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Stochastic algorithms with geometric step decay converge linearly on sharp functions.

• Authors : Davis, Damek (AUTHOR); Drusvyatskiy, Dmitriy (AUTHOR); Charisopoulos, Vasileios (AUTHOR)

Subjects: CONVEX domains; CONVEX sets; CONVEX functions

• Source: Mathematical Programming. Sep2024, Vol. 207 Issue 1/2, p145-190. 46p.

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Faster first-order primal-dual methods for linear programming using restarts and sharpness.

• Authors : Applegate, David (AUTHOR); Hinder, Oliver (AUTHOR); Lu, Haihao (AUTHOR)

Subjects: INTERIOR-point methods; LINEAR programming; MEMORY

• Source: Mathematical Programming. Sep2023, Vol. 201 Issue 1/2, p133-184. 52p.

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Faster subgradient methods for functions with Hölderian growth.

• Authors : Johnstone, Patrick R. (AUTHOR); Moulin, Pierre (AUTHOR)

Subjects: SUBGRADIENT methods; CONVEX functions; BINDING constant

• Source: Mathematical Programming. Mar2020, Vol. 180 Issue 1/2, p417-450. 34p.

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Generalized self-concordant functions: a recipe for Newton-type methods.

• Authors : Sun, Tianxiao (AUTHOR); Tran-Dinh, Quoc (AUTHOR)

Subjects: NEWTON-Raphson method; CONVEX functions; SPECIAL functions

• Source: Mathematical Programming. Nov2019, Vol. 178 Issue 1/2, p145-213. 69p.

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New computational guarantees for solving convex optimization problems with first order methods, via a function growth condition measure.

• Authors : Freund, Robert M.; Lu, Haihao

Subjects: MATHEMATICAL optimization; MATHEMATICAL analysis; MATHEMATICAL functions

• Source: Mathematical Programming. Aug2018, Vol. 170 Issue 2, p445-477. 33p.

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Radial duality part II: applications and algorithms.

• Authors : Grimmer, Benjamin¹ (AUTHOR)

• Source: Mathematical Programming. May2023, p1-37.

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Accelerated gradient methods for nonconvex nonlinear and stochastic programming.

• Authors : Ghadimi, Saeed; Lan, Guanghui

Subjects: NONCONVEX programming; NONLINEAR programming; STOCHASTIC programming

• Source: Mathematical Programming. Mar2016, Vol. 156 Issue 1/2, p59-99. 41p.

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Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization.

• Authors : Ghadimi, Saeed; Lan, Guanghui; Zhang, Hongchao

Subjects: CONSTRAINED optimization; STOCHASTIC processes; ALGORITHMS

• Source: Mathematical Programming. Jan2016, Vol. 155 Issue 1/2, p267-305. 39p.

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A model and approach to the challenge posed by optimal power systems planning.

• Authors : O'Neill, Richard; Krall, Eric; Hedman, Kory

Subjects: ELECTRIC power systems; PLANNING; ELECTRIC power transmission

• Source: Mathematical Programming. Sep2013, Vol. 140 Issue 2, p239-266. 28p.

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