2 papers
math.OC2025
On the equivalence of a Hessian-free inequality and Lipschitz continuous Hessian
Radu I. Boţ, Minh N. Dao, Tianxiang Liu +2
It is known that if a twice differentiable function has a Lipschitz continuous Hessian, then its gradients satisfy a Jensen-type inequality. In particular, this inequality is Hessi…
math.OC2025
A Simple yet Highly Accurate Prediction-Correction Algorithm for Time-Varying Optimization
Tomoya Kamijima, Naoki Marumo, Akiko Takeda
This paper proposes a simple yet highly accurate prediction-correction algorithm, SHARP, for unconstrained time-varying optimization problems. Its prediction is based on an extrapo…