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math.OC2026
Interwoven SDP in Primal-Dual Proximal Splitting Methods for Adjustable Robust Convex Optimisation with SOS-Convex Polynomial Constraints
Neil D. Dizon, Bethany I. Caldwell, Vaithilingam Jeyakumar +1
We propose a novel methodology for solving a two-stage adjustable robust convex optimisation problem with a general (proximable) convex objective function and constraints defined b…
math.OC2024
Generalized Metric Subregularity with Applications to High-Order Regularized Newton Methods
Guoyin Li, Boris Mordukhovich, Jiangxing Zhu
This paper pursues a twofold goal. First, we introduce and study in detail a new notion of variational analysis called generalized metric subregularity, which is a far-going extens…