Results 81 to 90 of about 166 (143)
A method for convex black-box integer global optimization
We study the problem of minimizing a convex function on a nonempty, finite subset of the integer lattice when the function cannot be evaluated at noninteger points.
Stefan M. Wild +3 more
core +1 more source
Optimal Designs for Discrete Choice Models Via Graph Laplacians. [PDF]
Röttger F, Kahle T, Schwabe R.
europepmc +1 more source
Variable Smoothing for Convex Optimization Problems Using Stochastic Gradients. [PDF]
Boţ RI, Böhm A.
europepmc +1 more source
Subgradient ellipsoid method for nonsmooth convex problems. [PDF]
Rodomanov A, Nesterov Y.
europepmc +1 more source
Matrix nearness problems with Bregman divergences
. This paper discusses a new class of matrix nearness problems that measure approximation error using a directed distance measure called a Bregman divergence.
Inderjit S. Dhillon, A. Tropp, Joel
core
A fast continuous time approach for non-smooth convex optimization using Tikhonov regularization technique. [PDF]
Karapetyants MA.
europepmc +1 more source
On The Generic Properties Of Convex Optimization Problems In Conic Form
We prove that strict complementarity, primal and dual nondegeneracy of optimal solutions of convex optimization problems in conic form are generic properties.
Levent Tunçel, Gábor Pataki
core
A first order method for linear programming parameterized by circuit imbalance. [PDF]
Cole R, Hertrich C, Tao Y, Végh LA.
europepmc +1 more source
Self-Scaled Cones and Interior-Point Methods in Nonlinear Programming
: This paper provides a theoretical foundation for efficient interior-point algorithms for nonlinear programming problems expressed in conic form, when the cone and its associated barrier are self-scaled.
M.J. Todd, Yu.E. Nesterov
core
This paper proposes a framework for solving large-scale nuclear norm regularized least squares (NNRLS) problems based on the block Paige-Saunders bidiagonalization (PSB) process.
Bo Feng
core +1 more source

