classification for analysis of mammographic microcalcifications, General solution procedures in elasto/viscoplasticity, Reformulations of measure differential inclusions and their closed graph property, On the convergence of cone splitting algorithms with \(\omega\)-subdivisions, The omnipresence of Lagrange, Characterizations of nonemptiness and compactness of the set of weakly efficient solutions for convex vector optimization and applications, Minimizing and stationary sequences of convex constrained minimization problems, Second-order directional derivatives of all eigenvalues of a symmetric matrix, Second-order \(\Gamma\)-limit for the Cahn-Hilliard functional, DC programming approaches for discrete portfolio optimization under concave transaction costs, Considering copositivity locally, A semi-smooth Newton method for a special piecewise linear system with application to positively constrained convex quadratic programming, Comment, Essentials of numerical nonsmooth optimization, Gaining or losing perspective for piecewise-linear under-estimators of convex univariate functions, Essentials of numerical nonsmooth optimization
Uses Software
