Variational Analysis
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Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Set-valued operators (47H04) Variational inequalities (49J40) Methods involving semicontinuity and convergence; relaxation (49J45) Sensitivity, stability, well-posedness (49K40) Convex functions and convex programs in convex geometry (52A41) Set-valued maps in general topology (54C60) Duality theory (optimization) (49N15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01)
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Cited in
(only showing first 100 items - show all)- A unified primal-dual algorithm framework for inequality constrained problems
- Approximative solutions of stochastic optimization problems
- Extremality of convex sets with some applications
- Semicontinuity and closedness of parametric generalized lexicographic quasiequilibrium problems
- An existence result for optimal obstacles
- A single-loop proximal subgradient algorithm for A class structured fractional programs
- A fast block nonlinear Bregman-Kaczmarz method with averaging for nonlinear sparse signal recovery
- Second-order optimality conditions for mathematical program with semidefinite cone complementarity constraints and applications
- Asymptotics for some nonlinear damped wave equation: finite time convergence versus exponential decay results
- Analysis of nonsmooth vector-valued functions associated with infinite-dimensional second-order cones
- Synchronization of impacting mechanical systems with a single constraint
- Lipschitz stability in discretized optimal control with application to SQP
- A SemiSmooth Newton Method for Semidefinite Programs and its Applications in Electronic Structure Calculations
- Constrained composite optimization and augmented Lagrangian methods
- Calm local optimality for nonconvex-nonconcave minimax problems
- Distributed continuous-time algorithm for nonsmooth optimal consensus without sharing local decision variables
- Superlinear elliptic hemivariational inequalities
- Numerical algorithm for solving the problem of synthesis of impulse controls under uncertainty
- Dynamic method of multipliers in terminal control
- Estimation of the modulus of Hölder metric regularity
- Lipschitz properties of nonsmooth functions and set-valued mappings via generalized differentiation
- On minimal generators for semi-closed polyhedra
- Inexact accelerated augmented Lagrangian methods
- An active-set method for second-order conic-constrained quadratic programming
- Necessary conditions for infinite horizon optimal control problems with state constraints
- On first-order necessary conditions for optimality of regular generalized semi-infinite programming
- Antipodality in convex cones and distance to unpointedness
- Some properties of bornological convergences
- Approximation and regularization of Lipschitz functions: Convergence of the gradients
- The Calderón problem for conormal potentials I: Global uniqueness and reconstruction
- Duality for multiobjective optimization via nonlinear Lagrangian functions
- Regularity properties of optimal controls for problems with time-varying state and control constraints
- Mathematical programs with cardinality constraints: reformulation by complementarity-type conditions and a regularization method
- Solving Lagrangian variational inequalities with applications to stochastic programming
- Causal transport in discrete time and applications
- Quasidifferentiabilities of the expectation functions of random quasidifferentiable functions
- Optimizing matrix stability
- On computing the Mordukhovich subdifferential using directed sets in two dimensions
- Iterative solving of generalized equations with calm solution mappings
- Convergence of nonmonotone proximal gradient methods under the Kurdyka-Łojasiewicz property without a global Lipschitz assumption
- Learning models with uniform performance via distributionally robust optimization
- Convergence of invariant measures for singular stochastic diffusion equations
- An alternating linearization bundle method for a class of nonconvex nonsmooth optimization problems
- Convergence analysis on a modified generalized alternating direction method of multipliers
- Higher-order error bound for the difference of two functions
- Generalized subdifferentials: a Baire categorical approach
- On the minimal displacement vector of compositions and convex combinations of nonexpansive mappings
- Solving joint chance constrained problems using regularization and Benders' decomposition
- Characterizations of the subdifferential of convex integral functions under qualification conditions
- Graph-matrix calculus for computational convex analysis
- A continuous dynamical splitting method for solving ‘strongly+weakly’ convex programming problems
- Set-valued Lyapunov functions for difference inclusions
- The Hadwiger theorem on convex functions. II: Cauchy-Kubota formulas
- Central limit theorem under uncertain linear transformations
- Asymptotic analysis, existence and sensitivity results for a class of multivalued complementarity problems
- Linear complementarity problems over symmetric cones: characterization of \(Q _{b }\)-transformations and existence results
- Evolution of measures in nonsmooth dynamical systems: formalisms and computation
- A note on the characterization of optimal allocations in OLG models with multiple goods
- Bilateral exchange and competitive equilibrium
- Nonsmooth Lur'e dynamical systems in Hilbert spaces
- Nonsmooth bundle trust-region algorithm with applications to robust stability
- Ergodicity conditions for zero-sum games
- Quasistatic evolution of magnetoelastic plates via dimension reduction
- Bilevel optimization for calibrating point spread functions in blind deconvolution
- When are minimizing controls also minimizing relaxed controls?
- On estimating the regular normal cone to constraint systems and stationarity conditions
- On the proximal gradient algorithm with alternated inertia
- Optimality conditions in DC-constrained mathematical programming problems
- Optimality conditions for pessimistic semivectorial bilevel programming problems
- Analysis of the rebalancing frequency in log-optimal portfolio selection
- Introducing nonpolyhedral cones to multiobjective programming
- On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse
- Implementing the alternating direction method of multipliers for big datasets: a case study of least absolute shrinkage and selection operator
- Liquidity costs: a new numerical methodology and an empirical study
- Failure of metric regularity for major classes of variational systems
- Epsilon-Tubes and Generalized Skorokhod Metrics for Hybrid Paths Spaces
- Lipschitz modulus of linear and convex inequality systems with the Hausdorff metric
- Statistical robustness in utility preference robust optimization models
- Topological aperiodicity for product systems over semigroups of Ore type
- Convex duality in nonlinear optimal transport
- On-line portfolio selection using stochastic programming
- $\ell _0$ Minimization for wavelet frame based image restoration
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix
- A redistributed bundle algorithm based on local convexification models for nonlinear nonsmooth DC programming
- An inexact PAM method for computing Wasserstein barycenter with unknown supports
- A general iterative procedure to solve generalized equations with differentiable multifunction
- Explicit formula for preimages of relaxed one-sided Lipschitz mappings with negative Lipschitz constants: a geometric approach
- A comparison of solution approaches for the numerical treatment of or-constrained optimization problems
- Tameness of definably complete locally o‐minimal structures and definable bounded multiplication
- A cubic spline penalty for sparse approximation under tight frame balanced model
- Inverse semidefinite quadratic programming problem with \(l_1\) norm measure
- Partial second-order subdifferentials in variational analysis and optimization
- Hierarchic competitive equilibria
- Two numerical methods for optimizing matrix stability
- Optimality bounds for a variational relaxation of the image partitioning problem
- Lipschitz selections and stability for quasiconvex programs.
- An elementary proof of the Pontryagin maximum principle
- Preconditioned proximal point methods and notions of partial subregularity
- Extraproximal approach to calculating equilibriums in pure exchange models
- Second-order mollified derivatives and optimization
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