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math.OC2012
Mirror-Descent Methods in Mixed-Integer Convex Optimization
Michel Baes, Timm Oertel, Christian Wagner +1
In this paper, we address the problem of minimizing a convex function f over a convex set, with the extra constraint that some variables must be integer. This problem, even when f…
math.OC2012
An acceleration procedure for optimal first-order methods
Michel Baes, Michael Buergisser
We introduce in this paper an optimal first-order method that allows an easy and cheap evaluation of the local Lipschitz constant of the objective's gradient. This constant must id…