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- research-articleDecember 2024
Variational Properties of the Abstract Subdifferential Operator
Journal of Optimization Theory and Applications (JOPT), Volume 204, Issue 1https://doi.org/10.1007/s10957-024-02583-3AbstractAbstract convexity generalises classical convexity by considering the suprema of functions taken from an arbitrarily defined set of functions. These are called the abstract linear (abstract affine) functions. The purpose of this paper is to study ...
- research-articleDecember 2024
A PRP Type Conjugate Gradient Method Without Truncation for Nonconvex Vector Optimization
Journal of Optimization Theory and Applications (JOPT), Volume 204, Issue 1https://doi.org/10.1007/s10957-024-02571-7AbstractA novel Polak-Ribière-Polyak (PRP) type conjugate gradient method is proposed to solve a nonconvex vector optimization. This variant is a nontrivial extension of a PRP type conjugate gradient method from the scalar case to the vector case. We ...
- research-articleDecember 2024
Forward-Primal-Dual-Half-Forward Algorithm for Splitting Four Operators
Journal of Optimization Theory and Applications (JOPT), Volume 204, Issue 1https://doi.org/10.1007/s10957-024-02560-wAbstractIn this article, we propose a splitting algorithm to find zeros of the sum of four maximally monotone operators in real Hilbert spaces. In particular, we consider a Lipschitz operator, a cocoercive operator, and a linear composite term. In the ...
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- research-articleDecember 2024
Numerical Solution of an Optimal Control Problem with Probabilistic and Almost Sure State Constraints
Journal of Optimization Theory and Applications (JOPT), Volume 204, Issue 1https://doi.org/10.1007/s10957-024-02578-0AbstractWe consider the optimal control of a PDE with random source term subject to probabilistic or almost sure state constraints. In the main theoretical result, we provide an exact formula for the Clarke subdifferential of the probability function ...
- research-articleDecember 2024
Decentralized Online Strongly Convex Optimization with General Compressors and Random Disturbances
Journal of Optimization Theory and Applications (JOPT), Volume 204, Issue 1https://doi.org/10.1007/s10957-024-02595-zAbstractThis paper considers the decentralized online strongly convex optimization over a multi-agent network, where the objective is to minimize a global loss function accumulated by the local loss functions of all agents. The Time-Varying Scaling ...
- research-articleDecember 2024
Reformulations for Projected Solutions of Generalized Games
Journal of Optimization Theory and Applications (JOPT), Volume 204, Issue 1https://doi.org/10.1007/s10957-024-02591-3AbstractWe show that projected solutions of a generalized game correspond to classical ones of an auxiliary generalized game obtained by doubling the number of players. Based on this reformulation and using known results for the existence of classical ...
- research-articleDecember 2024
Stability Analysis to Parametric Multiobjective Optimal Control Problems
Journal of Optimization Theory and Applications (JOPT), Volume 204, Issue 1https://doi.org/10.1007/s10957-024-02584-2AbstractIn this paper, we investigate continuity properties of the efficient solution map of a parametric nonlinear multiobjective optimal control problem. First, by using the equimeasurability condition of the admissible control set, we obtain the ...
- research-articleDecember 2024
Accuracy Certificates for Convex Minimization with Inexact Oracle
Journal of Optimization Theory and Applications (JOPT), Volume 204, Issue 1https://doi.org/10.1007/s10957-024-02599-9AbstractAccuracy certificates for convex minimization problems allow for online verification of the accuracy of approximate solutions and provide a theoretically valid online stopping criterion. When solving the Lagrange dual problem, accuracy ...
- research-articleNovember 2024
Mordukhovich Derivatives of Metric Projection Operator in Hilbert Spaces
Journal of Optimization Theory and Applications (JOPT), Volume 203, Issue 3Pages 2649–2678https://doi.org/10.1007/s10957-024-02530-2AbstractIn this paper, we study the generalized differentiability of the metric projection operator in Hilbert spaces. We find exact expressions for Mordukhovich derivatives (which are also called Mordukhovich coderivatives) for the metric projection ...
- research-articleNovember 2024
Existence of -Robust Weak Nash Equilibria for Leader–Follower Population Games with Fuzzy Parameters
- research-articleNovember 2024
Conditions on Twice Continuous Codifferentiability of Quasidifferentiable Functions
Journal of Optimization Theory and Applications (JOPT), Volume 203, Issue 3Pages 2848–2869https://doi.org/10.1007/s10957-024-02549-5AbstractThe authors study the twice codifferentiable functions introduced by Professor V.F. Demyanov and how to calculate their second codifferentials. We proved that a twice hypodifferentiable positively homogeneous (p.h.) function of the second order is ...
- research-articleOctober 2024
The “Black-Box” Optimization Problem: Zero-Order Accelerated Stochastic Method via Kernel Approximation
Journal of Optimization Theory and Applications (JOPT), Volume 203, Issue 3Pages 2451–2486https://doi.org/10.1007/s10957-024-02556-6AbstractIn this paper, we study the standard formulation of an optimization problem when the computation of gradient is not available. Such a problem can be classified as a “black box” optimization problem, since the oracle returns only the value of the ...
- research-articleOctober 2024
A Distributed Accelerated Algorithm Based on a Unified Momentum Method
Journal of Optimization Theory and Applications (JOPT), Volume 203, Issue 3Pages 2908–2953https://doi.org/10.1007/s10957-024-02552-wAbstractWe propose a distributed optimization method based on a unified momentum method combined with the heavy ball method and optimized gradient method. We first prove that the stochastic version of the unified momentum method converges, and then prove ...
- research-articleOctober 2024
A Modulus-Based Formulation for the Vertical Tensor Complementarity Problem
Journal of Optimization Theory and Applications (JOPT), Volume 203, Issue 3Pages 2759–2783https://doi.org/10.1007/s10957-024-02544-wAbstractIn this paper, we introduce a modulus-based formulation for solving vertical tensor complementarity problems (VTCP) with an arbitrary number of tensors. This formulation allows us to design the modulus-based tensor splitting iterative method to ...