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Algorithms for stochastic optimization with function or expectation constraints
Online Contents | 2020| -
Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points
Online Contents | 2017| -
A two-stage stochastic programming approach for influence maximization in social networks
Online Contents | 2017| -
Optimally linearizing the alternating direction method of multipliers for convex programming
Online Contents | 2019| -
A proximal bundle method for nonsmooth nonconvex functions with inexact information
Online Contents | 2015| -
An interior-point implementation developed and tuned for radiation therapy treatment planning
Free accessOnline Contents | 2017| -
Global optimization via inverse distance weighting and radial basis functions
Free accessOnline Contents | 2020| -
Accelerated Bregman proximal gradient methods for relatively smooth convex optimization
Online Contents | 2021| -
Adaptive $$l_1$$-regularization for short-selling control in portfolio selection
Online Contents | 2018| -
A block coordinate variable metric linesearch based proximal gradient method
Online Contents | 2018| -
Quantitative analysis for a class of two-stage stochastic linear variational inequality problems
Online Contents | 2020| -
Alternating direction method of multipliers for penalized zero-variance discriminant analysis
Online Contents | 2016|
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