Results 21 to 30 of about 1,360 (37)
Adaptive inexact fast augmented Lagrangian methods for constrained convex optimization [PDF]
, 2015 In this paper we analyze several inexact fast augmented Lagrangian methods for solving linearly constrained convex optimization problems. Mainly, our methods rely on the combination of excessive-gap-like smoothing technique developed in [15] and the ...
Necoara, Ion +2 more
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Uncontrolled inexact information within bundle methods
EURO Journal on Computational Optimization, 2017 We consider convex non-smooth optimization problems where additional information with uncontrolled accuracy is readily available. It is often the case when the objective function is itself the output of an optimization solver, as for large-scale energy ...
Jérôme Malick +2 more
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Correction Bounds on measures satisfying moment conditions
, 2004 The Annals of Applied Probability (2002) 12 1114 ...
Lasserre, Jean B.
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Principles of Extremum and Application to some Problems of Analysis [PDF]
, 1998 AMS subject classification: 41A17, 41A50, 49Kxx, 90C25.The aim of this paper is to demonstrate applications of a direct approach to the solution of extremal problems to some concrete problems of classical analysis, calculus of variations and ...
Tikhomirov, V.
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Well-Posedness, Conditioning and Regularization of Minimization, Inclusion and Fixed-Point Problems [PDF]
, 1998 AMS subject classification: 65K10, 49M07, 90C25, 90C48.Well-posedness, conditioning and regularization of fixed-point problems are studied in connexion with well-posedness, conditioning and Tikhonov regularization of minimization and inclusion problems ...
Lemaire, B.
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On the order of the operators in the Douglas-Rachford algorithm
, 2015 The Douglas-Rachford algorithm is a popular method for finding zeros of sums of monotone operators. By its definition, the Douglas-Rachford operator is not symmetric with respect to the order of the two operators.
Bauschke, Heinz H., Moursi, Walaa M.
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The robust isolated calmness of spectral norm regularized convex matrix optimization problems
Open MathematicsThis article aims to provide a series of characterizations of the robust isolated calmness of the Karush-Kuhn-Tucker (KKT) mapping for spectral norm regularized convex optimization problems. By establishing the variational properties of the spectral norm
Yin Ziran, Chen Xiaoyu, Zhang Jihong
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LIBOR additive model calibration to swaptions markets [PDF]
, 2008 In the current paper, we introduce a new calibration methodology for the LIBOR market model driven by LIBOR additive processes based in an inverse problem.
Colino, Jesús P. +2 more
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RIPless compressed sensing from anisotropic measurements
, 2013 Compressed sensing is the art of reconstructing a sparse vector from its inner products with respect to a small set of randomly chosen measurement vectors.
Gross, David, Kueng, Richard
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Monotone Linear Relations: Maximality and Fitzpatrick Functions [PDF]
, 2008 We analyze and characterize maximal monotonicity of linear relations (set-valued operators with linear graphs). An important tool in our study are Fitzpatrick functions.
Bauschke, Heinz H. +2 more
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