Saved in:
| Main Authors: | Choi, Jaeseok, Deo, Anand, Lagoa, Constantino, Subramanyam, Anirudh |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2603.17344 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Reduced Sample Complexity in Scenario-Based Control System Design via Constraint Scaling
by: Choi, Jaeseok, et al.
Published: (2024)
by: Choi, Jaeseok, et al.
Published: (2024)
Stochastic Approach for Price Optimization Problems with Decision-dependent Uncertainty
by: Hikima, Yuya, et al.
Published: (2023)
by: Hikima, Yuya, et al.
Published: (2023)
Sample Average Approximation for Stochastic Programming with Equality Constraints
by: Lew, Thomas, et al.
Published: (2022)
by: Lew, Thomas, et al.
Published: (2022)
Boosted Stochastic Frank-Wolfe for Constrained Nonconvex Optimization
by: Nandhan, Navil, et al.
Published: (2026)
by: Nandhan, Navil, et al.
Published: (2026)
A Regression-Based Prediction-Correction Method for Stochastic Time-Varying Optimization Problems
by: Kamijima, Tomoya, et al.
Published: (2025)
by: Kamijima, Tomoya, et al.
Published: (2025)
Randomized quasi-Monte Carlo methods for risk-averse stochastic optimization
by: Melnikov, Olena, et al.
Published: (2024)
by: Melnikov, Olena, et al.
Published: (2024)
A Single-Loop Stochastic Proximal Quasi-Newton Method for Large-Scale Nonsmooth Convex Optimization
by: Song, Yongcun, et al.
Published: (2024)
by: Song, Yongcun, et al.
Published: (2024)
A Particle Algorithm for Mean-Field Variational Inference
by: Du, Qiang, et al.
Published: (2024)
by: Du, Qiang, et al.
Published: (2024)
MoSSP: A Momentum-Based Single-Loop Stochastic Penalty Method for Nonconvex Constrained DC-Regularized Optimization
by: Li, Luxuan, et al.
Published: (2026)
by: Li, Luxuan, et al.
Published: (2026)
Large-Scale Minimization of the Pseudospectral Abscissa
by: Aliyev, Nicat, et al.
Published: (2022)
by: Aliyev, Nicat, et al.
Published: (2022)
A Two Stepsize SQP Method for Nonlinear Equality Constrained Stochastic Optimization
by: O'Neill, Michael J.
Published: (2024)
by: O'Neill, Michael J.
Published: (2024)
A simulation-optimization approach for fractional, profitability-oriented inventory control under service-level type constraints
by: Sun, Tianxiao, et al.
Published: (2026)
by: Sun, Tianxiao, et al.
Published: (2026)
Max-Min Bilinear Completely Positive Programs: A Semidefinite Relaxation with Tightness Guarantees
by: Gao, Sarah Yini, et al.
Published: (2026)
by: Gao, Sarah Yini, et al.
Published: (2026)
A Sequential Quadratic Programming Method for Optimization with Stochastic Objective Functions, Deterministic Inequality Constraints and Robust Subproblems
by: Qiu, Songqiang, et al.
Published: (2023)
by: Qiu, Songqiang, et al.
Published: (2023)
Multi-Iteration Stochastic Optimizers
by: Carlon, Andre, et al.
Published: (2020)
by: Carlon, Andre, et al.
Published: (2020)
Exploiting Parallelism in a QPALM-based Solver for Optimal Control
by: Pas, Pieter, et al.
Published: (2026)
by: Pas, Pieter, et al.
Published: (2026)
Cyqlone: A Parallel, High-Performance Linear Solver for Optimal Control
by: Pas, Pieter, et al.
Published: (2025)
by: Pas, Pieter, et al.
Published: (2025)
Useful Compact Representations for Data-Fitting
by: Brust, Johannes J.
Published: (2024)
by: Brust, Johannes J.
Published: (2024)
An investigation of stochastic trust-region based algorithms for finite-sum minimization
by: Bellavia, Stefania, et al.
Published: (2024)
by: Bellavia, Stefania, et al.
Published: (2024)
Stochastic Block Bregman Projection with Polyak-like Stepsize for Possibly Inconsistent Convex Feasibility Problems
by: Zhang, Lu, et al.
Published: (2026)
by: Zhang, Lu, et al.
Published: (2026)
Inexact Restoration via random models for unconstrained noisy optimization
by: Morini, Benedetta, et al.
Published: (2024)
by: Morini, Benedetta, et al.
