We provide Frank-Wolfe (= Conditional Gradients) method with a convergence analysis allowing to approach a primal-dual solution of convex optimization problem with composite objective function. Additional properties of complementary part of the objective (strong convexity) significantly...

Цель статьи заключается в разработке методического подхода к оптимизации налоговой нагрузки в системе управления банком. В статье представлено авторское...

Abstract: In this paper we describe three different algorithms, from which two (as far as we know) are new in the literature. We take both the size of the jump as the jump times as decision variables. The first (new) algorithm considers an Impulse Control problem as a (multipoint) Boundary Value...