[BOOK][B] Variational analysis and applications
BS Mordukhovich - 2018 - Springer
Boris S. Mordukhovich Page 1 Springer Monographs in Mathematics Boris S. Mordukhovich
Variational Analysis and Applications Page 2 Springer Monographs in Mathematics Editors-in-Chief …
Variational Analysis and Applications Page 2 Springer Monographs in Mathematics Editors-in-Chief …
A Newton-CG augmented Lagrangian method for semidefinite programming
We consider a Newton-CG augmented Lagrangian method for solving semidefinite
programming (SDP) problems from the perspective of approximate semismooth Newton …
programming (SDP) problems from the perspective of approximate semismooth Newton …
Combining convex–concave decompositions and linearization approaches for solving BMIs, with application to static output feedback
A novel optimization method is proposed to minimize a convex function subject to bilinear
matrix inequality (BMI) constraints. The key idea is to decompose the bilinear map** as a …
matrix inequality (BMI) constraints. The key idea is to decompose the bilinear map** as a …
Linear rate convergence of the alternating direction method of multipliers for convex composite programming
In this paper, we aim to prove the linear rate convergence of the alternating direction method
of multipliers (ADMM) for solving linearly constrained convex composite optimization …
of multipliers (ADMM) for solving linearly constrained convex composite optimization …
A Schur complement based semi-proximal ADMM for convex quadratic conic programming and extensions
This paper is devoted to the design of an efficient and convergent semi-proximal alternating
direction method of multipliers (ADMM) for finding a solution of low to medium accuracy to …
direction method of multipliers (ADMM) for finding a solution of low to medium accuracy to …
An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems
The sparse group Lasso is a widely used statistical model which encourages the sparsity
both on a group and within the group level. In this paper, we develop an efficient augmented …
both on a group and within the group level. In this paper, we develop an efficient augmented …
Differentiating nonsmooth solutions to parametric monotone inclusion problems
We leverage path differentiability and a recent result on nonsmooth implicit differentiation
calculus to give sufficient conditions ensuring that the solution to a monotone inclusion …
calculus to give sufficient conditions ensuring that the solution to a monotone inclusion …
The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
We analyze the rate of local convergence of the augmented Lagrangian method in nonlinear
semidefinite optimization. The presence of the positive semidefinite cone constraint requires …
semidefinite optimization. The presence of the positive semidefinite cone constraint requires …
A convergent 3-block semi-proximal ADMM for convex minimization problems with one strongly convex block
In this paper, we present a semi-proximal alternating direction method of multipliers
(sPADMM) for solving 3-block separable convex minimization problems with the second …
(sPADMM) for solving 3-block separable convex minimization problems with the second …
On efficiently solving the subproblems of a level-set method for fused lasso problems
In applying the level-set method developed in [E. Van den Berg and MP Friedlander, SIAM J.
Sci. Comput., 31 (2008), pp. 890--912] and [E. Van den Berg and MP Friedlander, SIAM J …
Sci. Comput., 31 (2008), pp. 890--912] and [E. Van den Berg and MP Friedlander, SIAM J …