6 papers
A Newton-Like Dynamical System for Nonsmooth and Nonconvex Optimization
Juan Guillermo Garrido, Pedro Pérez-Aros, Emilio Vilches
This work investigates a dynamical system functioning as a nonsmooth adaptation of the continuous Newton method, aimed at minimizing the sum of a primal lower-regular and a locally…
Splitting Algorithms for Distributionally Robust Optimization
Luis Briceño-Arias, Sergio López-Rivera, Emilio Vilches
In this paper, we provide different splitting methods for solving distributionally robust optimization problems in cases where the uncertainties are described by discrete distribut…
Well-posedness for integro-differential sweeping processes of Volterra type
Emilio Vilches
In this paper, we study the well-posedness of integro-differential sweeping processes of Volterra type. Using new enhanced versions of Gronwall's inequality, a reparametrization te…
Catching-up Algorithm with Approximate Projections for Moreau's Sweeping Processes
Juan Guillermo Garrido, Emilio Vilches
In this paper, we develop an enhanced version of the catching-up algorithm for sweeping processes through an appropriate concept of approximate projections. We establish some prope…
Inner Moreau envelope of nonsmooth conic chance constrained optimization problems
Wim van Ackooij, Pedro Pérez-Aros, Claudia Soto +1
Optimization problems with uncertainty in the constraints occur in many applications. Particularly, probability functions present a natural form to deal with this situation. Nevert…
Integral functionals on nonseparable Banach spaces with applications
Juan Guillermo Garrido, Pedro Pérez-Aros, Emilio Vilches
In this paper, we study integral functionals defined on spaces of functions with values on general (non-separable) Banach spaces. We introduce a new class of integrands and multifu…