Search Results - subject:"primal-dual"

A regularized interior point method for sparse optimal transport on graphs

Cipolla, S.; Gondzio, Jacek; Zanetti, F. - In: European journal of operational research : EJOR 319 (2024) 2, pp. 413-426

Persistent link: https://www.econbiz.de/10015084225

On a primal-dual Newton proximal method for convex quadratic programs

De Marchi, Alberto - In: Computational Optimization and Applications 81 (2022) 2, pp. 369-395

This paper introduces QPDO, a primal-dual method for convex quadratic programs which builds upon and weaves together … stable method, and we interpret the proximal operator as the unconstrained minimization of the primal-dual proximal augmented …

Persistent link: https://www.econbiz.de/10015110227

Accelerated stochastic algorithms for convex-concave saddle-point problems

Zhao, Renbo - In: Mathematics of operations research 47 (2022) 2, pp. 1443-1473

Persistent link: https://www.econbiz.de/10013365319

Policy with guaranteed risk-adjusted performance for multistage stochastic linear problems

Merabet, Lucas; Costa, Bernardo Freitas Paulo da; … - In: Computational management science 21 (2024) 2, pp. 1-25

Persistent link: https://www.econbiz.de/10015195792

P-facility capacitated location problem with customer-equilibrium decisions : a recreational case study in Mazandaran province

Zaferanieh, Mehdi; Sadra, Mahmood; Basirat, Toktam - 2024

Persistent link: https://www.econbiz.de/10015371114

A first-order primal-dual method for nonconvex constrained optimization based on the augmented Lagrangian

Zhu, Daoli; Zhao, Lei; Zhang, Shuzhong - In: Mathematics of operations research 49 (2024) 1, pp. 125-150

Persistent link: https://www.econbiz.de/10014527298

A primal-dual smoothing framework for max-structured non-convex optimization

Zhao, Renbo - In: Mathematics of operations research 49 (2024) 3, pp. 1535-1565

Persistent link: https://www.econbiz.de/10015047730

Faster algorithm and sharper analysis for constrained Markov decision process

Li, Tianjiao; Guan, Ziwei; Zou, Shaofeng; Xu, Tengyu; … - In: Operations research letters : a journal of INFORMS … 54 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10015049291

P -facility capacitated location problem with customer-equilibrium decisions: a recreational case study in Mazandaran province

Zaferanieh, Mehdi; Sadra, Mahmood; Basirat, Toktam - In: Journal of Modelling in Management 19 (2024) 6, pp. 1883-1906

Purpose This paper aims to propose a bi-level mixed integer linear location-allocation problem. The upper-level objective function is dedicated to minimizing the total distances covered by customers to meet the p -selected facilities and the fixed cost values for establishing these facilities....

Persistent link: https://www.econbiz.de/10015351512

A new Lagrangian-based first-order method for nonconvex constrained optimization

Kim, Jong Gwang - In: Operations research letters 51 (2023) 3, pp. 357-363

Persistent link: https://www.econbiz.de/10014374986

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