7 papers
New operator designs for Halpern iterations with explicit rates under Hölder error bounds
Pablo Barros, Vincent Guigues, Roger Behling +1
We investigate the asymptotic behavior of Halpern-type iterations applied to quasi-nonexpansive operators arising in best approximation problems over the intersection of finitely m…
The Method of Ellipcenters for strongly convex minimization
Roger Behling, Ramyro Correa, Eduarda Ferreira +1
This work is about ME, the Method of Ellipcenters. ME was recently introduced by these very authors as a first order accelerated scheme for unconstrained minimization. Its iterates…
Bidirectional SDDP with dimension-free complexity for solving strongly convex stochastic dynamic programming equations
Pablo Barros, Vincent Guigues
We analyze the complexity of Bidirectional Stochastic Dual Dynamic Programming (BSDDP) algorithm applied to multistage stochastic optimization problems with strongly convex cost fu…
Dimension-Free Complexity Guarantees for Dual Dynamic Programming
Pablo Barros, Vincent Guigues, Jiaming Liang +1
This paper studies the complexity of a dual dynamic programming (DDP) method for solving a class of convex optimization problems with linear coupling constraints. Existing complexi…
Introducing the method of ellipcenters, a new first order technique for unconstrained optimization
Roger Behling, Ramyro Aquines Correa, Eduarda Ferreira Zanatta +1
In this paper, we introduce the Method of Ellipcenters (ME) for unconstrained minimization. At the cost of two gradients per iteration and a line search, we compute the next iterat…
Parallel Polyhedral Projection Method for the Convex Feasibility Problem
Pablo Barros, Roger Behling, Vincent Guigues
In this paper, we introduce and study the Parallel Polyhedral Projection Method (3PM) and the Approximate Parallel Polyhedral Projection Method (A3PM) for finding a point in the in…