Accuracy certificates for computational problems with convex structure

DOI10.1287/MOOR.1090.0427MaRDI QIDQ3169082zbMATH OpenOpenAlexWikidataFDO

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

certificatescomputation in convex structuresconvex minimizationconvex Nash equilibriumconvexitysaddle pointsvariational inequalities

Mathematics Subject Classification ID

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

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Cited in

(23)

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

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