Analysis of Langevin Monte Carlo via convex optimization

A Durmus, S Majewski, B Miasojedow - Journal of Machine Learning …, 2019 - jmlr.org
In this paper, we provide new insights on the Unadjusted Langevin Algorithm. We show that
this method can be formulated as the first order optimization algorithm for an objective …

[图书][B] Generalized convexity and optimization: Theory and applications

A Cambini, L Martein - 2008 - books.google.com
Page 1 616 LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS Alberto
Cambini Laura Martein Generalized Convexity and Optimization Theory and Applications Springer …

[图书][B] Generalized convexity, nonsmooth variational inequalities, and nonsmooth optimization

QH Ansari, CS Lalitha, M Mehta - 2013 - books.google.com
Until now, no book addressed convexity, monotonicity, and variational inequalities together.
Generalized Convexity, Nonsmooth Variational Inequalities, and Nonsmooth Optimization …

[HTML][HTML] General convergence analysis for two-step projection methods and applications to variational problems

RU Verma - Applied Mathematics Letters, 2005 - Elsevier
First a general model for two-step projection methods is introduced and second it has been
applied to the approximation solvability of a system of nonlinear variational inequality …

Duality and network theory in passivity-based cooperative control

M Bürger, D Zelazo, F Allgöwer - Automatica, 2014 - Elsevier
This paper presents a class of passivity-based cooperative control problems that have an
explicit connection to convex network optimization problems. The new notion of maximal …

Weak sharp solutions of variational inequalities

P Marcotte, D Zhu - SIAM Journal on Optimization, 1998 - SIAM
Weak Sharp Solutions of Variational Inequalities Page 1 WEAK SHARP SOLUTIONS OF
VARIATIONAL INEQUALITIES∗ PATRICE MARCOTTE† AND DAOLI ZHU‡ SIAM J. OPTIM. c …

Monotonicity of fixed point and normal mappings associated with variational inequality and its application

YB Zhao, D Li - SIAM Journal on Optimization, 2001 - SIAM
We prove sufficient conditions for the monotonicity and the strong monotonicity of fixed point
and normal maps associated with variational inequality problems over a general closed …

[图书][B] An introduction to nonlinear analysis and fixed point theory

HK Pathak - 2018 - Springer
Nonlinear analysis is the fascinating emerging field of the twenty-first century characterized
by a remarkable mixture of nonlinear functional analysis, nonlinear operator theory …

Global stability results for the weak vector variational inequality

YH Cheng, DL Zhu - Journal of Global Optimization, 2005 - Springer
In this paper, we consider the global stability of solutions of a Weak Vector Variational
Inequality in a finite-dimensional Euclidean space. Upper semi-continuity of the solution set …

Qualitative properties of strongly pseudomonotone variational inequalities

DS Kim, PT Vuong, PD Khanh - Optimization Letters, 2016 - Springer
Qualitative properties of strongly pseudomonotone variational inequalities | SpringerLink Skip
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