Search Results - subject:"subgradient"

Strong convergent inertial two-subgradient extragradient method for finding minimum-norm solutions of variational inequality problems

Alakoya, Timilehin Opeyemi; Mewomo, Oluwatosin - In: Networks and spatial economics : a journal of … 24 (2024) 2, pp. 425-459

Persistent link: https://www.econbiz.de/10015126925

Subgradient sampling for nonsmooth nonconvex minimization

Bolte, Jérôme; Le, Tam; Pauwels, Edouard - 2022

Persistent link: https://www.econbiz.de/10012888151

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

properties are crucially based on Convex Analysis. Our price adjustment corresponds to a subgradient scheme for minimizing a …

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

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

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

Lagrangean decomposition for large-scale two-stage stochastic mixed 0-1 problems

Escudero Bueno, Laureano F.; Martín, Garín; Araceli, … - Departamento de Economía Aplicada III (Econometría y … - 2010

Subgradient method, the Volume algorithm, the Progressive Hedging algorithm and the Dynamic Constrained Cutting Plane scheme. We …

Persistent link: https://www.econbiz.de/10008460992

Barrier subgradient method

NESTEROV, Y. - Center for Operations Research and Econometrics (CORE), … - 2008

In this paper we develop a new primal-dual subgradient method for nonsmooth convex optimization problems. This scheme …

Persistent link: https://www.econbiz.de/10005065359

Computing Normalized Equilibria in Convex-Concave Games

Flam, Sjur; Ruszczynski, A. - 2006

This paper considers a fairly large class of noncooperative games in which strategies are jointly constrained. When what is called the Ky Fan or Nikaido-Isoda function is convex-concave, selected Nash equilibria correspond to diagonal saddle points of that function. This feature is exploited to...

Persistent link: https://www.econbiz.de/10013208501

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