On the strong concavity of the dual function of an optimization problem

zbMath1504.90151arXiv2006.16781MaRDI QIDQ3391384

Vincent Guigues

Publication date: 28 March 2022

Full work available at URL: https://arxiv.org/abs/2006.16781

zbMATH Keywords

optimizationdualityconvex analysisstrong convexity

Mathematics Subject Classification ID

Nonlinear programming (90C30) Duality theory (optimization) (49N15) Convexity of real functions of several variables, generalizations (26B25)

Cites Work

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• Validation analysis of mirror descent stochastic approximation method
• Quelques propriétés des opérateurs angle-bornes et n-cycliquement monotones
• Inexact stochastic mirror descent for two-stage nonlinear stochastic programs
• Convergence Analysis of Sampling-Based Decomposition Methods for Risk-Averse Multistage Stochastic Convex Programs
• A Descent Lemma Beyond Lipschitz Gradient Continuity: First-Order Methods Revisited and Applications

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