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math.OC2026
Preconditioned Latent Variable Proximal Point Method for Optimal Control Problems with Control Constraints
Nico Haaf, Roland Herzog
The latent variable proximal point (LVPP) method solves optimization problems in function spaces with pointwise constraints by a sequence of smooth subproblems whose iterates are s…
math.OC2022★ 1 cited
The Proximal Map of the Weighted Mean Absolute Error
Lukas Baumgärtner, Roland Herzog, Stephan Schmidt +1
We investigate the proximal map for the weighted mean absolute error function. An algorithm for its efficient and vectorized evaluation is presented. As a demonstration, this algor…