Search Results - subject:"strong convexity"

Network manipulation algorithm based on inexact alternating minimization

Müller, David; Shikhman, Vladimir - In: Computational Management Science 19 (2022) 4, pp. 627-664

convergence, but also to reduce the accumulated errors. From the mathematical perspective, this is due to the induced strong … convexity of an appropriate potential function. …

Persistent link: https://www.econbiz.de/10015192815

Network manipulation algorithm based on inexact alternating minimization

Müller-Bender, David; Shikhman, Vladimir - In: Computational management science 19 (2022) 4, pp. 627-664

Persistent link: https://www.econbiz.de/10013447496

Stability analysis of solutions to equilibrium problems and applications in economics

Tran Ngoc Tam; Nguyen Minh Hai; Bantaojai Thanatporn - In: Asian journal of economics and banking : AJEB 4 (2020) 3, pp. 121-132

precisely, under the key assumption of strong convexity, sufficient conditions for the Hölder continuity of solution maps to …

Persistent link: https://www.econbiz.de/10012515025

Optimal transport-based distributionally robust optimization : structural properties and iterative schemes

Blanchet, Jose; Murthy, Karthyek; Zhang, Fan - In: Mathematics of operations research 47 (2022) 2, pp. 1500-1529

Persistent link: https://www.econbiz.de/10013365331

High-dimensional learning under approximate sparsity with applications to nonsmooth estimation and regularized neural networks

Liu, Hongcheng; Ye, Yinyu; Lee, Hung Yi - In: Operations research 70 (2022) 6, pp. 3176-3197

Persistent link: https://www.econbiz.de/10014307657

Improving constants of strong convexity in linear stochastic programming

Claus, Matthias; Spürkel, Kai - In: Operations research letters 50 (2022) 1, pp. 76-83

Persistent link: https://www.econbiz.de/10013177170

Generalized high-dimensional trace regression via nuclear norm regularization

Fan, Jianqing; Gong, Wenyan; Zhu, Ziwei - In: Journal of econometrics 212 (2019) 1, pp. 177-202

Persistent link: https://www.econbiz.de/10012303917

Accelerated first-order methods for large-scale convex optimization : nearly optimal complexity under strong convexity

Ahookhosh, Masoud - In: Mathematical methods of operations research 89 (2019) 3, pp. 319-353

Persistent link: https://www.econbiz.de/10012035488

Strong convexity in risk-averse stochastic programs with complete recourse

Claus, Matthias; Schultz, Rüdiger; Spürkel, Kai - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 411-429

Persistent link: https://www.econbiz.de/10011922964

Finding the stationary states of Markov chains by iterative methods

NESTEROV, Yurii; NEMIROVSKI, Arkadi - Center for Operations Research and Econometrics (CORE), … - 2012

In this paper, we develop new methods for approximating dominant eigenvector of column-stochastic matrices. We analyze the Google matrix, and present an averaging scheme with linear rate of convergence in terms of 1-norm distance. For extending this convergence result onto general case, we...

Persistent link: https://www.econbiz.de/10010662657