Search Results - subject:"primal-dual methods"

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

Adaptive coordinate sampling for stochastic primal-dual optimization

Liu, Huikang; Wang, Xiaolu; So, Anthony Man-Cho - In: International transactions in operational research : a … 29 (2022) 1, pp. 24-47

Persistent link: https://www.econbiz.de/10012630720

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 the first ones, for which the whole sequence of test points is endowed with the worst-case performance guarantees. The new methods are derived from a relaxed estimating...

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

Local path-following property of inexact interior methods in nonlinear programming

Armand, Paul; Benoist, Joël; Dussault, Jean-Pierre - In: Computational Optimization and Applications 52 (2012) 1, pp. 209-238

Persistent link: https://www.econbiz.de/10010998355

A primal-dual augmented Lagrangian

Gill, Philip; Robinson, Daniel - In: Computational Optimization and Applications 51 (2012) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10010539370