Accuracy certificates for computational problems with convex structure

DOI10.1287/MOOR.1090.0427MaRDI QIDQ3169082zbMATHOpenAlexWikidataFDO

Authors Arkadi Nemirovski, Shmuel Onn, Uriel G. Rothblum

Publication date 27 April 2011

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.1090.0427

zbMATH Keywords

convex minimizationconvexityvariational inequalitiessaddle pointscertificatescomputation in convex structuresconvex Nash equilibrium

Mathematics Subject Classification ID

Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Computational aspects related to convexity (52B55) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(23)

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• Accelerated methods for saddle-point problem
• Decentralized and parallel primal and dual accelerated methods for stochastic convex programming problems
• Decomposition techniques for bilinear saddle point problems and variational inequalities with affine monotone operators
• Numerical methods for the resource allocation problem in a computer network
• Inexact model: a framework for optimization and variational inequalities
• On well-structured convex–concave saddle point problems and variational inequalities with monotone operators
• Universal method of searching for equilibria and stochastic equilibria in transportation networks
• Dual approaches to the minimization of strongly convex functionals with a simple structure under affine constraints
• Subgradient ellipsoid method for nonsmooth convex problems
• Dual subgradient algorithms for large-scale nonsmooth learning problems
• The proximal point algorithm revisited
• Dual methods for finding equilibriums in mixed models of flow distribution in large transportation networks
• Conditional gradient algorithms for norm-regularized smooth convex optimization
• On verified numerical computations in convex programming
• Primal-dual mirror descent method for constraint stochastic optimization problems
• Solving variational inequalities with stochastic mirror-prox algorithm
• Solving variational inequalities with monotone operators on domains given by linear minimization oracles
• scientific article; zbMATH DE number 2247480 (Why is no real title available?)
• Signal recovery by stochastic optimization
• Accuracy certificates for convex minimization with inexact oracle
• Duality gap estimates for weak Chebyshev greedy algorithms in Banach spaces
• Mirror Prox algorithm for multi-term composite minimization and semi-separable problems

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