Published: (2024)
A Theory of the NEPv Approach for Optimization On the Stiefel Manifold
by: Li, Ren-Cang
Published: (2023)
by: Li, Ren-Cang
Published: (2023)
An Algebraically Converging Stochastic Gradient Descent Algorithm for Global Optimization
by: Engquist, Björn, et al.
Published: (2022)
by: Engquist, Björn, et al.
Published: (2022)
Optimization on product manifolds under a preconditioned metric
by: Gao, Bin, et al.
Published: (2023)
by: Gao, Bin, et al.
Published: (2023)
Splitting Algorithms for Distributionally Robust Optimization
by: Briceño-Arias, Luis, et al.
Published: (2024)
by: Briceño-Arias, Luis, et al.
Published: (2024)
Oracle complexities of augmented Lagrangian methods for nonsmooth manifold optimization
by: Deng, Kangkang, et al.
Published: (2024)
by: Deng, Kangkang, et al.
Published: (2024)
A Proximal-Gradient Method for Constrained Optimization
by: Dai, Yutong, et al.
Published: (2024)
by: Dai, Yutong, et al.
Published: (2024)
Bregman Stochastic Proximal Point Algorithm with Variance Reduction
by: Traoré, Cheik, et al.
Published: (2025)
by: Traoré, Cheik, et al.
Published: (2025)
A stochastic use of the Kurdyka-Lojasiewicz property: Investigation of optimization algorithms behaviours in a non-convex differentiable framework
by: Fest, Jean-Baptiste, et al.
Published: (2023)
by: Fest, Jean-Baptiste, et al.
Published: (2023)
Stochastic optimization over proximally smooth sets
by: Davis, Damek, et al.
Published: (2020)
by: Davis, Damek, et al.
Published: (2020)
A Massively Parallel Interior-Point Method for Arrowhead Linear Programs with Local Linking Structure
by: Kempke, Nils-Christian, et al.
Published: (2024)
by: Kempke, Nils-Christian, et al.
Published: (2024)
General Optimal Step-size for ADMM-type Algorithms: Domain Parametrization and Optimal Rates
by: Ran, Yifan
Published: (2023)
by: Ran, Yifan
Published: (2023)
BISTRO -- A Bi-Fidelity Stochastic Gradient Framework using Trust-Regions for Optimization Under Uncertainty
by: Dixon, Thomas O., et al.
Published: (2025)
by: Dixon, Thomas O., et al.
Published: (2025)
Criticality measure-based error estimates for infinite dimensional optimization
by: Li, Danlin, et al.
Published: (2024)
by: Li, Danlin, et al.
Published: (2024)
Consistency of sample-based stationary points for infinite-dimensional stochastic optimization
by: Milz, Johannes
Published: (2023)
by: Milz, Johannes
Published: (2023)
ASPEN: An Additional Sampling Penalty Method for Finite-Sum Optimization Problems with Nonlinear Equality Constraints
by: Krejić, Nataša, et al.
Published: (2025)
by: Krejić, Nataša, et al.
Published: (2025)
Asymptotic behaviour of stochastic inertial dynamics incorporating a Tikhonov regularization term
by: Schindler, Chiara
Published: (2025)
by: Schindler, Chiara
Published: (2025)
A Cubic Regularization Method for Multiobjective Optimization
by: Gonçalves, Douglas S., et al.
Published: (2025)
by: Gonçalves, Douglas S., et al.
Published: (2025)
Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization
by: Carlon, Andre, et al.
Published: (2022)
by: Carlon, Andre, et al.
Published: (2022)
A Representation Optimization Dichotomy, Lie-Algebraic Policy Optimization
by: KC, Sooraj, et al.
Published: (2026)
by: KC, Sooraj, et al.
Published: (2026)
Similar Items
-
Reduced Sample Complexity in Scenario-Based Control System Design via Constraint Scaling
by: Choi, Jaeseok, et al.
Published: (2024) -
Stochastic Approach for Price Optimization Problems with Decision-dependent Uncertainty
by: Hikima, Yuya, et al.
Published: (2023) -
Sample Average Approximation for Stochastic Programming with Equality Constraints
by: Lew, Thomas, et al.
Published: (2022) -
Boosted Stochastic Frank-Wolfe for Constrained Nonconvex Optimization
by: Nandhan, Navil, et al.
Published: (2026) -
A Regression-Based Prediction-Correction Method for Stochastic Time-Varying Optimization Problems
by: Kamijima, Tomoya, et al.
Published: (2025)