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ORCIDMathematical Programming, Volume 187
Volume 187, Number 1, May 2021
- Serge Gratton, Ehouarn Simon
, Philippe L. Toint:
An algorithm for the minimization of nonsmooth nonconvex functions using inexact evaluations and its worst-case complexity. 1-24 - Mathieu Dutour Sikiric, Achill Schürmann, Frank Vallentin:
A simplex algorithm for rational cp-factorization. 25-45 - Xiaojun Chen, Philippe L. Toint:
High-order evaluation complexity for convexly-constrained optimization with non-Lipschitzian group sparsity terms. 47-78 - Javier Peña, Juan C. Vera, Luis F. Zuluaga:
New characterizations of Hoffman constants for systems of linear constraints. 79-109 - Danial Davarnia, Willem-Jan van Hoeve:
Outer approximation for integer nonlinear programs via decision diagrams. 111-150 - Vassilis Apidopoulos, Jean-François Aujol, Charles Dossal, Aude Rondepierre:
Convergence rates of an inertial gradient descent algorithm under growth and flatness conditions. 151-193 - Matthias Köppe, Yuan Zhou:
Facets, weak facets, and extreme functions of the Gomory-Johnson infinite group problem. 195-252 - Christopher Thomas Ryan, Robert L. Smith:
Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs. 253-285 - Yong Xia, Mei-Jia Yang, Shu Wang:
Chebyshev center of the intersection of balls: complexity, relaxation and approximation. 287-315 - Haihao Lu, Robert M. Freund:
Generalized stochastic Frank-Wolfe algorithm with stochastic "substitute" gradient for structured convex optimization. 317-349 - Laurence A. Wolsey, Hande Yaman:
Convex hull results for generalizations of the constant capacity single node flow set. 351-382 - Bin Hu, Peter Seiler, Laurent Lessard:
Analysis of biased stochastic gradient descent using sequential semidefinite programs. 383-408 - Shi Pu, Angelia Nedic:
Distributed stochastic gradient tracking methods. 409-457 - Andreas Potschka, Hans Georg Bock:
A sequential homotopy method for mathematical programming problems. 459-486 - Guanghui Lan, Zhiqiang Zhou:
Dynamic stochastic approximation for multi-stage stochastic optimization. 487-532 - Vincent Guigues:
Inexact stochastic mirror descent for two-stage nonlinear stochastic programs. 533-577 - Frank E. Curtis, Daniel P. Robinson:
Regional complexity analysis of algorithms for nonconvex smooth optimization. 579-615 - Christian Füllner, Peter Kirst, Oliver Stein:
Convergent upper bounds in global minimization with nonlinear equality constraints. 617-651 - Toni Böhnlein, Stefan Kratsch, Oliver Schaudt:
Revenue maximization in Stackelberg Pricing Games: beyond the combinatorial setting. 653-695 - Andreas Fischer, Alexey F. Izmailov, Mikhail V. Solodov:
Unit stepsize for the Newton method close to critical solutions. 697-721
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