Pages that link to "Item:Q174575"

The following pages link to Computational Optimization and Applications (Q174575):

Displaying 50 items.

• A strictly contractive Peaceman-Rachford splitting method for the doubly nonnegative relaxation of the minimum cut problem (Q2028477) (← links)
• Polyhedral approximations of the semidefinite cone and their application (Q2028478) (← links)
• On the properties of the cosine measure and the uniform angle subspace (Q2028479) (← links)
• Secant update generalized version of PSB: a new approach (Q2028481) (← links)
• An interior point-proximal method of multipliers for convex quadratic programming (Q2028483) (← links)
• Using partial spectral information for block diagonal preconditioning of saddle-point systems (Q2028486) (← links)
• Globalized inexact proximal Newton-type methods for nonconvex composite functions (Q2028488) (← links)
• Nonconvex robust programming via value-function optimization (Q2028490) (← links)
• A bundle method for nonsmooth DC programming with application to chance-constrained problems (Q2028493) (← links)
• Finding multi-objective supported efficient spanning trees (Q2028494) (← links)
• The Gauss-Seidel method for generalized Nash equilibrium problems of polynomials (Q2028496) (← links)
• Tensor \(Z\)-eigenvalue complementarity problems (Q2028497) (← links)
• On mixed-integer optimal control with constrained total variation of the integer control (Q2028499) (← links)
• Theoretical and numerical comparison of the Karush-Kuhn-Tucker and value function reformulations in bilevel optimization (Q2028500) (← links)
• Matrix optimization based Euclidean embedding with outliers (Q2044470) (← links)
• Low-rank factorization for rank minimization with nonconvex regularizers (Q2044472) (← links)
• DMulti-MADS: mesh adaptive direct multisearch for bound-constrained blackbox multiobjective optimization (Q2044473) (← links)
• A stochastic subspace approach to gradient-free optimization in high dimensions (Q2044475) (← links)
• Fast and safe: accelerated gradient methods with optimality certificates and underestimate sequences (Q2044479) (← links)
• Accelerated Bregman proximal gradient methods for relatively smooth convex optimization (Q2044481) (← links)
• A Laplacian approach to \(\ell_1\)-norm minimization (Q2044482) (← links)
• An accelerated first-order method with complexity analysis for solving cubic regularization subproblems (Q2044484) (← links)
• The circumcentered-reflection method achieves better rates than alternating projections (Q2044486) (← links)
• Subspace quadratic regularization method for group sparse multinomial logistic regression (Q2044487) (← links)
• Computing mixed strategies equilibria in presence of switching costs by the solution of nonconvex QP problems (Q2044489) (← links)
• An effective logarithmic formulation for piecewise linearization requiring no inequality constraint (Q2044490) (← links)
• On the use of Jordan algebras for improving global convergence of an augmented Lagrangian method in nonlinear semidefinite programming (Q2044492) (← links)
• A FISTA-type accelerated gradient algorithm for solving smooth nonconvex composite optimization problems (Q2044494) (← links)
• Multi-block Bregman proximal alternating linearized minimization and its application to orthogonal nonnegative matrix factorization (Q2044495) (← links)
• Fastest rates for stochastic mirror descent methods (Q2044496) (← links)
• A dual simplex-type algorithm for the smallest enclosing ball of balls (Q2044498) (← links)
• Exact linesearch limited-memory quasi-Newton methods for minimizing a quadratic function (Q2044499) (← links)
• An effective procedure for feature subset selection in logistic regression based on information criteria (Q2044566) (← links)
• A parameter-free unconstrained reformulation for nonsmooth problems with convex constraints (Q2044568) (← links)
• Compact representations of structured BFGS matrices (Q2044571) (← links)
• An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation (Q2044572) (← links)
• Minibatch stochastic subgradient-based projection algorithms for feasibility problems with convex inequalities (Q2044573) (← links)
• Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches (Q2044575) (← links)
• Sequential optimality conditions for cardinality-constrained optimization problems with applications (Q2044577) (← links)
• Quadratic convergence analysis of a nonmonotone Levenberg-Marquardt type method for the weighted nonlinear complementarity problem (Q2044578) (← links)
• Alternating conditional gradient method for convex feasibility problems (Q2044579) (← links)
• Sparse Dirichlet optimal control problems (Q2044580) (← links)
• A third-order weighted essentially non-oscillatory scheme in optimal control problems governed by nonlinear hyperbolic conservation laws (Q2044581) (← links)
• A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219) (← links)
• A zeroth order method for stochastic weakly convex optimization (Q2057220) (← links)
• Two limited-memory optimization methods with minimum violation of the previous secant conditions (Q2057221) (← links)
• A distributed algorithm for high-dimension convex quadratically constrained quadratic programs (Q2057223) (← links)
• A parallel splitting ALM-based algorithm for separable convex programming (Q2057225) (← links)
• Optimal portfolio selections via \(\ell_{1, 2}\)-norm regularization (Q2057226) (← links)
• T-product factorization method for internet traffic data completion with spatio-temporal regularization (Q2057227) (← links)