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Incremental constraint projection methods for monotone stochastic variational inequalities
Iusem, Alfredo N.; Jofré, Alejandro; Thompson, Philip - In: Mathematics of operations research 44 (2019) 1, pp. 236-263
Persistent link: https://www.econbiz.de/10012001093
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Coupling the logarithmic-quadratic proximal method and the block nonlinear Gauss-Seidel algorithm for linearly constrained convex minimization Alfred Auslender; Marc Teboulle; Sami Ben-Tiba
Auslender, Alfred; Teboulle, Marc; Ben-Tiba, Sami - In: Ill-posed variational problems and regularization …, (pp. 35-47). 1999
Persistent link: https://www.econbiz.de/10001455034
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Expected utility, penalty functions, and duality in stochastic nonlinear programming
Ben-Tal, Aharon - In: Management science : journal of the Institute for … 32 (1986) 11, pp. 1445-1466
Persistent link: https://www.econbiz.de/10001025937
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An adaptive Lagrangian-based scheme for nonconvex composite optimization
Hallak, Nadav; Teboulle, Marc - In: Mathematics of operations research 48 (2023) 4, pp. 2337-2352
Persistent link: https://www.econbiz.de/10014437829
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On discounted stochastic games with incomplete information on payoffs and a security application
Kardeş, Erim; Teboulle, Marc - In: Operations research letters 42 (2014) 1, pp. 7-11
Persistent link: https://www.econbiz.de/10010259284
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A fast dual proximal gradient algorithm for convex minimization and applications
Beck, Amir; Teboulle, Marc - In: Operations research letters 42 (2014) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10010259285
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Convex approximations to sparse PCA via Lagrangian duality
Luss, Ronny; Teboulle, Marc - In: Operations research letters 39 (2011) 1, pp. 57-61
Persistent link: https://www.econbiz.de/10008857505
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A new semidefinite programming relaxation scheme for a class of quadratic matrix problems
Beck, Amir; Drori, Yoel; Teboulle, Marc - In: Operations research letters 40 (2012) 4, pp. 298-302
Persistent link: https://www.econbiz.de/10009558921
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A simple algorithm for a class of nonsmooth convex-concave saddle-point problems
Drori, Yoel; Sabach, Shoham; Teboulle, Marc - In: Operations research letters 43 (2015) 2, pp. 209-214
Persistent link: https://www.econbiz.de/10010515775
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An old-new concept of convex risk measures : the optimized certainty equivalent
Ben-Tal, Aharon; Teboulle, Marc - In: Mathematical finance : an international journal of … 17 (2007) 3, pp. 449-476
Persistent link: https://www.econbiz.de/10003626576