Weak Sharp Minima in Mathematical Programming
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Cited in
(only showing first 100 items - show all)- Two error bounds for constrained optimization problems and their applications
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- Conditional subgradient optimization -- theory and applications
- Error stability properties of generalized gradient-type algorithms
- Perturbation analysis of a condition number for convex inequality systems and global error bounds for analytic systems
- Characterizations of strict local minima and necessary conditions for weak sharp minima
- Quantitative stability in stochastic programming
- Error bounds for inconsistent linear inequalities and programs
- On the range sets of variational inequalities
- Error bounds in mathematical programming
- Continuities of metric projection and geometric consequences
- A proximal point algorithm for minimax problems
- Subgradient methods for sharp weakly convex functions
- New computational guarantees for solving convex optimization problems with first order methods, via a function growth condition measure
- On a sufficient condition for weak sharp efficiency in multiobjective optimization
- From error bounds to the complexity of first-order descent methods for convex functions
- Weak sharp solutions for generalized variational inequalities
- Finite convergence analysis and weak sharp solutions for variational inequalities
- Weak sharp solutions for nonsmooth variational inequalities
- Error bounds and finite termination for constrained optimization problems
- Characterization of weakly sharp solutions of a variational-type inequality with convex functional
- Proximal bundle algorithms for nonlinearly constrained convex minimax fractional programs
- Mathematical logic: proof theory, constructive mathematics. Abstracts from the workshop held November 5--11, 2017
- Weak sharp solutions of mixed variational inequalities in Banach spaces
- The global weak sharp minima with explicit exponents in polynomial vector optimization problems
- Slopes, error bounds and weak sharp Pareto minima of a vector-valued map
- Global Lipschitzian error bounds for semidefinite complementarity problems with emphasis on NCPs
- Second-order global optimality conditions for optimization problems
- On error bound moduli for locally Lipschitz and regular functions
- Error estimates and Lipschitz constants for best approximation in continuous function spaces
- A Gauss-Newton method for convex composite optimization
- New characterizations of weak sharp minima
- Strong Fermat rules for constrained set-valued optimization problems on Banach spaces
- Equivalent conditions for local error bounds
- Generalized weak sharp minima in cone-constrained convex optimization with applications
- Global convergence of a class of smooth penalty methods for semi-infinite programming
- Weak sharp minima in set-valued optimization problems
- Weak \(\psi \)-sharp minima in vector optimization problems
- The effect of deterministic noise in subgradient methods
- Modified inexact Levenberg-Marquardt methods for solving nonlinear least squares problems
- Minimum and maximum principle sufficiency for a nonsmooth variational inequality
- On a class of constrained interval-valued optimization problems governed by mechanical work cost functionals
- General convergence analysis of stochastic first-order methods for composite optimization
- Minibatch stochastic subgradient-based projection algorithms for feasibility problems with convex inequalities
- Weak sharpness and finite convergence for solutions of nonsmooth variational inequalities in Hilbert spaces
- Constrained Lipschitzian error bounds and noncritical solutions of constrained equations
- On weak sharp solutions in \((\rho , \mathbf{b}, \mathbf{d})\)-variational inequalities
- Strict directional solutions in vectorial problems: necessary optimality conditions
- Some aspects of nonsmooth variational inequalities on Hadamard manifolds
- Stochastic quasi-subgradient method for stochastic quasi-convex feasibility problems
- Convergence of inexact quasisubgradient methods with extrapolation
- Optimality conditions for robust weak sharp efficient solutions of nonsmooth uncertain multiobjective optimization problems
- On finite termination of an inexact proximal point algorithm
- Linear conditioning, weak sharpness and finite convergence for equilibrium problems
- Characterizing the solution set of convex optimization problems without convexity of constraints
- Characterization results of weak sharp solutions for split variational inequalities with application to traffic analysis
- Characterizing robust weak sharp solution sets of convex optimization problems with uncertainty
- Strong Abadie CQ, ACQ, calmness and linear regularity
- Nonconvex weak sharp minima on Riemannian manifolds
- Faster subgradient methods for functions with Hölderian growth
- Moduli of regularity and rates of convergence for Fejér monotone sequences
- Random minibatch subgradient algorithms for convex problems with functional constraints
- Some characterizations of robust solution sets for uncertain convex optimization problems with locally Lipschitz inequality constraints
- Hölder weak sharp minimizers and Hölder tilt-stability
- Smoothing SQP algorithm for semismooth equations with box constraints
- Prox-dual regularization algorithm for generalized fractional programs
- Set regularities and feasibility problems
- Proximal bundle methods based on approximate subgradients for solving Lagrangian duals of minimax fractional programs
- Gâteaux differentiability of the dual gap function of a variational inequality
- Characterization of metric regularity for \({\sigma}\)-subsmooth multifunctions
- Value functions and error bounds of trust region methods
- Unified nonlinear Lagrangian approach to duality and optimal paths
- About regularity of collections of sets
- Double-regularization proximal methods, with complementarity applications
- A note on finite termination of iterative algorithms in mathematical programming
- Isolated calmness of solution mappings in convex semi-infinite optimization
- On finite convergence of proximal point algorithms for variational inequalities
- Hoffman's least error bounds for systems of linear inequalities
- Weak sharp minima revisited. II: Application to linear regularity and error bounds
- Error bounds for eigenvalue and semidefinite matrix inequality systems
- Inexact subgradient methods for quasi-convex optimization problems
- The equivalence of three types of error bounds for weakly and approximately convex functions
- Nonsmooth rank-one matrix factorization landscape
- Finite convergence of extragradient-type methods for solving variational inequalities under weak sharp condition
- A low-rank spectral method for learning Markov models
- Ekeland's variational principle for interval-valued functions
- Error bounds and a condition number for the absolute value equations
- Convergence of the forward-backward algorithm: beyond the worst-case with the help of geometry
- Linearized proximal algorithms with adaptive stepsizes for convex composite optimization with applications
- General Hölder smooth convergence rates follow from specialized rates assuming growth bounds
- Minimum and maximum principle sufficiency properties for nonsmooth variational inequalities
- Generalized metric subregularity and regularity with respect to an admissible function
- Characterization of weakly sharp solutions of a variational inequality by its primal gap function
- Error bound and well-posedness with respect to an admissible function
- Estimates of error bounds for some sets of efficient solutions of a set-valued optimization problem
- Generalized weak sharp minima in cone-constrained convex optimization on Hadamard manifolds
- On convergence rates of linearized proximal algorithms for convex composite optimization with applications
- Weak sharpness for set-valued variational inequalities and applications to finite termination of iterative algorithms
- On the solution of stochastic optimization and variational problems in imperfect information regimes
- Some dual conditions for global weak sharp minimality of nonconvex functions
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