Search Results - subject:"Subgradient methods"

Dual subgradient method with averaging for optimal resource allocation

Nesterov, Jurij Evgenʹevič; Shikhman, Vladimir - 2017

Persistent link: https://www.econbiz.de/10011990824

Algorithm of price adjustment for market equilibrium

NESTEROV, Yurii; SHIKHMAN, Vladimir - Center for Operations Research and Econometrics (CORE), … - 2015

In this paper, we suggest an algorithm for price adjustment towards a partial market equilibrium. Its convergence properties are crucially based on Convex Analysis. Our price adjustment corresponds to a subgradient scheme for minimizing a special nonsmooth convex function. This function is the...

Persistent link: https://www.econbiz.de/10011246328

A numerical study of applying spectral-step subgradient method for solving nonsmooth unconstrained optimization problems

Loreto, M.; Xu, Y.; Kotval, D. - In: Computers & operations research : and their … 104 (2019), pp. 90-97

Persistent link: https://www.econbiz.de/10011991202

Price convergence under a probabilistic double auction

Xu, Xiaojing; Ma, Jinpeng; Xie, Xiaoping - In: Computational economics 54 (2019) 3, pp. 1113-1155

Persistent link: https://www.econbiz.de/10012134511

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

Subgradient methods for huge-scale optimization problems

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

updating technique can be efficiently coupled with the simplest subgradient methods, the unconstrained minimization method by B …

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

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