CSpace

Browse/Search Results:  1-10 of 28 Help

Selected(0)Clear Items/Page:    Sort:
Lower Bounds on Multivariate Higher Order Derivatives of Differential Entropy 期刊论文
ENTROPY, 2022, 卷号: 24, 期号: 8, 页码: 17
Authors:  Guo, Laigang;  Yuan, Chun-Ming;  Gao, Xiao-Shan
Favorite  |  View/Download:82/0  |  Submit date:2023/02/07
differential entropy  completely monotone  Mckean's conjecture  log-concavity  Gaussian optimality  
The augmented lagrangian method can approximately solve convex optimization with least constraint violation 期刊论文
MATHEMATICAL PROGRAMMING, 2022, 页码: 35
Authors:  Dai, Yu-Hong;  Zhang, Liwei
Favorite  |  View/Download:136/0  |  Submit date:2023/02/07
Convex optimization  Least constraint violation  Augmented Lagrangian method  Shifted problem  Optimal value mapping  Solution mapping  Dual function  Conjugate dual  
Multiobjective optimization with least constraint violation: optimality conditions and exact penalization 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2022, 页码: 24
Authors:  Chen, Jiawei;  Dai, Yu-Hong
Favorite  |  View/Download:119/0  |  Submit date:2022/06/21
Multiobjective optimization with least constraint violation  Optimality conditions  Exact penalization  Calmness  Infeasibility condition  
Mean field linear-quadratic control: Uniform stabilization and social optimality 期刊论文
AUTOMATICA, 2020, 卷号: 121, 页码: 14
Authors:  Wang, Bing-Chang;  Zhang, Huanshui;  Zhang, Ji-Feng
Favorite  |  View/Download:146/0  |  Submit date:2021/01/14
Mean field game  Variational analysis  Stabilization control  FBSDE  Riccati equation  
On weak Pareto optimality of nonatomic routing networks 期刊论文
JOURNAL OF COMBINATORIAL OPTIMIZATION, 2020, 页码: 19
Authors:  Chen, Xujin;  Diao, Zhuo;  Hu, Xiaodong
Favorite  |  View/Download:187/0  |  Submit date:2020/05/24
Nonatomic selfish routing  Nash equilibrium  Weakly Pareto optimal  Multi-commodity network  
Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 9, 页码: 2771-2786
Authors:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav
Favorite  |  View/Download:140/0  |  Submit date:2018/10/07
Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency  
Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 9, 页码: 2771-2786
Authors:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav
Favorite  |  View/Download:130/0  |  Submit date:2018/10/07
Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency  
SNIG PROPERTY OF MATRIX LOW-RANK FACTORIZATION MODEL 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2018, 卷号: 36, 期号: 3, 页码: 374-390
Authors:  Wang, Hong;  Liu, Xin;  Chen, Xiaojun;  Yuan, Ya-xiang
Favorite  |  View/Download:165/0  |  Submit date:2019/03/05
Low rank factorization  Nonconvex optimization  Second-order optimality condition  Global minimizer  
snigpropertyofmatrixlowrankfactorizationmodel 期刊论文
journalofcomputationalmathematics, 2018, 卷号: 36, 期号: 3, 页码: 374
Authors:  Wang Hong;  Liu Xin;  Chen Xiaojun;  Yuan Yaxiang
Favorite  |  View/Download:175/0  |  Submit date:2020/01/10
A smoothing SQP framework for a class of composite minimization over polyhedron 期刊论文
MATHEMATICAL PROGRAMMING, 2016, 卷号: 158, 期号: 1-2, 页码: 467-500
Authors:  Liu, Ya-Feng;  Ma, Shiqian;  Dai, Yu-Hong;  Zhang, Shuzhong
Favorite  |  View/Download:179/0  |  Submit date:2018/07/30
Composite L-q minimization  epsilon-KKT point  Nonsmooth nonconvex non-Lipschitzian optimization  Optimality condition  Smoothing approximation  Worst-case iteration complexity