2 papers
math.OC2026
A Single-Loop Minorized Dual Decomposition Method for Nonsmooth Multi-Stage Stochastic Programming
Dan Luo, Hailin Sun, Lei Yang +1
In this paper, we study multi-stage stochastic programming (MSP) problems with nonsmooth composite objectives. Tailored to their intrinsic stage-wise and scenario-wise structure, w…
math.OC2025
The Güler-type acceleration for proximal gradient, linearized augmented Lagrangian and linearized alternating direction method of multipliers
Bin Zhou, Liusheng Hou, Xingju Cai +1
In this paper, we introduce the Güler-type acceleration technique and utilize it to propose three acceleration algorithms: the Güler-type accelerated proximal gradient method (GP…