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math.OC2023★ 1 cited
One-step differentiation of iterative algorithms
Jérôme Bolte, Edouard Pauwels, Samuel Vaiter
In appropriate frameworks, automatic differentiation is transparent to the user at the cost of being a significant computational burden when the number of operations is large. For…
math.OC2014
Majorization-minimization procedures and convergence of SQP methods for semi-algebraic and tame programs
Jérôme Bolte, Edouard Pauwels
In view of solving nonsmooth and nonconvex problems involving complex constraints (like standard NLP problems), we study general maximization-minimization procedures produced by fa…