:: Library Catalog

Imagen de Portada

Guardado en:

Detalles Bibliográficos
Autores principales:	Belyak, Nikita, Oliveira, Fabricio
Formato:	Preprint
Publicado:	2023
Materias:	Optimization and Control Numerical Analysis
Acceso en línea:	https://arxiv.org/abs/2302.09872
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

A novel dual‐decomposition method for non‐convex two‐stage stochastic mixed‐integer quadratically constrained quadratic problems
por: Nikita Belyak, et al.
Publicado: (2025)

Primal-Dual algorithms for Abstract convex functions with respect to quadratic functions
por: Bednarczuk, Ewa, et al.
Publicado: (2026)

Convergence analysis for an implementable scheme to solve the linear-quadratic stochastic optimal control problem with stochastic wave equation
por: Chaudhary, Abhishek
Publicado: (2025)

Stochastic dual coordinate descent with adaptive heavy ball momentum for linearly constrained convex optimization
por: Zeng, Yun, et al.
Publicado: (2023)

From PDEs constrained optimization to controllability problems via time domain decomposition
por: Cocquet, Pierre-Henri, et al.
Publicado: (2026)

Primal-dual interior-point algorithm for linearly constrained convex optimization based on a parametric algebraic transformation
por: Kraria, Aicha, et al.
Publicado: (2024)

On the non-convexity issue in the radial Calderón problem
por: Alberti, Giovanni S., et al.
Publicado: (2025)

Adaptive projected SOR algorithms for nonnegative quadratic programming
por: Miyatake, Yuto, et al.
Publicado: (2021)

Cubic regularized subspace Newton for non-convex optimization
por: Zhao, Jim, et al.
Publicado: (2024)

On a fixed-point continuation method for a convex optimization problem
por: Fest, Jean-Baptiste, et al.
Publicado: (2022)

An accelerated gradient method with adaptive restart for convex multiobjective optimization problems
por: Luo, Hao, et al.
Publicado: (2025)

Relationships between full-space and subspace quadratic interpolation models and simplex derivatives
por: Chen, Yiwen
Publicado: (2026)

A stochastic preconditioned Douglas-Rachford splitting method for saddle-point problems
por: Dong, Yakun, et al.
Publicado: (2022)

A geodesic convexity-like structure for the polar decomposition of a square matrix
por: Alimisis, Foivos, et al.
Publicado: (2024)

Augmented Lagrangian methods for infeasible convex optimization problems and diverging proximal-point algorithms
por: Andrews, Roland, et al.
Publicado: (2025)

Nonlinear preconditioned primal-dual method for a class of structured minimax problems
por: Zhang, Lu, et al.
Publicado: (2024)

Primal-dual algorithm for weakly convex functions under sharpness conditions
por: Bednarczuk, Ewa, et al.
Publicado: (2024)

Convergence analysis of a stochastic heavy-ball method for linear ill-posed problems
por: Jin, Qinian, et al.
Publicado: (2024)

First-order methods for stochastic and finite-sum convex optimization with deterministic constraints
por: Lu, Zhaosong, et al.
Publicado: (2025)

A Primal-dual hybrid gradient method for solving optimal control problems and the corresponding Hamilton-Jacobi PDEs
por: Meng, Tingwei, et al.
Publicado: (2024)

An augmented Lagrangian trust-region method with inexact gradient evaluations to accelerate constrained optimization problems using model hyperreduction
por: Wen, Tianshu, et al.
Publicado: (2024)

Subspace power method for symmetric tensor decomposition
por: Kileel, Joe, et al.
Publicado: (2019)

IETI-based Low-Rank method for PDE-constrained optimization
por: Bünger, Alexandra, et al.
Publicado: (2024)

An optimisation-based domain-decomposition reduced order model for parameter-dependent non-stationary fluid dynamics problems
por: Prusak, Ivan, et al.
Publicado: (2023)

An iterative process for the feasibility-seeking problem with sets that are unions of convex sets
por: Censor, Yair, et al.
Publicado: (2025)

Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle
por: Huang, Zhipeng, et al.
Publicado: (2024)

A convex lifting approach for the Calderón problem
por: Alberti, Giovanni S., et al.
Publicado: (2025)

On the variational dual formulation of the Nash system and an adaptive convex gradient-flow approach to nonlinear PDEs
por: Vorotnikov, Dmitry, et al.
Publicado: (2025)

Preconditioned iterative solvers for constrained high-order implicit shock tracking methods
por: Vandergrift, Jakob, et al.
Publicado: (2024)

Numerical method for approximately optimal solutions of two-stage distributionally robust optimization with marginal constraints
por: Neufeld, Ariel, et al.
Publicado: (2022)

On the convergence of stochastic variance reduced gradient for linear inverse problems
por: Jin, Bangti, et al.
Publicado: (2025)

Rescaling and unconstrained minimisation of convex quadratic maps
por: Zverovich, Alexandra, et al.
Publicado: (2025)

Fully stochastic trust-region methods with Barzilai-Borwein steplengths
por: Bellavia, Stefania, et al.
Publicado: (2024)

An unfitted finite element method for PDE-constrained shape optimization via shape gradient flow
por: Gong, Wei, et al.
Publicado: (2026)

A multilevel stochastic regularized first-order method with application to finite sum minimization
por: Marini, Filippo, et al.
Publicado: (2024)

Probabilistic analysis of dual decomposition on two-stage stochastic integer programs
por: Dey, Santanu S., et al.
Publicado: (2026)

A single-loop SPIDER-type stochastic subgradient method for expectation-constrained nonconvex nonsmooth optimization
por: Liu, Wei, et al.
Publicado: (2025)

Reduced order method based Anderson-type acceleration method for nonlinear least square problems and large scale ill-posed problems
por: Ito, Kazufumi, et al.
Publicado: (2025)

Frank--Wolfe algorithms for piecewise star-convex functions with a nonsmooth difference-of-convex structure
por: Millán, R. Díaz, et al.
Publicado: (2023)

On joint eigen-decomposition of matrices
por: Troedsson, Erik, et al.
Publicado: (2024)