36 citations · 98 across the 20 of their papers we have counts for
5 papers · 1 filter
Hessian barrier algorithms for non-convex conic optimization
Pavel Dvurechensky, Mathias Staudigl
We consider the minimization of a continuous function over the intersection of a regular cone with an affine set via a new class of adaptive first- and second-order optimization me…
Stochastic Relaxed Inertial Forward-Backward-Forward splitting for Monotone Inclusions in Hilbert spaces
Shisheng Cui, Uday V. Shanbhag, Mathias Staudigl +1
We consider monotone inclusions defined on a Hilbert space where the operator is given by the sum of a maximal monotone operator and a single-valued monotone, Lipschitz continu…
A relaxed-inertial forward-backward-forward algorithm for Stochastic Generalized Nash equilibrium seeking
Shisheng Cui, Barbara Franci, Sergio Grammatico +2
In this paper we propose a new operator splitting algorithm for distributed Nash equilibrium seeking under stochastic uncertainty, featuring relaxation and inertial effects. Our wo…
A privacy-preserving distributed computational approach for distributed locational marginal prices
Olivier Bilenne, Paulin Jacquot, Nadia Oudjane +3
An important issue in today's electricity markets is the management of flexibilities offered by new practices, such as smart home appliances or electric vehicles. By inducing chang…
First-Order Methods for Convex Optimization
Pavel Dvurechensky, Mathias Staudigl, Shimrit Shtern
First-order methods for solving convex optimization problems have been at the forefront of mathematical optimization in the last 20 years. The rapid development of this important c…