Search Results - "Convex Programming"

Maximum likelihood probability measures over sets: Existence, computation, and convergence.

Authors: Borrero, Juan S. Sauré, Denis

Source: European Journal of Operational Research. Dec2025, Vol. 327 Issue 3, p922-936. 15p.

Subject Terms: *EMPIRICAL research, *ALGORITHMS, MAXIMUM likelihood statistics, CONVEX programming, CENSORING (Statistics), ASYMPTOTIC expansions

Convergence Analysis on A Data-Driven Inexact Proximal-Indefinite Stochastic ADMM.

Authors: Bai, Jianchao Chen, Yang Cai, Xingju et al.

Source: Asia-Pacific Journal of Operational Research. Oct2025, Vol. 42 Issue 5, p1-30. 30p.

Subject Terms: *STOCHASTIC convergence, *EMPIRICAL research, CONVEX programming, OPTIMIZATION algorithms, SMOOTHNESS of functions, VARIATIONAL inequalities (Mathematics)

Quadratic Memory Is Necessary for Optimal Query Complexity in Convex Optimization: Center of Mass Is Pareto Optimal.

Authors: Blanchard, Moïse Zhang, Junhui Jaillet, Patrick

Source: Mathematics of Operations Research. Nov2025, Vol. 50 Issue 4, p2941-2971. 31p.

Subject Terms: *MATHEMATICAL optimization, CONVEX programming, COMPUTATIONAL complexity, LIPSCHITZ continuity, FEASIBILITY problem (Mathematical optimization), COMMUNICATION complexity (Information theory)

Fast Convex Optimization via Time Scale and Averaging of the Steepest Descent.

Authors: Attouch, Hedy Ioan Boţ, Radu Nguyen, Dang-Khoa

Source: Mathematics of Operations Research. Nov2025, Vol. 50 Issue 4, p2633-2665. 33p.

Subject Terms: *MATHEMATICAL optimization, *MATHEMATICAL analysis, CONVEX programming, METHOD of steepest descent (Numerical analysis), OPTIMIZATION algorithms, SMOOTHING (Numerical analysis)

Interior-Point Algorithms with Full Newton Steps for Nonsymmetric Convex Conic Optimization.

Authors: Papp, Dávid Varga, Anita

Source: SIAM Journal on Optimization. 2025, Vol. 35 Issue 4, p2490-2517. 28p.

Subject Terms: INTERIOR-point methods, CONVEX programming, COMPUTATIONAL complexity, OPTIMIZATION algorithms

Distributionally robust optimization with generalized total variation ambiguity sets.

Authors: Fontem, Belleh Ji, Ran

Source: European Journal of Operational Research. Feb2026, Vol. 328 Issue 3, p894-911. 18p.

Subject Terms: *PORTFOLIO performance, *EMPIRICAL research, ROBUST optimization, CONVEX programming, SUBGRADIENT methods, GENERALIZATION, CONFIDENCE regions (Mathematics)

Proximal bundle methods for generalized fractional programs with ratios of difference of convex functions.

Authors: Ghazi, Abdelouafi Roubi, Ahmed

Source: RAIRO: Operations Research (2804-7303). 2025, Vol. 59 Issue 4, p1749-1774. 26p.

Subject Terms: *ALGORITHMS, FRACTIONAL programming, CONVEX programming, CONVEX functions

Acceleration by stepsize hedging: Silver Stepsize Schedule for smooth convex optimization.

Authors: Altschuler, Jason M. Parrilo, Pablo A.

Source: Mathematical Programming. Sep2025, Vol. 213 Issue 1/2, p1105-1118. 14p.

Subject Terms: *MATHEMATICAL optimization, CONVEX programming, OPTIMIZATION algorithms, CONVEX functions

A projection-free method for solving convex bilevel optimization problems.

Authors: Giang-Tran, Khanh-Hung Ho-Nguyen, Nam Lee, Dabeen

Source: Mathematical Programming. Sep2025, Vol. 213 Issue 1/2, p907-940. 34p.

Subject Terms: *LINEAR programming, BILEVEL programming, CONVEX programming, NUMERICAL analysis, CONVEX functions, OPTIMIZATION algorithms

Adaptive proximal algorithms for convex optimization under local Lipschitz continuity of the gradient.

Authors: Latafat, Puya Themelis, Andreas Stella, Lorenzo et al.

Source: Mathematical Programming. Sep2025, Vol. 213 Issue 1/2, p433-471. 39p.

