19 citations · 25 across the 7 of their papers we have counts for
Showing 2020Show all
2 papers · 1 filter
math.OC2020
Newton acceleration on manifolds identified by proximal-gradient methods
Gilles Bareilles, Franck Iutzeler, Jérôme Malick
Proximal methods are known to identify the underlying substructure of nonsmooth optimization problems. Even more, in many interesting situations, the output of a proximity operator…
cs.DC2020★ 19 cited
Randomized Progressive Hedging methods for Multi-stage Stochastic Programming
Gilles Bareilles, Yassine Laguel, Dmitry Grishchenko +2
Progressive Hedging is a popular decomposition algorithm for solving multi-stage stochastic optimization problems. A computational bottleneck of this algorithm is that all scenario…