The following pages link to Marc Teboulle (Q170029):
Displaying 50 items.
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems (Q150994) (← links)
- (Q229620) (redirect page) (← links)
- On the rate of convergence of the proximal alternating linearized minimization algorithm for convex problems (Q285921) (← links)
- (Q312666) (redirect page) (← links)
- A dual method for minimizing a nonsmooth objective over one smooth inequality constraint (Q312667) (← links)
- An optimal variant of Kelley's cutting-plane method (Q344947) (← links)
- (Q403665) (redirect page) (← links)
- Proximal alternating linearized minimization for nonconvex and nonsmooth problems (Q403666) (← links)
- A new semidefinite programming relaxation scheme for a class of quadratic matrix problems (Q453058) (← links)
- (Q587289) (redirect page) (← links)
- Convex approximations to sparse PCA via Lagrangian duality (Q631218) (← links)
- (Q703162) (redirect page) (← links)
- Regularized Lotka-Volterra dynamical system as continuous proximal-like method in optimization. (Q703163) (← links)
- Weak convergence of an iterative method for pseudomonotone variational inequalities and fixed-point problems (Q711697) (← links)
- A geometric property of the least squares solution of linear equations (Q916747) (← links)
- A convex optimization approach for minimizing the ratio of indefinite quadratic functions over an ellipsoid (Q1016108) (← links)
- Projected subgradient methods with non-Euclidean distances for non-differentiable convex minimization and variational inequalities (Q1016351) (← links)
- The role of duality in optimization problems involving entropy functionals with applications to information theory (Q1094664) (← links)
- Extension of some results for channel capacity using a generalized information measure (Q1101061) (← links)
- Entropic means (Q1122014) (← links)
- Portfolio theory for the recourse certainty equivalent maximizing investor (Q1176861) (← links)
- Certainty equivalents and information measures: Duality and extremal principles (Q1177028) (← links)
- A logarithmic-quadratic proximal method for variational inequalities (Q1294804) (← links)
- On the convergence rate of entropic proximal optimization methods (Q1328480) (← links)
- A proximal-based deomposition method for compositions method for convex minimization problems (Q1330895) (← links)
- Applications of optimization methods to robust stability of linear systems (Q1331112) (← links)
- Nonlinear rescaling and proximal-like methods in convex optimization (Q1363410) (← links)
- A simplified view of first order methods for optimization (Q1650767) (← links)
- A fast dual proximal gradient algorithm for convex minimization and applications (Q1667162) (← links)
- A simple globally convergent algorithm for the nonsmooth nonconvex single source localization problem (Q1685585) (← links)
- A conditional gradient method with linear rate of convergence for solving convex linear systems (Q1762672) (← links)
- A simple algorithm for a class of nonsmooth convex-concave saddle-point problems (Q1785640) (← links)
- Mirror descent and nonlinear projected subgradient methods for convex optimization. (Q1811622) (← links)
- Hidden convexity in some nonconvex quadratically constrained quadratic programming (Q1919813) (← links)
- A dynamic alternating direction of multipliers for nonconvex minimization with nonlinear functional equality constraints (Q2139259) (← links)
- Finding second-order stationary points in constrained minimization: a feasible direction approach (Q2194125) (← links)
- Performance of first-order methods for smooth convex minimization: a novel approach (Q2248759) (← links)
- A non-Euclidean gradient descent method with sketching for unconstrained matrix minimization (Q2294351) (← links)
- Necessary conditions for linear convergence of iterated expansive, set-valued mappings (Q2297639) (← links)
- On linear convergence of non-Euclidean gradient methods without strong convexity and Lipschitz gradient continuity (Q2322369) (← links)
- Nonmonotone projected gradient methods based on barrier and Euclidean distances (Q2477010) (← links)
- A primal-dual iterative algorithm for a maximum likelihood estimation problem (Q2563617) (← links)
- Interior projection-like methods for monotone variational inequalities (Q2570999) (← links)
- Global Optimality Conditions for Quadratic Optimization Problems with Binary Constraints (Q2706322) (← links)
- (Q2768005) (← links)
- An Alternating Semiproximal Method for Nonconvex Regularized Structured Total Least Squares Problems (Q2818270) (← links)
- A Linearly Convergent Algorithm for Solving a Class of Nonconvex/Affine Feasibility Problems (Q2897274) (← links)
- Smoothing and First Order Methods: A Unified Framework (Q2910884) (← links)
- Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals (Q3026758) (← links)
- Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (Q3028727) (← links)
