108 citations
- University of Wisconsin–MadisonUS38 papers
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Showing 2018 · math.OCShow all
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math.OC2018
Solving equilibrium problems using extended mathematical programming
Youngdae Kim, Michael C. Ferris
We introduce an extended mathematical programming framework for specifying equilibrium problems and their variational representations, such as generalized Nash equilibrium, multipl…
math.OC2018★ 7 cited
Lyapunov Functions for First-Order Methods: Tight Automated Convergence Guarantees
Adrien Taylor, Bryan Van Scoy, Laurent Lessard
We present a novel way of generating Lyapunov functions for proving linear convergence rates of first-order optimization methods. Our approach provably obtains the fastest linear c…