3 citations · 4 across the 8 of their papers we have counts for
11 papers
Extended convergence analysis of the Scholtes-type regularization for cardinality-constrained optimization problems
Sebastian Lammel, Vladimir Shikhman
We extend the convergence analysis of the Scholtes-type regularization method for cardinality-constrained optimization problems. Its behavior is clarified in the vicinity of saddle…
Global aspects of the continuous reformulation for cardinality-constrained optimization problems
Sebastian Lämmel, Vladimir Shikhman
The main goal of this paper is to relate the topologically relevant stationary points of a cardinality-constrained optimization problem and its continuous reformulation up to their…
On local uniqueness of normalized Nash equilibria
Vladimir Shikhman
For generalized Nash equilibrium problems (GNEP) with shared constraints we focus on the notion of normalized Nash equilibrium in the nonconvex setting. The property of nondegenera…
Network manipulation algorithm based on inexact alternating minimization
David Müller, Vladimir Shikhman
In this paper, we present a network manipulation algorithm based on an alternating minimization scheme from (Nesterov 2020). In our context, the latter mimics the natural behavior…
Regularized quasi-monotone method for stochastic optimization
Vyacheslav Kungurtsev, Vladimir Shikhman
We adapt the quasi-monotone method from [2] for composite convex minimization in the stochastic setting. For the proposed numerical scheme we derive the optimal convergence rate in…
Cardinality-constrained optimization problems in general position and beyond
Vladimir Shikhman, Sebastian Lämmel
We study cardinality-constrained optimization problems (CCOP) in general position, i. e. those optimization-related properties that are fulfilled for a dense and open subset of the…
Dynamic pricing under nested logit demand
David Müller, Yurii Nesterov, Vladimir Shikhman
Recently, there is growing interest and need for dynamic pricing algorithms, especially, in the field of online marketplaces by offering smart pricing options for big online stores…
Topological approach to mathematicalprograms with switching constraints
Vladimir Shikhman
We study mathematical programs with switching constraints (MPSC)from the topological perspective. Two basic theorems from Morse theory are proved. Outside the W-stationary point se…
On nondegenerate M-stationary points for sparsity constrained nonlinear optimization
Sebastian Lämmel, Vladimir Shikhman
We study sparsity constrained nonlinear optimization (SCNO) from a topological point of view. Special focus will be on M-stationary points from Burdakov et al. (2016). We introduce…
Discrete choice prox-functions on the simplex
David Müller, Yurii Nesterov, Vladimir Shikhman
We derive new prox-functions on the simplex from additive random utility models of discrete choice. They are convex conjugates of the corresponding surplus functions. In particular…
Shannon's comparison of channels characterized by optimal decision making
Sebastian Lämmel, Vladimir Shikhman
According to Blackwell's Theorem it is equivalent to compare channels by either a garbling order or optimal decision making. This equivalence does not hold anymore if also allowing…