All Stories

  1. Convergence analysis of a subsampled Levenberg-Marquardt algorithm
  2. Augmented Lagrangian Methods for Time-Varying Constrained Online Convex Optimization
  3. Stochastic Approximation Proximal Method of Multipliers for Convex Stochastic Programming
  4. Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm
  5. A stochastic approximation method for convex programming with many semidefinite constraints
  6. Regrets of proximal method of multipliers for online non-convex optimization with long term constraints
  7. On the local convergence of a stochastic semismooth Newton method for nonsmooth nonconvex optimization
  8. A Unified Convergence Analysis of Stochastic Bregman Proximal Gradient and Extragradient Methods
  9. A unified analysis of stochastic gradient‐free Frank–Wolfe methods
  10. A Framework of Convergence Analysis of Mini-batch Stochastic Projected Gradient Methods
  11. A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex Optimization
  12. Later
  13. A Regularized Semi-Smooth Newton Method with Projection Steps for Composite Convex Programs
  14. Extended Levenberg-Marquardt Method for Composite Function Minimization
  15. Optimal Road Congestion Pricing for Both Traffic Efficiency and Safety under Demand Uncertainty
  16. Convergence analysis on a smoothing approach to joint chance constrained programs
  17. A Parameter-Self-Adjusting Levenberg-Marquardt Method for Solving Nonsmooth Equations
  18. A subgradient-based convex approximations method for DC programming and its applications
  19. A perturbation-based approach for continuous network design problem with emissions
  20. On the global convergence of a parameter-adjusting Levenberg-Marquardt method
  21. A Smoothing Function Approach to Joint Chance-Constrained Programs
  22. On the Second-order Directional Derivatives of Singular Values of Matrices and Symmetric Matrix-valued Functions
  23. The second-order directional derivatives of singular values
  24. A sequential convex program method to DC program with joint chance constraints
  25. Quadratic model updating with gyroscopic structure from partial eigendata
  26. A perturbation approach for a type of inverse linear programming problems
  27. A Perturbation approach for an inverse quadratic programming problem
  28. A class of nonlinear Lagrangians for nonconvex second order cone programming
  29. Log-Sigmoid nonlinear Lagrange method for nonlinear optimization problems over second-order cones
  30. Solving a Class of Inverse QP Problems by a Smoothing Newton Method
  31. On convergence of augmented Lagrangian method for inverse semi-definite quadratic programming problems
  32. A smoothing Newton method for a type of inverse semi-definite quadratic programming problem
  33. An algorithm based on resolvent operators for solving variational inequalities in Hilbert spaces
  34. A CLASS OF NONLINEAR LAGRANGIANS: THEORY AND ALGORITHM
  35. Two differential equation systems for equality-constrained optimization
  36. A nonlinear Lagrangian based on Fischer-Burmeister NCP function
  37. Two differential equation systems for inequality constrained optimization