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Expected utility, penalty functions, and duality in stochastic nonlinear programming
Ben-Tal, Aharon - In: Management science : journal of the Institute for … 32 (1986) 11, pp. 1445-1466
Persistent link: https://www.econbiz.de/10001025937
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A non-Euclidean gradient descent method with sketching for unconstrained matrix minimization
Hallak, Nadav; Teboulle, Marc - In: Operations research letters 47 (2019) 5, pp. 421-426
Persistent link: https://www.econbiz.de/10012110606
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A simple algorithm for a class of nonsmooth convex-concave saddle-point problems
Drori, Yoel; Sabach, Shoham; Teboulle, Marc - In: Operations research letters 43 (2015) 2, pp. 209-214
Persistent link: https://www.econbiz.de/10010515775
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A descent lemma beyond Lipschitz gradient continuity : first-order methods revisited and applications
Bauschke, Heinz H.; Bolte, Jérôme; Teboulle, Marc - In: Mathematics of operations research 42 (2017) 2, pp. 330-348
Persistent link: https://www.econbiz.de/10011684408
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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
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On the rate of convergence of the proximal alternating linearized minimization algorithm for convex problems
Shefi, Ron; Teboulle, Marc - In: EURO journal on computational optimization 4 (2016) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10011492501
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A new semidefinite programming relaxation scheme for a class of quadratic matrix problems
Beck, Amir; Drori, Yoel; Teboulle, Marc - In: Operations research letters 40 (2012) 4, pp. 298-302
Persistent link: https://www.econbiz.de/10009558921
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Convex approximations to sparse PCA via Lagrangian duality
Luss, Ronny; Teboulle, Marc - In: Operations research letters 39 (2011) 1, pp. 57-61
Persistent link: https://www.econbiz.de/10008857505
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A fast dual proximal gradient algorithm for convex minimization and applications
Beck, Amir; Teboulle, Marc - In: Operations research letters 42 (2014) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10010259285
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An adaptive Lagrangian-based scheme for nonconvex composite optimization
Hallak, Nadav; Teboulle, Marc - In: Mathematics of operations research 48 (2023) 4, pp. 2337-2352
Persistent link: https://www.econbiz.de/10014437829