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math.OC2024
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…
math.OC2024
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…