Search Results - subject:"Proximal method"

A perturbation framework for convex minimization and monotone inclusion problems with nonlinear compositions

Briceño-Arias, Luis M.; Combettes, Patrick L. - In: Mathematics of operations research 49 (2024) 3, pp. 1890-1914

Persistent link: https://www.econbiz.de/10015047846

Stochastic approximation proximal method of multipliers for convex stochastic programming

Zhang, Liwei; Zhang, Yule; Xiao, Xiantao; Wu, Jia - In: Mathematics of operations research 48 (2023) 1, pp. 177-193

Persistent link: https://www.econbiz.de/10014312542

Solving stochastic optimization with expectation constraints efficiently by a stochastic augmented Lagrangian-type algorithm

Zhang, Liwei; Zhang, Yule; Wu, Jia; Xiao, Xiantao - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 6, pp. 2989-3006

Persistent link: https://www.econbiz.de/10014326332

Contracting proximal methods for smooth convex optimization

Doikov, Nikita; Nesterov, Jurij Evgenʹevič - 2019

Persistent link: https://www.econbiz.de/10012215198

Proximal point method for vector optimization on Hadamard manifolds

Bento, Glaydston de C.; Ferreira, Orizon P.; Pereira, … - In: Operations research letters 46 (2018) 1, pp. 13-18

Persistent link: https://www.econbiz.de/10011807851

Nonconvex Lagrangian-based optimization : monitoring schemes and global convergence

Bolte, Jérôme; Sabach, Shoham; Teboulle, Marc - In: Mathematics of operations research 43 (2018) 4, pp. 1210-1232

Persistent link: https://www.econbiz.de/10011956982

A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization

Lu, Sha; Wei, Zengxin; Li, Lue - In: Computational Optimization and Applications 51 (2012) 2, pp. 551-573

Persistent link: https://www.econbiz.de/10010896572

Proximal methods for a class of bilevel monotone equilibrium problems

Moudafi, Abdellatif - In: Journal of Global Optimization 47 (2010) 2, pp. 287-292

Persistent link: https://www.econbiz.de/10008486614

Decomposition Approaches for Constrained Spatial Auction Market Problems

Konnov, Igor - In: Networks and Spatial Economics 9 (2009) 4, pp. 505-524

Persistent link: https://www.econbiz.de/10008458343

An inexact logarithmic-quadratic proximal augmented Lagrangian method for a class of constrained variational inequalities

Li, M.; Shao, H.; He, B. - In: Mathematical Methods of Operations Research 66 (2007) 2, pp. 183-201

The augmented Lagrangian method is attractive in constraint optimizations. When it is applied to a class of constrained variational inequalities, the sub-problem in each iteration is a nonlinear complementarity problem (NCP). By introducing a logarithmic-quadratic proximal term, the sub-NCP...

Persistent link: https://www.econbiz.de/10010950007