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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
Differentiability and Approximation of Probability Functions under Gaussian Mixture Models
Gonzalo Contador, Pedro Pérez-Aros, Emilio Vilches
In this work, we study probability functions associated with Gaussian mixture models. Our primary focus is on extending the use of spherical radial decomposition for multivariate G…
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…