An augmented Lagrangian method for optimization problems with structured geometric constraints
This paper is devoted to the theoretical and numerical investigation of an augmented
Lagrangian method for the solution of optimization problems with geometric constraints …
Lagrangian method for the solution of optimization problems with geometric constraints …
Cardinality minimization, constraints, and regularization: a survey
We survey optimization problems that involve the cardinality of variable vectors in
constraints or the objective function. We provide a unified viewpoint on the general problem …
constraints or the objective function. We provide a unified viewpoint on the general problem …
[HTML][HTML] An augmented Lagrangian approach for cardinality constrained minimization applied to variable selection problems
To solve convex constrained minimization problems, that also include a cardinality
constraint, we propose an augmented Lagrangian scheme combined with alternating …
constraint, we propose an augmented Lagrangian scheme combined with alternating …
Cardinality-regularized hawkes-granger model
We propose a new sparse Granger-causal learning framework for temporal event data. We
focus on a specific class of point processes called the Hawkes process. We begin by …
focus on a specific class of point processes called the Hawkes process. We begin by …
On the directional asymptotic approach in optimization theory
M Benko, P Mehlitz - Mathematical Programming, 2024 - Springer
As a starting point of our research, we show that, for a fixed order γ≥ 1, each local minimizer
of a rather general nonsmooth optimization problem in Euclidean spaces is either M …
of a rather general nonsmooth optimization problem in Euclidean spaces is either M …
Optimality conditions, approximate stationarity, and applications–a story beyond Lipschitzness
AY Kruger, P Mehlitz - ESAIM: Control, Optimisation and Calculus of …, 2022 - esaim-cocv.org
Approximate necessary optimality conditions in terms of Frechet subgradients and normals
for a rather general optimization problem with a potentially non-Lipschitzian objective …
for a rather general optimization problem with a potentially non-Lipschitzian objective …
On the best achievable quality of limit points of augmented Lagrangian schemes
The optimization literature is vast in papers dealing with improvements on the global
convergence of augmented Lagrangian schemes. Usually, the results are based on weak …
convergence of augmented Lagrangian schemes. Usually, the results are based on weak …
A comparative study of sequential optimality conditions for mathematical programs with cardinality constraints
AA Ribeiro, M Sachine, EHM Krulikovski - Journal of Optimization Theory …, 2022 - Springer
We propose a comparative study of sequential optimality conditions for mathematical
programs with cardinality constraints. Besides analyzing some of the classical approximate …
programs with cardinality constraints. Besides analyzing some of the classical approximate …
Asymptotic regularity for Lipschitzian nonlinear optimization problems with applications to complementarity constrained and bilevel programming
P Mehlitz - Optimization, 2023 - Taylor & Francis
Asymptotic stationarity and regularity conditions turned out to be quite useful to study the
qualitative properties of numerical solution methods for standard nonlinear and …
qualitative properties of numerical solution methods for standard nonlinear and …
A strong sequential optimality condition for cardinality-constrained optimization problems
M Xue, L Pang - Numerical Algorithms, 2023 - Springer
In this paper, we consider the continuous relaxation reformulation of cardinality-constrained
optimization problems that has become more popular in recent years and propose a new …
optimization problems that has become more popular in recent years and propose a new …