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20232026
most citedNumerical solution of an optimal control problem with probabilistic and almost sure state constraints

1 citations · 1 across the 8 of their papers we have counts for

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math.OC2026

A proximal subgradient method for nonconvex stochastic optimization under the Kurdyka-Łojasiewicz condition

Felipe Atenas, Alejandro Jofré, Pedro Pérez-Aros +1

This work introduces a proximal stochastic subgradient method for minimizing the sum of an expected cost, whose integrand is potentially nonsmooth and nonconvex, and a lower semico…

math.OC2026

Sharp bounds for stochastic proximal and projection estimators via radial dominance

Gonzalo Contador, Pedro Pérez-Aros, Emilio Vilches

We study stochastic barycentric estimators for proximal points and metric projections obtained by exponentially reweighting Gaussian perturbations. Our main result is an abstract c…

math.OC2025

Nonmonotone subgradient methods based on a local descent lemma

Francisco J. Aragón-Artacho, Rubén Campoy, Pedro Pérez-Aros +1

In this paper we present a nonmonotone line search subgradient algorithm tailored to upper- functions. This is a family of nonsmooth and nonconvex functions that sat…

math.OC2025

Randomized block proximal method with locally Lipschitz continuous gradient

Pedro Pérez-Aros, David Torregrosa-Belén

Block-coordinate algorithms are recognized to furnish efficient iterative schemes for addressing large-scale problems, especially when the computation of full derivatives entails s…

math.OC2025

A Projected Variable Smoothing for Weakly Convex Optimization and Supremum Functions

Sergio López-Rivera, Pedro Pérez-Aros, Emilio Vilches

In this paper, we address two main topics. First, we study the problem of minimizing the sum of a smooth function and the composition of a weakly convex function with a linear oper…

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…