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math.OC2025
Linear Convergence and Error Bounds for Optimization Without Strong Convexity
Kira van Treek, Javier F. Peña, Juan C. Vera +1
Many optimization algorithms$\unicode{x2013}$including gradient descent, proximal methods, and operator splitting techniques$\unicode{x2013}$can be formulated as fixed-point iterat…
math.OC2024
Lagrangian Reformulation for Nonconvex Optimization: Tailoring Problems to Specialized Solvers
Rodolfo A. Quintero, Juan C. Vera, Luis F. Zuluaga
In recent years, there has been a surge of interest in studying different ways to reformulate nonconvex optimization problems, especially those that involve binary variables. This…
math.OC2023
Duality of Hoffman constants
Javier F. Pena, Juan C. Vera, Luis F. Zuluaga
We show that a suitable Slater condition implies a duality inequality between the Hoffman constants of the following feasibility problems: $$ \begin{array}{r} Ax-b \in S\\ x \in R…