Search Results - subject:"Subgradient"

Convergent subgradient methods for nonsmooth convex minimization

NESTEROV, Yu.; SHIKHMAN, Vladimir - Center for Operations Research and Econometrics (CORE), … - 2014

In this paper, we develop new subgradient methods for solving nonsmooth convex optimization problems. These methods are …

Persistent link: https://www.econbiz.de/10010927696

Dual subgradient method with averaging for optimal resource allocation

Nesterov, Jurij Evgenʹevič; Shikhman, Vladimir - In: European journal of operational research : EJOR 270 (2018) 3, pp. 907-916

Persistent link: https://www.econbiz.de/10011882650

Solving structured nonsmooth convex optimization with complexity O(ε−1/2)

Ahookhosh, Masoud; Neumaier, Arnold - In: Top : transactions in operations research 26 (2018) 1, pp. 110-145

Persistent link: https://www.econbiz.de/10011844140

The noncooperative transportation problem and linear generalized Nash games

Stein, Oliver; Sudermann-Merx, Nathan Georg - In: European journal of operational research : EJOR 266 (2018) 2, pp. 543-553

Persistent link: https://www.econbiz.de/10011811810

Scenario Cluster Lagrangian Decomposition in two stage stochastic mixed 0-1 optimization

Escudero Bueno, Laureano F.; Unzueta Inchaurbe, Aitziber; … - Departamento de Economía Aplicada III (Econometría y … - 2012

compare the computational performance of the four Lagrange multiplier updating procedures, namely the Subgradient Method, the …

Persistent link: https://www.econbiz.de/10011183181

Subgradient methods for huge-scale optimization problems

NESTEROV, Yu. - Center for Operations Research and Econometrics (CORE), … - 2012

suggest a very efficient implementation of subgradient iterations, which total cost depends logarithmically in the dimension … updating technique can be efficiently coupled with the simplest subgradient methods, the unconstrained minimization method by B …

Persistent link: https://www.econbiz.de/10010610488

Using a Conic Bundle method to accelerate both phases of a quadratic convex reformulation

Billionnet, Alain; Elloumi, Sourour; Lambert, Amélie; … - In: INFORMS journal on computing : JOC 29 (2017) 2, pp. 318-331

Persistent link: https://www.econbiz.de/10011691204

Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization

Escudero, Laureano F.; Garín, María Araceli; Unzueta … - In: Computers & operations research : and their … 85 (2017), pp. 154-171

Persistent link: https://www.econbiz.de/10011713905

An optimal subgradient algorithm for large-scale bound-constrained convex optimzation

Ahookhosh, Masoud; Neumaier, Arnold - In: Mathematical methods of operations research 86 (2017) 1, pp. 123-147

Persistent link: https://www.econbiz.de/10011714390

Convergence of Markovian price processes in a financial market transaction model

Xu, Xiaojing; Ma, Jingpeng; Xie, Xiaoping - In: Operational research : an international journal 17 (2017) 1, pp. 239-273

Persistent link: https://www.econbiz.de/10011736336

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