A class of trust-region algorithms is developed and analyzed for the solution of minimization problems with nonlinear inequality constraints. Based on composite-step trust region ...
We give the first complete theoretical convergence analysis for the iterative extensions of the Sturm/Triggs algorithm. We show that the simplest extension, SIESTA, converges to no...
We generalize the primal-dual hybrid gradient (PDHG) algorithm proposed by Zhu and Chan in [M. Zhu, and T. F. Chan, An Efficient Primal-Dual Hybrid Gradient Algorithm for Total Var...
We study the convergence properties of an alternating proximal minimization algorithm for nonconvex structured functions of the type: L(x, y) = f(x)+Q(x, y)+g(y), where f : Rn → ...
Abstract. Motivated by an application in project portfolio analysis under uncertainty, we develop an algorithm S-VNS for solving stochastic combinatorial optimization (SCO) problem...
Walter J. Gutjahr, Stefan Katzensteiner, Peter Rei...