3 papers
math.OC2026
Proximity operator of the weighted squared norm with applications
Sergio López-Rivera
In this paper, we derive a closed-form for the proximity operator of the weighted squared norm. Moreover, we derive a closed-form for the proximity operator of a…
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
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…