3 papers
math.OC2023
The Boosted Double-Proximal Subgradient Algorithm for Nonconvex Optimization
Francisco J. Aragón-Artacho, Pedro Pérez-Aros, David Torregrosa-Belén
In this paper we introduce the Boosted Double-proximal Subgradient Algorithm (BDSA), a novel splitting algorithm designed to address general structured nonsmooth and nonconvex math…
math.OC2023
Galerkin-like Method for Integro-Differential Inclusions with applications to Volterra Sweeping processes
Pedro Pérez-Aros, Manuel Torres-Valdebenito, Emilio Vilches
In this paper, we develop the Galerkin-like method to address first-order integro-differential inclusions. Under compactness or monotonicity conditions, we obtain new results for t…
math.OC2023
Probability functions generated by set-valued mappings: a study of first order information
Wim van Ackooij, Pedro Pérez-Aros, Claudia Soto
Probability functions appear in constraints of many optimization problems in practice and have become quite popular. Understanding their first-order properties has proven useful, n…