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scientific article; zbMATH DE number 7733428

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7733428

Statements

scholarly article

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Claudia A. Sagastizábal

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publication date

1 September 2023

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full work available at URL

https://www.heldermann.de/JCA/JCA30/JCA302/jca30027.htm

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zbMATH Keywords

bundle methods

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progressive hedging algorithm

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projective descent schemes

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Douglas-Rachford splitting

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MaRDI profile type

MaRDI publication profile

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Probabilistic optimization via approximate \(p\)-efficient points and bundle methods

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Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems

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A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods

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Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods

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Numerical optimization. Theoretical and practical aspects. Transl. from the French

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Asynchronous block-iterative primal-dual decomposition methods for monotone inclusions

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Nonsmooth optimization using Taylor-like models: error bounds, convergence, and termination criteria

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A simplified form of block-iterative operator splitting and an asynchronous algorithm resembling the multi-block alternating direction method of multipliers

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A family of projective splitting methods for the sum of two maximal monotone operators

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General Projective Splitting Methods for Sums of Maximal Monotone Operators

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Randomized progressive hedging methods for multi-stage stochastic programming

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Computing proximal points of nonconvex functions

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A Redistributed Proximal Bundle Method for Nonconvex Optimization

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A bundle-filter method for nonsmooth convex constrained optimization

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Calculus of the exponent of Kurdyka-Łojasiewicz inequality and its applications to linear convergence of first-order methods

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Splitting Algorithms for the Sum of Two Nonlinear Operators

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Error bounds and convergence analysis of feasible descent methods: A general approach

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Semismooth and Semiconvex Functions in Constrained Optimization

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Linear convergence of epsilon-subgradient descent methods for a class of convex functions

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Solving stochastic programming problems with risk measures by progressive hedging

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Scenarios and Policy Aggregation in Optimization Under Uncertainty

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Divide to conquer: decomposition methods for energy optimization

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Composite proximal bundle method

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An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter

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Applications of a Splitting Algorithm to Decomposition in Convex Programming and Variational Inequalities

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Variational analysis perspective on linear convergence of some first order methods for nonsmooth convex optimization problems

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:6137253

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