A primal-dual approach for a total variation Wasserstein flow. In Geometric Science of Information, volume 8085 of LNCS, pages 413-421. Springer Berlin Heidelberg, 2013.Benning, M., Calatroni, L., During, B., Schonlieb, C.B.: A primal-dual approach for a total variation Wasserstein ...
We also show that classic online problems such as the ski rental problem and the dynamic TCP-acknowledgement problem can be solved optimally using a simple primal-dual approach. The primal-dual method has several advantages over existing methods. First, it provides a general recipe for the design...
讲座介绍 In many operations management problems, we need to make decisions sequentially to minimize the cost while satisfying certain constraints. One modeling approach to study such problems is constrained Markov decision process (CMDP). When solving the CMDP to derive good operational policies, there...
The primal-dual approach starts with the primal problem, which can be written as: minimize c^T x subject to Ax = b and x >= 0 where c is the cost vector, x is the variable vector, A is the constraint matrix, and b is the constraint vector. To construct the dual problem, we int...
This paper presents a new extremal approach to deriving dual optimization problems with proper duality inequality which simplifies, and generalizes the Fen... A Charnes,WW Cooper,L Seiford - 《Mathematische Operationsforschung Und Statistik》 被引量: 35发表: 1976年 Two-stage distributionally robust op...
In this paper we propose a primal-dual dynamical approach to the minimization of a structured convex function consisting of a smooth term, a nonsmooth term, and the composition of another nonsmooth term with a linear continuous operator. In this scope we introduce a dynamical system for which ...
1. Contribution这篇文章主要是作者综合了之前的两篇论文研究以及参考BCL算法整合出了一个完整的扩展拉格朗日DDP算法,同时考虑等式约束和不等式约束。 之前的工作DDP工作Equality Constrained Differential Dynam…
Nevertheless, we show that it can be approximated by a primal–dual approach. To give the details, we need the notation of violated sets. Definition 2 violated set A terminal set S⊆T is violated with respect to a nonterminal set A⊆W−Wi−1 if hi(S)=1 and ΔA(S)=∅ hold...
Primal–Dual–Infeasible Newton Approach for the Analytic Center Deep-Cutting Plane Method 来自 Springer 喜欢 0 阅读量: 145 作者:JL Goffin,F Sharifi-Mokhtarian 摘要: The convergence and complexity of a primal–dual column generation and cutting plane algorithm from approximate analytic centers for ...
On the basis of primal-dual approach,we present in this paper an interior point method that gives parametric ε-approximate solutions to parametric semi-definite programming problems.The method is finite,and the number of its iterations is quasi-polynomially bounded.关键词: Interior-point method semi...