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Alternating Direction Method with Self-Adaptive Penalty Parameters for Monotone Variational Inequalities
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Cited by:
- Sarah Perrin & Thierry Roncalli, 2019. "Machine Learning Optimization Algorithms & Portfolio Allocation," Papers 1909.10233, arXiv.org.
- Zhao, Baining & Qian, Tong & Li, Weiwei & Xin, Yanli & Zhao, Wei & Lin, Zekang & Tang, Wenhu & Jin, Xin & Cao, Wangzhang & Pan, Tingzhe, 2024. "Fast distributed co-optimization of electricity and natural gas systems hedging against wind fluctuation and uncertainty," Energy, Elsevier, vol. 298(C).
- Liu, Zhiyuan & Zhang, Honggang & Zhang, Kai & Zhou, Zihan, 2023. "Integrating alternating direction method of multipliers and bush for solving the traffic assignment problem," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 177(C).
- Myungjin Kim & Li Wang & Yuyu Zhou, 2021. "Spatially Varying Coefficient Models with Sign Preservation of the Coefficient Functions," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 26(3), pages 367-386, September.
- X. Wang & S. Li & X. Kou & Q. Zhang, 2015. "A new alternating direction method for linearly constrained nonconvex optimization problems," Journal of Global Optimization, Springer, vol. 62(4), pages 695-709, August.
- Lijun Xu & Bo Yu & Yin Zhang, 2017. "An alternating direction and projection algorithm for structure-enforced matrix factorization," Computational Optimization and Applications, Springer, vol. 68(2), pages 333-362, November.
- N. Aybat & G. Iyengar, 2015. "An alternating direction method with increasing penalty for stable principal component pursuit," Computational Optimization and Applications, Springer, vol. 61(3), pages 635-668, July.
- S. L. Wang & L. Z. Liao, 2001. "Decomposition Method with a Variable Parameter for a Class of Monotone Variational Inequality Problems," Journal of Optimization Theory and Applications, Springer, vol. 109(2), pages 415-429, May.
- Dolgopolik, Maksim V., 2021. "The alternating direction method of multipliers for finding the distance between ellipsoids," Applied Mathematics and Computation, Elsevier, vol. 409(C).
- Jianlin Jiang & Su Zhang & Yibing Lv & Xin Du & Ziwei Yan, 2020. "An ADMM-based location–allocation algorithm for nonconvex constrained multi-source Weber problem under gauge," Journal of Global Optimization, Springer, vol. 76(4), pages 793-818, April.
- Sharifian, Yeganeh & Abdi, Hamdi, 2024. "Multi-area economic dispatch problem: Methods, uncertainties, and future directions," Renewable and Sustainable Energy Reviews, Elsevier, vol. 191(C).
- Z. K. Jiang & X. M. Yuan, 2010. "New Parallel Descent-like Method for Solving a Class of Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 145(2), pages 311-323, May.
- Bin Gao & Feng Ma, 2018. "Symmetric Alternating Direction Method with Indefinite Proximal Regularization for Linearly Constrained Convex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 176(1), pages 178-204, January.
- Yao, Yu & Zhu, Xiaoning & Dong, Hongyu & Wu, Shengnan & Wu, Hailong & Carol Tong, Lu & Zhou, Xuesong, 2019. "ADMM-based problem decomposition scheme for vehicle routing problem with time windows," Transportation Research Part B: Methodological, Elsevier, vol. 129(C), pages 156-174.
- Thibault Bourgeron & Edmond Lezmi & Thierry Roncalli, 2019. "Robust Asset Allocation for Robo-Advisors," Papers 1902.07449, arXiv.org.
- S. L. Wang & H. Yang & B. S. He, 2001. "Inexact Implicit Method with Variable Parameter for Mixed Monotone Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 111(2), pages 431-443, November.
- Giorgio Costa & Roy H. Kwon, 2020. "Generalized risk parity portfolio optimization: an ADMM approach," Journal of Global Optimization, Springer, vol. 78(1), pages 207-238, September.
- Wu, Yiqian & Zhang, Xuan & Sun, Hongbin, 2021. "A multi-time-scale autonomous energy trading framework within distribution networks based on blockchain," Applied Energy, Elsevier, vol. 287(C).
- Zheng Peng & Wenxing Zhu, 2013. "An Alternating Direction Method for Nash Equilibrium of Two-Person Games with Alternating Offers," Journal of Optimization Theory and Applications, Springer, vol. 157(2), pages 533-551, May.
- Quoc Tran Dinh & Carlo Savorgnan & Moritz Diehl, 2013. "Combining Lagrangian decomposition and excessive gap smoothing technique for solving large-scale separable convex optimization problems," Computational Optimization and Applications, Springer, vol. 55(1), pages 75-111, May.
- Dirk A. Lorenz & Quoc Tran-Dinh, 2019. "Non-stationary Douglas–Rachford and alternating direction method of multipliers: adaptive step-sizes and convergence," Computational Optimization and Applications, Springer, vol. 74(1), pages 67-92, September.
- Jianlin Jiang & Liyun Ling & Yan Gu & Su Zhang & Yibing Lv, 2023. "Customized Alternating Direction Methods of Multipliers for Generalized Multi-facility Weber Problem," Journal of Optimization Theory and Applications, Springer, vol. 196(1), pages 362-389, January.
- Bingsheng He & Feng Ma & Xiaoming Yuan, 2020. "Optimally linearizing the alternating direction method of multipliers for convex programming," Computational Optimization and Applications, Springer, vol. 75(2), pages 361-388, March.
- Kun Jin & Yevgeniy Vorobeychik & Mingyan Liu, 2021. "Multi-Scale Games: Representing and Solving Games on Networks with Group Structure," Papers 2101.08314, arXiv.org.
- Max L. N. Gonçalves & Maicon Marques Alves & Jefferson G. Melo, 2018. "Pointwise and Ergodic Convergence Rates of a Variable Metric Proximal Alternating Direction Method of Multipliers," Journal of Optimization Theory and Applications, Springer, vol. 177(2), pages 448-478, May.
- Hou, Yanqiu & Bao, Minglei & Sang, Maosheng & Ding, Yi, 2024. "A market framework to exploit the multi-energy operating reserve of smart energy hubs in the integrated electricity-gas systems," Applied Energy, Elsevier, vol. 357(C).
- Lu-Chuan Zeng & Jen-Chih Yao, 2005. "Convergence analysis of a modified inexact implicit method for general mixed monotone variational inequalities," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 62(2), pages 211-224, November.
- Jean-Charles Richard & Thierry Roncalli, 2019. "Constrained Risk Budgeting Portfolios: Theory, Algorithms, Applications & Puzzles," Papers 1902.05710, arXiv.org.
- Tan, Jin & Wu, Qiuwei & Wei, Wei & Liu, Feng & Li, Canbing & Zhou, Bin, 2020. "Decentralized robust energy and reserve Co-optimization for multiple integrated electricity and heating systems," Energy, Elsevier, vol. 205(C).
- Yunhai Xiao & Hong Zhu & Soon-Yi Wu, 2013. "Primal and dual alternating direction algorithms for ℓ 1 -ℓ 1 -norm minimization problems in compressive sensing," Computational Optimization and Applications, Springer, vol. 54(2), pages 441-459, March.