Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage [0.03%]
一类随机非线性互补问题的样本均值近似法收敛性分析：从两阶段到多阶段
Jie Jiang,Hailin Sun,Bin Zhou
Jie Jiang
In this paper, we consider the sample average approximation (SAA) approach for a class of stochastic nonlinear complementarity problems (SNCPs) and study the corresponding convergence properties. We first investigate the convergence of the ...
Sebastian Banert,Radu Ioan Boţ,Ernö Robert Csetnek
Sebastian Banert
We investigate the techniques and ideas used in Shefi and Teboulle (SIAM J Optim 24(1), 269-297, 2014) in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear o...
Paolo Piersanti,Xiaoqin Shen
Paolo Piersanti
In this paper, a finite element analysis to approximate the solution of an obstacle problem for a static shallow shell confined in a half space is presented. To begin with, we establish, by relying on the properties of enriching operators, ...
Yair Censor,Howard Heaton,Reinhard Schulte
Yair Censor
Superiorization reduces, not necessarily minimizes, the value of a target function while seeking constraints compatibility. This is done by taking a solely feasibility-seeking algorithm, analyzing its perturbation resilience, and proactivel...
SEMI-DEFINITE PROGRAMMING TECHNIQUES FOR STRUCTURED QUADRATIC INVERSE EIGENVALUE PROBLEMS [0.03%]
结构化二次逆特征值问题的半定规划方法
Matthew M Lin,Bo Dong,Moody T Chu
Matthew M Lin
In the past decade or so, semi-definite programming (SDP) has emerged as a powerful tool capable of handling a remarkably wide range of problems. This article describes an innovative application of SDP techniques to quadratic inverse eigenv...