Convex optimisation constitutes a fundamental area in applied mathematics where the objective is to identify the minimum of a convex function subject to a set of convex constraints. This framework ...
SIAM Journal on Numerical Analysis, Vol. 53, No. 1 (2015), pp. 421-444 (24 pages) We propose a preconditioned version of the Douglas–Rachford splitting method for solving convex-concave saddle-point ...
In this note, we extend the algorithms Extra [13] and subgradient-push [10] to a new algorithm ExtraPush for consensus optimization with convex differentiable objective functions over a directed ...
BOZEMAN, Mont.--(BUSINESS WIRE)--Analytics software leader FICO today announced the release of a true global mathematical optimization solver as part of FICO ® Xpress 9.2 Optimization. The global ...