Imagen de Portada

An Inexact Halpern Iteration with Application to Distributionally Robust Optimization

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Liang, Ling, Xu, Zusen, Toh, Kim-Chuan, Zhu, Jia-Jie
Formato:	Preprint
Publicado:	2024
Materias:	Optimization and Control Machine Learning 90C25, 90C15, 90C17
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

A Corrected Inexact Proximal Augmented Lagrangian Method with a Relative Error Criterion for a Class of Group-quadratic Regularized Optimal Transport Problems
por: Yang, Lei, et al.
Publicado: (2023)

NewVEM: A Newton Vertex Exchange Method for a Class of Constrained Self-Concordant Minimization Problems
por: Liang, Ling, et al.
Publicado: (2024)

A Sparse Smoothing Newton Method for Solving Discrete Optimal Transport Problems
por: Hou, Di, et al.
Publicado: (2023)

A squared smoothing Newton method for semidefinite programming
por: Liang, Ling, et al.
Publicado: (2023)

Halpern Acceleration of the Inexact Proximal Point Method of Rockafellar
por: Zhang, Liwei, et al.
Publicado: (2025)

Splitting Algorithms for Distributionally Robust Optimization
por: Briceño-Arias, Luis, et al.
Publicado: (2024)

A Low-rank Augmented Lagrangian Method for Polyhedral-SDP and Moment-SOS Relaxations of Polynomial Optimization
por: Hou, Di, et al.
Publicado: (2025)

Distributionally Robust Optimization over Wasserstein Balls with i.i.d. Structure
por: Kharitenko, Andrey, et al.
Publicado: (2025)

Exploring chordal sparsity in semidefinite programming with sparse plus low-rank data matrices
por: Tang, Tianyun, et al.
Publicado: (2024)

Non-Attainment of Minima in Non-Polyhedral Conic Optimization: A Robust SOCP Example
por: Nguyen, Vinh
Publicado: (2025)

Nesterov's Accelerated Jacobi-Type Methods for Large-scale Symmetric Positive Semidefinite Linear Systems
por: Liang, Ling, et al.
Publicado: (2024)

A Gauge Set Framework for Flexible Robustness Design
por: Wei, Ningji, et al.
Publicado: (2025)

Is Noisy Data a Blessing in Disguise? A Distributionally Robust Optimization Perspective
por: Hsieh, Chung-Han, et al.
Publicado: (2025)

Concave Certificates: Geometric Framework for Distributionally Robust Risk and Complexity Analysis
por: Chu, Hong T. M.
Publicado: (2026)

Stochastic Approximation with Decision-Dependent Distributions: Asymptotic Normality and Optimality
por: Cutler, Joshua, et al.
Publicado: (2022)

A Moment-SOS Hierarchy for Robust Polynomial Matrix Inequality Optimization with SOS-Convexity
por: Guo, Feng, et al.
Publicado: (2023)

Optimization over convex polyhedra via Hadamard parametrizations
por: Tang, Tianyun, et al.
Publicado: (2024)

Bias-Variance Trade-off for Clipped Stochastic First-Order Methods: From Bounded Variance to Infinite Mean
por: He, Chuan
Publicado: (2025)

Sparse Polynomial Matrix Optimization
por: Miller, Jared, et al.
Publicado: (2024)

Sparse Polynomial Optimization with Unbounded Sets
por: Huang, Lei, et al.
Publicado: (2024)

Adjustable Robust Nonlinear Network Design Without Controllable Elements under Load Scenario Uncertainties
por: Thürauf, Johannes, et al.
Publicado: (2024)

Analysis of Kernel Mirror Prox for Measure Optimization
por: Dvurechensky, Pavel, et al.
Publicado: (2024)

A Class of Accelerated Fixed-Point-Based Methods with Delayed Inexact Oracles and Its Applications
por: Nguyen-Trung, Nghia, et al.
Publicado: (2025)

A preconditioned augmented Lagrangian method for solving semidefinite programming problems
por: Tang, Tianyun, et al.
Publicado: (2026)

Chance constrained directional models in stochastic data envelopment analysis
por: Bolos, Vicente J., et al.
Publicado: (2024)

Boosted Stochastic Frank-Wolfe for Constrained Nonconvex Optimization
por: Nandhan, Navil, et al.
Publicado: (2026)

Achieving $\tilde{\mathcal{O}}(1/N)$ Optimality Gap in Restless Bandits through Gaussian Approximation
por: Yan, Chen, et al.
Publicado: (2024)

Multivariate approximation by polynomial and generalised rational functions
por: Millán, R. Díaz, et al.
Publicado: (2021)

Entropic Risk-Averse Generalized Momentum Methods
por: Can, Bugra, et al.
Publicado: (2022)

A Single-Loop Stochastic Proximal Quasi-Newton Method for Large-Scale Nonsmooth Convex Optimization
por: Song, Yongcun, et al.
Publicado: (2024)

Marginal minimization and sup-norm expansions in perturbed optimization
por: Spokoiny, Vladimir
Publicado: (2025)

Don't Look Back in Anger: Wasserstein Distributionally Robust Optimization with Nonstationary Data
por: Keehan, Dominic S. T., et al.
Publicado: (2025)

Further Development in Convex Conic Reformulation of Geometric Nonconvex Conic Optimization Problems
por: Arima, Naohiko, et al.
Publicado: (2023)

A Positive Semidefinite Safe Approximation of Multivariate Distributionally Robust Constraints Determined by Simple Functions
por: Dienstbier, J., et al.
Publicado: (2023)

HPR-QP: A dual Halpern Peaceman-Rachford method for solving large-scale convex composite quadratic programming
por: Chen, Kaihuang, et al.
Publicado: (2025)

Robust Utility Maximization with Intractable Claims under Distributional Ambiguity: A Random Distributionally Robust Optimization Approach
por: Guan, Guohui, et al.
Publicado: (2025)

Characterization of Highly Robust Solutions in Multi-Objective Programming in Banach Spaces
por: Rahimi, Morteza, et al.
Publicado: (2025)

Comparative Analysis of Two-Stage Distributionally Robust Optimization over 1-Wasserstein and 2-Wasserstein Balls
por: Byeon, Geunyeong
Publicado: (2025)

A low-rank augmented Lagrangian method for doubly nonnegative relaxations of mixed-binary quadratic programs
por: Hou, Di, et al.
Publicado: (2025)

A feasible smoothing accelerated projected gradient method for nonsmooth convex optimization
por: Nishioka, Akatsuki, et al.
Publicado: (2023)