On the rate analysis of inexact augmented Lagrangian schemes for convex optimization problems with misspecified constraints ; Electronic ISBN: 978-1-4673-8682-1.

Oct 2, 2015 · Abstract:We consider a misspecified optimization problem that requires minimizing of a convex function f(x;\theta^*) in x over a constraint ...

We consider a misspecified optimization problem that requires minimizing of a convex function f (x;q*) in x over a constraint set represented by h(x;q*)<=0, ...

On the rate analysis of inexact augmented Lagrangian schemes for convex optimization problems with misspecified constraints ... Schemes for Misspecified Conic ...

Aug 5, 2016 · Numerical results for a portfolio optimization problem with a misspecified covariance matrix suggest that these schemes perform well in practice ...

This article develops a first-order inexact augmented Lagrangian (AL) scheme for computing an optimal solution and derives rate statements for such schemes ...

Dive into the research topics of 'On the rate analysis of inexact augmented Lagrangian schemes for convex optimization problems with misspecified constraints'.

On the rate analysis of inexact augmented Lagrangian schemes for convex optimization problems with misspecified constraints ... misspecified constraints. Article.

Jul 29, 2022 · Abstract—In this article, we consider the misspecified optimization problem of minimizing a convex function.

We consider a misspecified optimization problem that requires minimizing of a convex function f in x over a constraint set represented by h(x;θ) ≤ 0 where ...