Search Results - subject:"Descent methods"

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A general class of relative optimization problems

Konnov, Igor V. - In: Mathematical methods of operations research : ZOR 93 (2021) 3, pp. 501-520

Persistent link: https://www.econbiz.de/10012589462

Efficiency of accelerated coordinate descent method on structured optimization problems

Nesterov, Jurij Evgenʹevič; Stich, Sebastian U. - 2016

Persistent link: https://www.econbiz.de/10011581865

Merit functions : a bridge between optimization and equilibria

Pappalardo, Massimo; Mastroeni, Giandomenico; … - In: 4OR : a quarterly journal of operations research 12 (2014) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10010339188

On the convergence of inexact block coordinate descent methods for constrained optimization

Cassioli, A.; Di Lorenzo, D.; Sciandrone, M. - In: European Journal of Operational Research 231 (2013) 2, pp. 274-281

coordinate descent methods (possibly combined with column generation strategies). We define a general decomposition framework …

Persistent link: https://www.econbiz.de/10010682477

A comparison of feasible direction methods for the stochastic transportation problem

Daneva, Maria; Larsson, Torbjörn; Patriksson, Michael; … - In: Computational Optimization and Applications 46 (2010) 3, pp. 451-466

Persistent link: https://www.econbiz.de/10008456200

A statistical view of iterative methods for linear inverse problems

Fermín, Ana; Ludeña, C. - In: TEST: An Official Journal of the Spanish Society of … 17 (2008) 2, pp. 381-400

Persistent link: https://www.econbiz.de/10005184348

A feasible descent algorithm for solving variational inequality problems

Han, Deren; Lo, Hong K. - In: Computational Statistics 58 (2003) 2, pp. 259-269

In this paper, for solving variational inequality problems (VIPs) we propose a feasible descent algorithm via minimizing the regularized gap function of Fukushima. Under the condition that the underlying mapping of VIP is strongly monotone, the algorithm is globally convergent for any...

Persistent link: https://www.econbiz.de/10010847727

A feasible descent algorithm for solving variational inequality problems

Han, Deren; Lo, Hong K. - In: Mathematical Methods of Operations Research 58 (2003) 2, pp. 259-269

Persistent link: https://www.econbiz.de/10010950137