convex-optimization

28 entries in Optimization & Operations Research.

• Subgradient methodDiminishing step sizestandardconvex-optimization
• Proximal point algorithmstandalonespecialistconvex-optimization
• Douglas-Rachford splittingstandalonespecialistconvex-optimization
• Chambolle-PockPrimal-dual proximalspecialistconvex-optimization
• Mirror descentBregman projectionstandardconvex-optimization
• Accelerated proximal gradientFISTA momentumstandardconvex-optimization
• Dual ascentstandalonestandardconvex-optimization
• Augmented LagrangianMethod of multipliersstandardconvex-optimization
• Bundle methodCutting-plane modelspecialistconvex-optimization
• Ellipsoid methodSeparating-hyperplane cutsspecialistconvex-optimization
• Cutting-plane methodKelley outer approximationspecialistconvex-optimization
• Barrier methodSelf-concordant log barrierstandardconvex-optimization
• Primal-dual interior pointMehrotra predictor-correctorstandardconvex-optimization
• Semidefinite programmingInterior-point solvingstandardconvex-optimization
• Second-order cone programmingstandalonestandardconvex-optimization
• Alternating minimizationstandalonestandardconvex-optimization
• Block coordinate descentGauss-Seidel blocksstandardconvex-optimization
• Stochastic average gradientstandalonespecialistconvex-optimization
• SVRGVariance-reduced gradientsspecialistconvex-optimization
• SAGAStored-gradient variance reductionspecialistconvex-optimization
• Nesterov smoothingstandalonespecialistconvex-optimization
• Sinkhorn algorithmEntropic regularizationstandardconvex-optimization
• Auction algorithm for transportstandalonespecialistconvex-optimization
• Network flow optimizationCost-scalingspecialistconvex-optimization
• Projection onto simplexSort-and-thresholdstandardconvex-optimization
• Active-set methodstandalonestandardconvex-optimization
• Sequential quadratic programmingstandalonestandardconvex-optimization
• Trust-region reflectivestandalonespecialistconvex-optimization