Vol. 35, No. 3, Special issue dedicated to professor Qamrul Hasan Ansari on the occasion of his 6oth anniversary (2019), pp. 371-378 (8 pages) In this paper, we consider convex constrained ...

Backward stochastic differential equations (BSDEs) have emerged as a pivotal mathematical tool in the analysis of complex systems across finance, physics and engineering. Their formulation, generally ...

Abstract: A time-varying (TV) optimization problem arises in many real-time applications, where the objective function or constraints change continuously with time. Consequently, the optimal points of ...

Fourier analysis and numerical methods have long played a pivotal role in the solution of differential equations across science and engineering. By decomposing complex functions into sums of ...

Abstract: We address black-box convex optimization problems, where the objective and constraint functions are not explicitly known but can be sampled within the feasible set. The challenge is thus to ...

This paper gives some global and uniform convergence estimates for a class of subspace correction (based on space decomposition) iterative methods applied to some unconstrained convex optimization ...

This talk presents and analyzes a novel nonlinear inner accelerated inexact proximal augmented Lagrangian (NL-IAIPAL) method for solving smooth nonconvex composite optimization problems with nonlinear ...