Subject Terms: CONVEX programming, LIPSCHITZ continuity, SMOOTHNESS of functions, COMPUTER simulation, SUBGRADIENT methods

Accelerated stochastic approximation with state-dependent noise.

Authors: Ilandarideva, Sasila Juditsky, Anatoli Lan, Guanghui et al.

Source: Mathematical Programming. Sep2025, Vol. 213 Issue 1/2, p239-280. 42p.

Subject Terms: *ESTIMATION theory, CONVEX programming, OPTIMIZATION algorithms, STOCHASTIC programming

A Majorized and Generalized Alternating Direction Method of Multipliers for Convex Composite Programming.

Authors: Li, Peili Qin, Congying Xiao, Yunhai

Source: Asia-Pacific Journal of Operational Research. Sep2025, p1. 35p.

Subject Terms: *MATHEMATICAL optimization, CONVEX programming, SMOOTHNESS of functions, NUMERICAL calculations

On the Convex Formulations of Robust Markov Decision Processes.

Authors: Grand-Clément, Julien Petrik, Marek

Source: Mathematics of Operations Research. Aug2025, Vol. 50 Issue 3, p1681-1706. 26p.

Subject Terms: *MARKOV processes, *DYNAMIC programming, *UNCERTAINTY (Information theory), *MATHEMATICAL optimization, CONVEX programming, MATHEMATICAL regularization

Convergence rate of inexact augmented Lagrangian method with practical relative error criterion for composite convex programming.

Authors: Qu, Yunfei Cai, Xingju Liu, Hongying et al.

Source: Computational Optimization & Applications. Jul2025, Vol. 91 Issue 3, p1227-1261. 35p.

Subject Terms: *LINEAR programming, CONVEX programming

Homotopy Methods for Convex Optimization.

Authors: Klingler, Andreas Netzer, Tim

Source: SIAM Journal on Optimization. 2025, Vol. 35 Issue 3, p1498-1523. 26p.

Subject Terms: *MATHEMATICAL optimization, CONVEX programming, SEMIDEFINITE programming, GEOMETRIC programming, QUADRATIC programming, INTERIOR-point methods

On the Convergence Analysis of the Decentralized Projected Gradient Descent Method.

Authors: Choi, Woocheol Kim, Jimyeong

Source: SIAM Journal on Optimization. 2025, Vol. 35 Issue 3, p1673-1702. 30p.

Subject Terms: *MATHEMATICAL optimization, *PARALLEL programming, *EMPIRICAL research, CONVEX programming, SMOOTHNESS of functions, OPTIMIZATION algorithms, CONVEX functions

Rapid DP Convex Optimization via Curvature-Aware (Second-Order) Algorithms.

Authors: Ali, Raheem Hussein rahem.rahem1984@gmail.com

Source: Journal of Computational Analysis & Applications. 2025, Vol. 34 Issue 11, p302-323. 22p.

Subject Terms: *CONVEX programming, *DATA privacy, *MATHEMATICAL analysis, *NEWTON-Raphson method, *STATISTICAL models, *OPTIMIZATION algorithms, *CURVATURE measurements

An accelerated version of block cyclic subgradient projection method for solving convex feasibility problems.

Authors: Abbasi, Mokhtar Nikazad, Touraj

Source: Optimization Methods & Software. Nov2025, p1-21. 21p. 2 Illustrations.

Subject Terms: *SUBGRADIENT methods, *CONVEX programming, *COMPARATIVE studies, *OPTIMIZATION algorithms, *MATHEMATICAL analysis

CLSP: Linear Algebra Foundations of a Modular Two-Step Convex Optimization-Based Estimator for Ill-Posed Problems.

Authors: Bolotov, Ilya¹ (AUTHOR)

Source: Mathematics (2227-7390). Nov2025, Vol. 13 Issue 21, p3476. 37p.

Subject Terms: *LINEAR algebra, *CONVEX programming, *GOODNESS-of-fit tests, *NUMERICAL analysis, *LEAST squares, *MONTE Carlo method, *ESTIMATION theory

A unified differential equation solver approach for separable convex optimization: Splitting, acceleration and nonergodic rate.

Authors: Luo, Hao Zhang, Zihang

Source: Mathematics of Computation. Nov2025, Vol. 94 Issue 356, p3009-3041. 33p.

Subject Terms: *DIFFERENTIAL equations, *CONVEX programming, *CONTINUOUS time models, *NUMERICAL analysis, *LYAPUNOV functions, *MATHEMATICAL optimization, *COMPUTER simulation