First-order algorithms for robust optimization problems via convex-concave saddle-point Lagrangian reformulation
Fuente:
arXiv
Saved in:
| Main Authors: | Postek, Krzysztof, Shtern, Shimrit |
|---|---|
| Format: | Preprint |
| Published: |
2021
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A convex combination based primal-dual algorithm with linesearch for general convex-concave saddle point problems
by: Chang, Xiaokai, et al.
Published: (2024)
by: Chang, Xiaokai, et al.
Published: (2024)
Smooth Uncertainty Sets: Dependence of Uncertain Parameters via a Simple Polyhedral Set
by: Goldberg, Noam, et al.
Published: (2025)
by: Goldberg, Noam, et al.
Published: (2025)
Heuristics for Combinatorial Optimization via Value-based Reinforcement Learning: A Unified Framework and Analysis
by: Davidovich, Orit, et al.
Published: (2025)
by: Davidovich, Orit, et al.
Published: (2025)
Nonsmooth convex-concave saddle point problems with cardinality penalties
by: Bian, Wei, et al.
Published: (2024)
by: Bian, Wei, et al.
Published: (2024)
Augmented Lagrangian methods for infeasible convex optimization problems and diverging proximal-point algorithms
by: Andrews, Roland, et al.
Published: (2025)
by: Andrews, Roland, et al.
Published: (2025)
Exact penalty functions and global saddle points of augmented Lagrangians for well-posed constrained optimization problems
by: Dolgopolik, M. V.
Published: (2025)
by: Dolgopolik, M. V.
Published: (2025)
Robust Radiotherapy Planning with Spatially Based Uncertainty Sets
by: Goldberg, Noam, et al.
Published: (2024)
by: Goldberg, Noam, et al.
Published: (2024)
Concave tents: a new tool for constructing concave reformulations of a large class of nonconvex optimization problems
by: Gabl, Markus
Published: (2024)
by: Gabl, Markus
Published: (2024)
Gradient-free algorithm for saddle point problems under overparametrization
by: Statkevich, Ekaterina, et al.
Published: (2024)
by: Statkevich, Ekaterina, et al.
Published: (2024)
On the Convergence Rates of Iterative Regularization Algorithms for Composite Bi-Level Optimization
by: Shtern, Shimrit, et al.
Published: (2025)
by: Shtern, Shimrit, et al.
Published: (2025)
Extragradient methods with complexity guarantees for hierarchical variational inequalities
by: Dvurechensky, Pavel, et al.
Published: (2025)
by: Dvurechensky, Pavel, et al.
Published: (2025)
Tikhonov regularized inertial primal-dual dynamics for convex-concave bilinear saddle point problems
by: Sun, Xiangkai, et al.
Published: (2024)
by: Sun, Xiangkai, et al.
Published: (2024)
Machine Learning for K-adaptability in Two-stage Robust Optimization
by: Julien, Esther, et al.
Published: (2022)
by: Julien, Esther, et al.
Published: (2022)
Adaptive primal dual hybrid gradient algorithms based on average spectrum for saddle point problems
by: Xu, Shengjie, et al.
Published: (2026)
by: Xu, Shengjie, et al.
Published: (2026)
An inexact golden ratio primal-dual algorithm with linesearch step for a saddle point problem
by: Fang, Changjie, et al.
Published: (2024)
by: Fang, Changjie, et al.
Published: (2024)
Non-ergodic convergence rate of an inertial accelerated primal-dual algorithm for saddle point problems
by: He, X., et al.
Published: (2023)
by: He, X., et al.
Published: (2023)
Second-order methods for provably escaping strict saddle points in composite nonconvex and nonsmooth optimization
by: Bodard, Alexander, et al.
Published: (2025)
by: Bodard, Alexander, et al.
Published: (2025)
A conditional gradient homotopy method with applications to Semidefinite Programming
by: Dvurechensky, Pavel, et al.
Published: (2022)
by: Dvurechensky, Pavel, et al.
Published: (2022)
First-order methods almost always avoid saddle points: the case of vanishing step-sizes
by: Panageas, Ioannis, et al.
Published: (2019)
by: Panageas, Ioannis, et al.
Published: (2019)
Research on the descent direction of prediction correction algorithms for pseudo-convex/convex optimization problems
by: Li, Ting, et al.
Published: (2025)
by: Li, Ting, et al.
Published: (2025)
The large-scale charging scheduling problem for fleet batteries: Lagrangian decomposition with time-block reformulations
by: Fotedar, Sunney, et al.
