A novel dual-decomposition method for non-convex two-stage stochastic mixed-integer quadratically constrained quadratic problems
Fuente:
arXiv
Saved in:
| Main Authors: | Belyak, Nikita, Oliveira, Fabricio |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A novel dual‐decomposition method for non‐convex two‐stage stochastic mixed‐integer quadratically constrained quadratic problems
by: Nikita Belyak, et al.
Published: (2025)
by: Nikita Belyak, et al.
Published: (2025)
Primal-Dual algorithms for Abstract convex functions with respect to quadratic functions
by: Bednarczuk, Ewa, et al.
Published: (2026)
by: Bednarczuk, Ewa, et al.
Published: (2026)
Convergence analysis for an implementable scheme to solve the linear-quadratic stochastic optimal control problem with stochastic wave equation
by: Chaudhary, Abhishek
Published: (2025)
by: Chaudhary, Abhishek
Published: (2025)
Stochastic dual coordinate descent with adaptive heavy ball momentum for linearly constrained convex optimization
by: Zeng, Yun, et al.
Published: (2023)
by: Zeng, Yun, et al.
Published: (2023)
From PDEs constrained optimization to controllability problems via time domain decomposition
by: Cocquet, Pierre-Henri, et al.
Published: (2026)
by: Cocquet, Pierre-Henri, et al.
Published: (2026)
Primal-dual interior-point algorithm for linearly constrained convex optimization based on a parametric algebraic transformation
by: Kraria, Aicha, et al.
Published: (2024)
by: Kraria, Aicha, et al.
Published: (2024)
Adaptive projected SOR algorithms for nonnegative quadratic programming
by: Miyatake, Yuto, et al.
Published: (2021)
by: Miyatake, Yuto, et al.
Published: (2021)
On the non-convexity issue in the radial Calderón problem
by: Alberti, Giovanni S., et al.
Published: (2025)
by: Alberti, Giovanni S., et al.
Published: (2025)
On a fixed-point continuation method for a convex optimization problem
by: Fest, Jean-Baptiste, et al.
Published: (2022)
by: Fest, Jean-Baptiste, et al.
Published: (2022)
An accelerated gradient method with adaptive restart for convex multiobjective optimization problems
by: Luo, Hao, et al.
Published: (2025)
by: Luo, Hao, et al.
Published: (2025)
Cubic regularized subspace Newton for non-convex optimization
by: Zhao, Jim, et al.
Published: (2024)
by: Zhao, Jim, et al.
Published: (2024)
Relationships between full-space and subspace quadratic interpolation models and simplex derivatives
by: Chen, Yiwen
Published: (2026)
by: Chen, Yiwen
Published: (2026)
A stochastic preconditioned Douglas-Rachford splitting method for saddle-point problems
by: Dong, Yakun, et al.
Published: (2022)
by: Dong, Yakun, et al.
Published: (2022)
A geodesic convexity-like structure for the polar decomposition of a square matrix
by: Alimisis, Foivos, et al.
Published: (2024)
by: Alimisis, Foivos, 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)
Nonlinear preconditioned primal-dual method for a class of structured minimax problems
by: Zhang, Lu, et al.
Published: (2024)
by: Zhang, Lu, et al.
Published: (2024)
Primal-dual algorithm for weakly convex functions under sharpness conditions
by: Bednarczuk, Ewa, et al.
Published: (2024)
by: Bednarczuk, Ewa, et al.
Published: (2024)
Convergence analysis of a stochastic heavy-ball method for linear ill-posed problems
by: Jin, Qinian, et al.
Published: (2024)
by: Jin, Qinian, et al.
Published: (2024)
A Primal-dual hybrid gradient method for solving optimal control problems and the corresponding Hamilton-Jacobi PDEs
by: Meng, Tingwei, et al.
Published: (2024)
by: Meng, Tingwei, et al.
Published: (2024)
An augmented Lagrangian trust-region method with inexact gradient evaluations to accelerate constrained optimization problems using model hyperreduction
by: Wen, Tianshu, et al.
Published: (2024)
by: Wen, Tianshu, et al.
Published: (2024)
Subspace power method for symmetric tensor decomposition
by: Kileel, Joe, et al.
Published: (2019)
by: Kileel, Joe, et al.
Published: (2019)
First-order methods for stochastic and finite-sum convex optimization with deterministic constraints
by: Lu, Zhaosong, et al.
