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- semideﬁnite cones are calculated via the Lanczos method. Numerical experiments show that this general purpose ... least 10−6 in relative duality gap and infeasibilities...
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- bundle method as bounding procedure. This approach uses Lagrangian duality to obtain a “nearly optimal ... compare the numerical results with our method. We also extend our experiments to instances...
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- implementation of the least squares Monte Carlo method in the rlsm package. This package provides ... true value function via duality methods...
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- propose a geometric method for the analysis of duality relations in a pair of semi ... infinite linear programs (SILPs). The method is based on the use of the conic hull ... relation between the presence of a duality gap and the nonclosedness of the boundary...
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- weighting method is based on a well-defined convex optimization problem, duality theory provides insight ... variance of the weights? Also, the weighting method runs in polynomial time so relatively large...
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- dual problem is derived using Lagrange duality. The dual problem is the minimization ... extensive testing and comparison with other methods for constrained QP are given...
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- advancement of MIQCR. MIQCR is a method for solving mixed-integer quadratic programs and works ... subgradient algorithm within a Lagrangian duality framework for solving (SDP) that substantially speeds ... obtained by the original MIQCR method, which results in a shorter time for solving...
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- context of proximal stochastic gradient methods (Prox-SVRG) and on the alternating minimization algorithm ... versions of the Prox-SVRG (and, by duality, of SVR-AMA) are also provided ... algorithm to a specific class of splitting methods, that is, the decomposition along the length...
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- column generation based globally convergent alternating direction method if the resulting MINLP is feasible ... shown by using the fact that the duality gap of a general nonconvex projection problem...
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