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Inexact stochastic mirror descent for two-stage nonlinear stochastic programs
We introduce an inexact variant of stochastic mirror descent (SMD), called inexact stochastic mirror descent (ISMD), to solve nonlinear two-stage...
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Stochastic Dynamic Cutting Plane for Multistage Stochastic Convex Programs
We introduce Stochastic Dynamic Cutting Plane (StoDCuP), an extension of the Stochastic Dual Dynamic Programming (SDDP) algorithm to solve multistage...
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Outer Approximation for Mixed-Integer Nonlinear Robust Optimization
Currently, few approaches are available for mixed-integer nonlinear robust optimization. Those that do exist typically either require restrictive...
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An inexact primal-dual algorithm for semi-infinite programming
This paper considers an inexact primal-dual algorithm for semi-infinite programming (SIP) for which it provides general error bounds. We create a new...
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Adjustable robust treatment-length optimization in radiation therapy
Traditionally, optimization of radiation therapy (RT) treatment plans has been done before the initiation of RT course, using population-wide...
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Benders decomposition with adaptive oracles for large scale optimization
This paper proposes an algorithm to efficiently solve large optimization problems which exhibit a column bounded block-diagonal structure, where...
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Polyhedral properties of RLT relaxations of nonconvex quadratic programs and their implications on exact relaxations
We study linear programming relaxations of nonconvex quadratic programs given by the reformulation–linearization technique (RLT), referred to as RLT...
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Multi-Objective Fuzzy Probabilistic Programming Approach for Obtaining Optimum Crops Pattern with Water Replenishment
This research paper is concerned with the solution procedure of a multi-objective fuzzy probabilistic problem (MOFPP), taking different crop patterns...
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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...
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Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse
In this paper, we extend the adaptive partition-based approach for solving two-stage stochastic programs with fixed recourse matrix and fixed cost...
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A Discussion of Probability Functions and Constraints from a Variational Perspective
Probability constraints are a popular modelling mechanism in applications. They help to model feasible decisions when the latter are taken prior to...
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Variational methods for solving numerically magnetostatic systems
In this paper, we study some techniques for solving numerically magnetostatic systems. We consider fairly general assumptions on the magnetic...
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A single cut proximal bundle method for stochastic convex composite optimization
This paper considers optimization problems where the objective is the sum of a function given by an expectation and a closed convex function, and...
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A variational approach to Gibbs artifacts removal in MRI
Gibbs ringing is a feature of MR images caused by the finite sampling of the acquisition space ( k -space). It manifests itself with ringing patterns...
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Nonsmooth nonconvex optimization on Riemannian manifolds via bundle trust region algorithm
This paper develops an iterative algorithm to solve nonsmooth nonconvex optimization problems on complete Riemannian manifolds. The algorithm is...
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Acceleration of Primal–Dual Methods by Preconditioning and Simple Subproblem Procedures
Primal–dual hybrid gradient (PDHG) and alternating direction method of multipliers (ADMM) are popular first-order optimization methods. They are easy...
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Cartoon-texture evolution for two-region image segmentation
Two-region image segmentation is the process of dividing an image into two regions of interest, i.e., the foreground and the background. To this aim,...
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An integrated rolling horizon and adaptive-refinement approach for disjoint trajectories optimization
Planning for multiple commodities simultaneously is a challenging task arising in divers applications, including robot motion or various forms of...
