The following pages link to (Q4830373):
Displaying 50 items.
- A dual gradient-projection algorithm for model predictive control in fixed-point arithmetic (Q1689378) (← links)
- Negativity bounds for Weyl-Heisenberg quasiprobability representations (Q1698303) (← links)
- Data-driven robust optimization (Q1702776) (← links)
- Consistency of logistic classifier in abstract Hilbert spaces (Q1711588) (← links)
- Minimax robust optimal estimation fusion for distributed multisensor systems with a relative entropy uncertainty (Q1719370) (← links)
- The split feasibility problem and its solution algorithm (Q1720866) (← links)
- Total variation image restoration method based on subspace optimization (Q1721308) (← links)
- Deterministic global optimization with artificial neural networks embedded (Q1730780) (← links)
- Nonparametric shape-restricted regression (Q1730903) (← links)
- Risk-averse model predictive control (Q1737648) (← links)
- Initialization-free privacy-guaranteed distributed algorithm for economic dispatch problem (Q1737781) (← links)
- Proximal point method for a special class of nonconvex multiobjective optimization functions (Q1744628) (← links)
- Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints (Q1752159) (← links)
- Lyapunov-type least-squares problems over symmetric cones (Q1758453) (← links)
- Templates for convex cone problems with applications to sparse signal recovery (Q1762456) (← links)
- Convex envelopes for edge-concave functions (Q1780948) (← links)
- Using generalized cross validation to select regularization parameter for total variation regularization problems (Q1785029) (← links)
- A power penalty method for second-order cone linear complementarity problems (Q1785626) (← links)
- Image restoration with a high-order total variation minimization method (Q1789553) (← links)
- Feature scaling via second-order cone programming (Q1793515) (← links)
- Toward fast transform learning (Q1799980) (← links)
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs (Q1926817) (← links)
- The convex geometry of linear inverse problems (Q1928276) (← links)
- An analysis of the stress formula for energy-momentum methods in nonlinear elastodynamics (Q1934517) (← links)
- Minimal time functions and the smallest intersecting ball problem with unbounded dynamics (Q1937003) (← links)
- Optimality conditions in convex optimization revisited (Q1940430) (← links)
- Fine tuning Nesterov's steepest descent algorithm for differentiable convex programming (Q1949275) (← links)
- Global optimality conditions for cubic minimization problem with box or binary constraints (Q1959231) (← links)
- The effect of deterministic noise in subgradient methods (Q1960191) (← links)
- An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs (Q1987416) (← links)
- Robust hypothesis testing for asymmetric nominal densities under a relative entropy tolerance (Q1989914) (← links)
- Distributed constrained stochastic subgradient algorithms based on random projection and asynchronous broadcast over networks (Q1992405) (← links)
- A convex optimization model and algorithm for retinex (Q1992694) (← links)
- Modified algorithms for image inpainting in Fourier transform domain (Q1993510) (← links)
- Convergence and error estimates for time-discrete consensus-based optimization algorithms (Q1996226) (← links)
- Restoration of blurred color images with impulse noise (Q2006435) (← links)
- Efficient multiplicative noise removal method using isotropic second order total variation (Q2006490) (← links)
- A new variational approach for restoring images with multiplicative noise (Q2007243) (← links)
- Total variation with overlapping group sparsity for deblurring images under Cauchy noise (Q2007788) (← links)
- A novel convex dual approach to three-dimensional assignment problem: theoretical analysis (Q2007830) (← links)
- Tighter McCormick relaxations through subgradient propagation (Q2010084) (← links)
- Generalized polyhedral convex optimization problems (Q2010093) (← links)
- Robust constrained best approximation with nonconvex constraints (Q2022294) (← links)
- The distance between convex sets with Minkowski sum structure: application to collision detection (Q2023661) (← links)
- Convergence rates for an inexact ADMM applied to separable convex optimization (Q2023686) (← links)
- A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure (Q2028454) (← links)
- An interior point-proximal method of multipliers for convex quadratic programming (Q2028483) (← links)
- Robust stochastic optimization with convex risk measures: a discretized subgradient scheme (Q2031316) (← links)
- Tensor train rank minimization with nonlocal self-similarity for tensor completion (Q2037222) (← links)
- A nonlocal low rank model for Poisson noise removal (Q2037225) (← links)
