Search Results - approximation methods in mathematical programming

Variational model with nonstandard growth conditions for restoration of satellite optical images using synthetic aperture radar by D’APICE, C., KOGUT, P.I., MANZO, R., UVAROV, M.V.

“…) images of the same regions. We prove existence of solutions, propose an alternating minimisation method for computing them, prove convergence of this method to weak…”
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Saddle-Point Criteria in an η-Approximation Method for Nonlinear Mathematical Programming Problems Involving Invex Functions by Antczak, T.

“…In this paper, the eta-approximation method introduced by Antczak (Ref. 1) for solving a nonlinear constrained mathematical programming problem involving invex functions with respect to the same function eta is extended…”
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Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization by Ghadimi, Saeed, Lan, Guanghui, Zhang, Hongchao

“…This paper considers a class of constrained stochastic composite optimization problems whose objective function is given by the summation of a differentiable…”
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Saddle-Point Criteria in an [eta]-Approximation Method for Nonlinear Mathematical Programming Problems Involving Invex Functions by Antczak, T

“…In this paper, the ...-approximation method introduced by Antczak (Ref. 1) for solving a nonlinear constrained mathematical programming problem involving invex functions with respect to the same function ... is extended…”
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Validation analysis of mirror descent stochastic approximation method by Lan, Guanghui, Nemirovski, Arkadi, Shapiro, Alexander

“…The main goal of this paper is to develop accuracy estimates for stochastic programming problems by employing stochastic approximation (SA) type algorithms…”
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Approximation accuracy, gradient methods, and error bound for structured convex optimization by Tseng, Paul

“…Convex optimization problems arising in applications, possibly as approximations of intractable problems, are often structured and large scale…”
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Approximations and generalized Newton methods by Klatte, Diethard, Kummer, Bernd

“…We present approaches to (generalized) Newton methods in the framework of generalized equations 0 ∈ f ( x ) + M ( x…”
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A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems by Liu, Tianxiang, Pong, Ting Kei, Takeda, Akiko

“…: the corresponding proximal mapping can be hard to compute so that standard first-order methods such as the proximal gradient algorithm cannot be applied efficiently…”
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Primal and dual predicted decrease approximation methods by Beck, Amir, Pauwels, Edouard, Sabach, Shoham

“…We introduce the notion of predicted decrease approximation (PDA) for constrained convex optimization, a flexible framework which includes as special cases…”
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Dynamic programming with Hermite approximation by Cai, Yongyang, Judd, Kenneth L.

“…Numerical dynamic programming algorithms typically use Lagrange data to approximate value functions over continuous states…”
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On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems by Yousefian, Farzad, Nedić, Angelia, Shanbhag, Uday V.

“…Traditionally, most stochastic approximation (SA) schemes for stochastic variational inequality (SVI…”
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First order asymptotics of the sample average approximation method to solve risk averse stochastic programs by Krätschmer, Volker

“… (Krätschmer in Nonasymptotic upper estimates for errors of the sample average approximation method to solve risk averse stochastic programs, 2023…”
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Linear convergence of an alternating polar decomposition method for low rank orthogonal tensor approximations by Hu, Shenglong, Ye, Ke

“…Low rank orthogonal tensor approximation (LROTA) is an important problem in tensor computations and their applications…”
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An inexact successive quadratic approximation method for L-1 regularized optimization by Byrd, Richard H., Nocedal, Jorge, Oztoprak, Figen

“…We study a Newton-like method for the minimization of an objective function ϕ that is the sum of a smooth function and an ℓ…”
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Correction to: Approximations and generalized Newton methods by Klatte, Diethard, Kummer, Bernd

“…In Subsection 3.2 of the paper [5]…”
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Mathematical Programming and Solution Approaches for Transportation Optimisation in Supply Network by Szkutnik-Rogoż, Joanna, Ziółkowski, Jarosław, Małachowski, Jerzy, Oszczypała, Mateusz

“…, and Vogel’s Approximation Methods (VAM). The joint use of mathematical programming and optimization…”
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Accelerated sample average approximation method for two-stage stochastic programming with binary first-stage variables by Mohammadi Bidhandi, Hadi, Patrick, Jonathan

“…•The method improves the main structure of the sample average approximation algorithm.•The computational process is significantly accelerated to solve real-sized problems…”
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Robust optimization – A comprehensive survey by Beyer, Hans-Georg, Sendhoff, Bernhard

“…, how to evaluate robustness). The main focus will be on the different approaches to perform robust optimization in practice including the methods of mathematical programming, deterministic nonlinear optimization, and direct…”
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A Hybrid Differential Dynamic Programming Algorithm for Constrained Optimal Control Problems. Part 1: Theory by Lantoine, Gregory, Russell, Ryan P.

“… The new hybrid method incorporates nonlinear mathematical programming techniques to increase efficiency…”
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Bounding the stationary distributions of the chemical master equation via mathematical programming by Kuntz, Juan, Thomas, Philipp, Stan, Guy-Bart, Barahona, Mauricio

“… Here, we introduce mathematical programming approaches that yield approximations of these distributions with computable error bounds which enable the verification of their accuracy…”
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