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Dual extrapolation and its application for solving variational inequalities and related problems
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Document type | Article de périodique (Journal article) – Article de recherche |
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Access type | Accès restreint |
Publication date | 2007 |
Language | Anglais |
Journal information | "Mathematical Programming" - Vol. 109, no. 2-3, p. 319-344 (2007) |
Peer reviewed | yes |
issn | 0025-5610 |
e-issn | 1436-4646 |
Publication status | Publié |
Affiliation | UCL - FSA/INMA - Département d'ingénierie mathématique |
Links |
- Korpelevich, G.: Extrapolation gradient methods and relation to Modified Lagrangeans. Ekonomika i Matematicheskie Metody 19, 694–703 (1983) (in Russian; English translation in Matekon)
- Nemirovski A. (1992): Informational-based complexity of linear operator equations. J. Complex. 8, 153–175
- Nemirovski Arkadi, Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems, 10.1137/s1052623403425629
- Nesterov Yurii, Introductory Lectures on Convex Optimization, ISBN:9781461346913, 10.1007/978-1-4419-8853-9
- Nesterov Yu. (2005): Smooth minimization of non-smooth functions. Math. Program. 103(1): 127–152
- Nesterov Yu. (2005): Excessive gap technique in non-smooth convex minimization. SIAM J. Optim. 16(1): 235–249
- Nesterov Yu., Vial J.-Ph. (1999): Homogeneous analytic center cutting plane methods for convex problems and variational inequalities. SIAM J. Optim. 9(3): 707–728
Bibliographic reference | Nesterov, Yurii. Dual extrapolation and its application for solving variational inequalities and related problems. In: Mathematical Programming, Vol. 109, no. 2-3, p. 319-344 (2007) |
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Permanent URL | http://hdl.handle.net/2078.1/94955 |