Zobrazeno 1 - 10
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pro vyhledávání: '"90C47"'
In this paper, we provide different splitting methods for solving distributionally robust optimization problems in cases where the uncertainties are described by discrete distributions. The first method involves computing the proximity operator of th
Externí odkaz:
http://arxiv.org/abs/2410.21398
This paper focuses on decentralized stochastic bilevel optimization (DSBO) where agents only communicate with their neighbors. We propose Decentralized Stochastic Gradient Descent and Ascent with Gradient Tracking (DSGDA-GT), a novel algorithm that o
Externí odkaz:
http://arxiv.org/abs/2410.19319
Publikováno v:
Central European Journal of Operations Research, 31 (2023), 363-391
In the framework of data envelopment analysis (DEA), Tone (2001) introduced the slacks-based measure (SBM) of efficiency, which is a nonradial model that incorporates all the slacks of the evaluated decision-making units (DMUs) into their efficiency
Externí odkaz:
http://arxiv.org/abs/2410.14303
Multi-stage decision-making under uncertainty, where decisions are taken under sequentially revealing uncertain problem parameters, is often essential to faithfully model managerial problems. Given the significant computational challenges involved, t
Externí odkaz:
http://arxiv.org/abs/2409.10295
In this paper, we study second-order algorithms for the convex-concave minimax problem, which has attracted much attention in many fields such as machine learning in recent years. We propose a Lipschitz-free cubic regularization (LF-CR) algorithm for
Externí odkaz:
http://arxiv.org/abs/2407.03571
Autor:
Foucart, Simon, Hengartner, Nicolas
Inspired by multi-fidelity methods in computer simulations, this article introduces procedures to design surrogates for the input/output relationship of a high-fidelity code. These surrogates should be learned from runs of both the high-fidelity and
Externí odkaz:
http://arxiv.org/abs/2406.14418
This paper is devoted to study of optimality conditions at infinity in nonsmooth minimax programming problems and applications. By means of the limiting subdifferential and normal cone at infinity, we dirive necessary and sufficient optimality condit
Externí odkaz:
http://arxiv.org/abs/2405.09869
In this work, we consider a nonsmooth minimisation problem in which the objective function can be represented as the maximum of finitely many smooth ``subfunctions''. First, we study a smooth min-max reformulation of the problem. Due to this smoothne
Externí odkaz:
http://arxiv.org/abs/2404.10326
Autor:
Wehbeh, Jad, Kerrigan, Eric C.
Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a previously
Externí odkaz:
http://arxiv.org/abs/2404.05635
Autor:
Yao, Tongliang, Xu, Zi
In this paper, we propose a Minimax Trust Region (MINIMAX-TR) algorithm and a Minimax Trust Region Algorithm with Contractions and Expansions(MINIMAX-TRACE) algorithm for solving nonconvex-strongly concave minimax problems. Both algorithms can find a
Externí odkaz:
http://arxiv.org/abs/2402.09807