Published: (2025)
by: Fotedar, Sunney, et al.
Published: (2025)
The robust isolated calmness of spectral norm regularized convex matrix optimization problems
by: Yin, Ziran, et al.
Published: (2024)
by: Yin, Ziran, et al.
Published: (2024)
A robust BFGS algorithm for unconstrained nonlinear optimization problems
by: Yang, Yaguang
Published: (2012)
by: Yang, Yaguang
Published: (2012)
Robust Losses for Decision-Focused Learning
by: Schutte, Noah, et al.
Published: (2023)
by: Schutte, Noah, et al.
Published: (2023)
Tractable reformulations of DRO problems over structured optimal transport ambiguity sets
by: Chaouach, Lotfi M., et al.
Published: (2025)
by: Chaouach, Lotfi M., et al.
Published: (2025)
Nesterov acceleration for strongly convex-strongly concave bilinear saddle point problems: discrete and continuous-time approaches
by: He, Xin, et al.
Published: (2025)
by: He, Xin, et al.
Published: (2025)
Second order optimality conditions in a new Lagrangian formulation for optimal control problems
by: Konopik, Michael, et al.
Published: (2025)
by: Konopik, Michael, et al.
Published: (2025)
Dealing with unbounded gradients in stochastic saddle-point optimization
by: Neu, Gergely, et al.
Published: (2024)
by: Neu, Gergely, et al.
Published: (2024)
First-order SDSOS-convex semi-algebraic optimization and exact SOCP relaxations
by: Yang, Chengmiao, et al.
Published: (2025)
by: Yang, Chengmiao, et al.
Published: (2025)
Stochastic variance reduced extragradient methods for solving hierarchical variational inequalities
by: Dvurechensky, Pavel, et al.
Published: (2026)
by: Dvurechensky, Pavel, et al.
Published: (2026)
Automated algorithm design for convex optimization problems with linear equality constraints
by: Ozaslan, Ibrahim K., et al.
Published: (2025)
by: Ozaslan, Ibrahim K., et al.
Published: (2025)
Avoiding strict saddle points of nonconvex regularized problems
by: Bai, Luwei, et al.
Published: (2024)
by: Bai, Luwei, et al.
Published: (2024)
Augmented Lagrangian methods for convex optimization with priority constraints via an infeasibility control framework
by: Yamakawa, Yuya, et al.
Published: (2026)
by: Yamakawa, Yuya, et al.
Published: (2026)
Proximal gradient descent on the smoothed duality gap to solve saddle point problems
by: Fercoq, Olivier
Published: (2025)
by: Fercoq, Olivier
Published: (2025)
Defining Lyapunov functions as the solution of a performance estimation saddle point problem
by: Fercoq, Olivier
Published: (2024)
by: Fercoq, Olivier
Published: (2024)
The Mirror-Prox Sliding Method for Non-smooth decentralized saddle-point problems
by: Kuruzov, Ilya, et al.
Published: (2022)
by: Kuruzov, Ilya, et al.
Published: (2022)
Online convex optimization for robust control of constrained dynamical systems
by: Nonhoff, Marko, et al.
Published: (2024)
by: Nonhoff, Marko, et al.
Published: (2024)
A reformulation-enumeration MINLP algorithm for gas network design
by: Li, Yijiang, et al.
Published: (2023)
by: Li, Yijiang, et al.
Published: (2023)
A systematic approach to general higher-order majorization-minimization algorithms for (non)convex optimization
by: Necoara, Ion, et al.
Published: (2020)
by: Necoara, Ion, et al.
Published: (2020)
Sufficient Decision Proxies for Decision-Focused Learning
by: Schutte, Noah, et al.
Published: (2025)
by: Schutte, Noah, et al.
Published: (2025)
Similar Items
-
A convex combination based primal-dual algorithm with linesearch for general convex-concave saddle point problems
by: Chang, Xiaokai, et al.
Published: (2024) -
Smooth Uncertainty Sets: Dependence of Uncertain Parameters via a Simple Polyhedral Set
by: Goldberg, Noam, et al.
Published: (2025) -
Heuristics for Combinatorial Optimization via Value-based Reinforcement Learning: A Unified Framework and Analysis
by: Davidovich, Orit, et al.
Published: (2025) -
Nonsmooth convex-concave saddle point problems with cardinality penalties
by: Bian, Wei, et al.
Published: (2024) -
Augmented Lagrangian methods for infeasible convex optimization problems and diverging proximal-point algorithms
by: Andrews, Roland, et al.
Published: (2025)