Inexact stochastic mirror descent for two-stage nonlinear stochastic programs (English)
- New search for: Guigues, Vincent
- New search for: Guigues, Vincent
In:
Mathematical Programming
: A Publication of the Mathematical Optimization Society
;
187
, 1-2
;
533-577
;
2021
- Article (Journal) / Electronic Resource
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Title:Inexact stochastic mirror descent for two-stage nonlinear stochastic programs
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Additional title:Math. Program.
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Contributors:Guigues, Vincent ( author )
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Published in:Mathematical Programming : A Publication of the Mathematical Optimization Society ; 187, 1-2 ; 533-577
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Publisher:
- New search for: Springer Berlin Heidelberg
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Place of publication:Berlin/Heidelberg
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Publication date:2021-05-01
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Size:45 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
- New search for: 90C15 / 90C90
- Further information on Mathematics Subject Classification
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Keywords:
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Classification:
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Source:
Table of contents – Volume 187, Issue 1-2
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
-
An algorithm for the minimization of nonsmooth nonconvex functions using inexact evaluations and its worst-case complexityGratton, S. / Simon, E. / Toint, Ph. L. et al. | 2020
- 25
-
A simplex algorithm for rational cp-factorizationDutour Sikirić, Mathieu / Schürmann, Achill / Vallentin, Frank et al. | 2020
- 47
-
High-order evaluation complexity for convexly-constrained optimization with non-Lipschitzian group sparsity termsChen, X. / Toint, Ph. L. et al. | 2020
- 79
-
New characterizations of Hoffman constants for systems of linear constraintsPeña, Javier / Vera, Juan C. / Zuluaga, Luis F. et al. | 2020
- 111
-
Outer approximation for integer nonlinear programs via decision diagramsDavarnia, Danial / van Hoeve, Willem-Jan et al. | 2020
- 151
-
Convergence rates of an inertial gradient descent algorithm under growth and flatness conditionsApidopoulos, Vassilis / Aujol, Jean-François / Dossal, Charles / Rondepierre, Aude et al. | 2020
- 195
-
Facets, weak facets, and extreme functions of the Gomory–Johnson infinite group problemKöppe, Matthias / Zhou, Yuan et al. | 2020
- 253
-
Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programsRyan, Christopher Thomas / Smith, Robert L. et al. | 2020
- 287
-
Chebyshev center of the intersection of balls: complexity, relaxation and approximationXia, Yong / Yang, Meijia / Wang, Shu et al. | 2020
- 317
-
Generalized stochastic Frank–Wolfe algorithm with stochastic “substitute” gradient for structured convex optimizationLu, Haihao / Freund, Robert M. et al. | 2020
- 351
-
Convex hull results for generalizations of the constant capacity single node flow setWolsey, Laurence A. / Yaman, Hande et al. | 2020
- 383
-
Analysis of biased stochastic gradient descent using sequential semidefinite programsHu, Bin / Seiler, Peter / Lessard, Laurent et al. | 2020
- 409
-
Distributed stochastic gradient tracking methodsPu, Shi / Nedić, Angelia et al. | 2020
- 459
-
A sequential homotopy method for mathematical programming problemsPotschka, Andreas / Bock, Hans Georg et al. | 2020
- 487
-
Dynamic stochastic approximation for multi-stage stochastic optimizationLan, Guanghui / Zhou, Zhiqiang et al. | 2020
- 533
-
Inexact stochastic mirror descent for two-stage nonlinear stochastic programsGuigues, Vincent et al. | 2020
- 579
-
Regional complexity analysis of algorithms for nonconvex smooth optimizationCurtis, Frank E. / Robinson, Daniel P. et al. | 2020
- 617
-
Convergent upper bounds in global minimization with nonlinear equality constraintsFüllner, Christian / Kirst, Peter / Stein, Oliver et al. | 2020
- 653
-
Revenue maximization in Stackelberg Pricing Games: beyond the combinatorial settingBöhnlein, Toni / Kratsch, Stefan / Schaudt, Oliver et al. | 2020
- 697
-
Unit stepsize for the Newton method close to critical solutionsFischer, A. / Izmailov, A. F. / Solodov, M. V. et al. | 2020