Published: (2025)
by: Lu, Zhaosong, et al.
Published: (2025)
IETI-based Low-Rank method for PDE-constrained optimization
by: Bünger, Alexandra, et al.
Published: (2024)
by: Bünger, Alexandra, et al.
Published: (2024)
An iterative process for the feasibility-seeking problem with sets that are unions of convex sets
by: Censor, Yair, et al.
Published: (2025)
by: Censor, Yair, et al.
Published: (2025)
An optimisation-based domain-decomposition reduced order model for parameter-dependent non-stationary fluid dynamics problems
by: Prusak, Ivan, et al.
Published: (2023)
by: Prusak, Ivan, et al.
Published: (2023)
Preconditioned iterative solvers for constrained high-order implicit shock tracking methods
by: Vandergrift, Jakob, et al.
Published: (2024)
by: Vandergrift, Jakob, et al.
Published: (2024)
On the convergence of stochastic variance reduced gradient for linear inverse problems
by: Jin, Bangti, et al.
Published: (2025)
by: Jin, Bangti, et al.
Published: (2025)
On the variational dual formulation of the Nash system and an adaptive convex gradient-flow approach to nonlinear PDEs
by: Vorotnikov, Dmitry, et al.
Published: (2025)
by: Vorotnikov, Dmitry, et al.
Published: (2025)
Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle
by: Huang, Zhipeng, et al.
Published: (2024)
by: Huang, Zhipeng, et al.
Published: (2024)
Numerical method for approximately optimal solutions of two-stage distributionally robust optimization with marginal constraints
by: Neufeld, Ariel, et al.
Published: (2022)
by: Neufeld, Ariel, et al.
Published: (2022)
Probabilistic analysis of dual decomposition on two-stage stochastic integer programs
by: Dey, Santanu S., et al.
Published: (2026)
by: Dey, Santanu S., et al.
Published: (2026)
Fully stochastic trust-region methods with Barzilai-Borwein steplengths
by: Bellavia, Stefania, et al.
Published: (2024)
by: Bellavia, Stefania, et al.
Published: (2024)
An unfitted finite element method for PDE-constrained shape optimization via shape gradient flow
by: Gong, Wei, et al.
Published: (2026)
by: Gong, Wei, et al.
Published: (2026)
A convex lifting approach for the Calderón problem
by: Alberti, Giovanni S., et al.
Published: (2025)
by: Alberti, Giovanni S., et al.
Published: (2025)
A multilevel stochastic regularized first-order method with application to finite sum minimization
by: Marini, Filippo, et al.
Published: (2024)
by: Marini, Filippo, et al.
Published: (2024)
Reduced order method based Anderson-type acceleration method for nonlinear least square problems and large scale ill-posed problems
by: Ito, Kazufumi, et al.
Published: (2025)
by: Ito, Kazufumi, et al.
Published: (2025)
Frank--Wolfe algorithms for piecewise star-convex functions with a nonsmooth difference-of-convex structure
by: Millán, R. Díaz, et al.
Published: (2023)
by: Millán, R. Díaz, et al.
Published: (2023)
A multigrid solver for PDE-constrained optimization with uncertain inputs
by: Ciaramella, Gabriele, et al.
Published: (2023)
by: Ciaramella, Gabriele, et al.
Published: (2023)
On joint eigen-decomposition of matrices
by: Troedsson, Erik, et al.
Published: (2024)
by: Troedsson, Erik, et al.
Published: (2024)
Particle method for a nonlinear multimarginal optimal transport problem
by: Cances, Adrien, et al.
Published: (2026)
by: Cances, Adrien, et al.
Published: (2026)
Similar Items
-
A novel dual‐decomposition method for non‐convex two‐stage stochastic mixed‐integer quadratically constrained quadratic problems
by: Nikita Belyak, et al.
Published: (2025) -
Primal-Dual algorithms for Abstract convex functions with respect to quadratic functions
by: Bednarczuk, Ewa, et al.
Published: (2026) -
Convergence analysis for an implementable scheme to solve the linear-quadratic stochastic optimal control problem with stochastic wave equation
by: Chaudhary, Abhishek
Published: (2025) -
Stochastic dual coordinate descent with adaptive heavy ball momentum for linearly constrained convex optimization
by: Zeng, Yun, et al.
Published: (2023) -
From PDEs constrained optimization to controllability problems via time domain decomposition
by: Cocquet, Pierre-Henri, et al.
Published: (2026)