T. Chu Projected pseudo-transient continuation
, 2007 . We propose and analyze a pseudo-transient continuation algorithm for dynamics on subsets of R N. Examples include certain flows on manifolds and the dynamic formulation of bound-constrained optimization problems.
Liqun Qi +5 more
core
Versions of Ekeland’s variational principle involving set perturbations
We consider Ekeland’s variational principle for multivalued maps. Instead of dealing with directional perturbations in a direction of the positive cone of the image space, we perturb the map under question by a convex subset of the positive cone to get ...
Dinh Quy, Phan Khanh
core +1 more source
A fast continuous time approach with time scaling for nonsmooth convex optimization. [PDF]
Adv Contin Discret Model, 2022 Boţ RI, Karapetyants MA.
europepmc +1 more source
Case of Non-paramonotone Operators ∗
, 2008 For variational inequalities characterizing saddle points of Lagragians associated with convex programming problems in Hilbert spaces, the convergence of an interior proximal method based on Bregman distance functionals is studied.
Variational Inequalities +2 more
core
A Simplified Convex Optimization Model for Image Restoration with Multiplicative Noise. [PDF]
J Imaging, 2023 Che H, Tang Y.
europepmc +1 more source
The efficient computation of sparse Jacobian matrices using automatic differentiation [PDF]
, 1995 This paper is concerned with the efficient computation of sparse Jacobian matrices of nonlinear vector maps using automatic differentiation (AD). Specifically, we propose the use of a graph coloring technique, bi-coloring, to exploit the sparsity of the ...
Thomas Coleman +3 more
core
Variational inequalities and the pricing of American options
, 1989 This paper is devoted to the derivation of some regularity properties of pricing functions for American options and to the discussion of numerical methods, based on the Bensoussan-Lions methods of variational inequalities.
Bernard Lapeyre +5 more
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A class of gradient unconstrained minimization algorithms with adaptive stepsize
, 2000 In this paper the development, convergence theory and numerical testing of a class of gradient unconstrained minimization algorithms with adaptive stepsize are presented.
Lambrinos, JN +3 more
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Solving Two-stage Quadratic Multiobjective Problems via Optimality and Relaxations [PDF]
Mathematics Subject Classification: 49K99; 65K10; 90C29; 90C46.This paper focuses on the study of robust two-stage quadratic multiobjective optimization problems.
Eberhard, A +4 more
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Time Rescaling of a Primal-Dual Dynamical System with Asymptotically Vanishing Damping. [PDF]
Appl Math Optim, 2023 Hulett DA, Nguyen DK.
europepmc +1 more source