Teboulle Marc

Marc Teboulle

Information about the author Marc Teboulle will soon be added to the site.
Found 13 papers in total
A linearly convergent dual-based gradient projection algorithm for quadratically constrained convex minimization
A linearly convergent dual-based gradient projection algorithm for quadratically constrained convex minimization
2006
This paper presents a new dual formulation for quadratically constrained convex...
On semidefinite bounds for maximization of a non-convex quadratic objective over the l1 unit ball
On semidefinite bounds for maximization of a non-convex quadratic objective over the l1 unit ball
2006
We consider the non-convex quadratic maximization problem subject to the l 1 unit ball...
Mirror descent and nonlinear projected subgradient methods for convex optimization
Mirror descent and nonlinear projected subgradient methods for convex optimization
2003
The mirror descent algorithm (MDA) was introduced by Nemirovsky and Yudin for solving...
A probabilistic result for the max-cut problem on random graphs
A probabilistic result for the max-cut problem on random graphs
2000
We consider the max-cut problem on a random graph G with n vertices and weights w ij...
A logarithmic-quadratic proximal method for variational inequalities
A logarithmic-quadratic proximal method for variational inequalities
1999
We present a new method for solving variational inequalities on polyhedra. The method...
Nonlinear rescaling and proximal-like methods in convex optimization
Nonlinear rescaling and proximal-like methods in convex optimization
1997
The nonlinear rescaling principle (NRP) consists of transforming the objective...
Hidden convexity in some nonconvex quadratically constrained quadratic programming
Hidden convexity in some nonconvex quadratically constrained quadratic programming
1996
The authors consider the problem of minimizing an indefinite quadratic objective...
Multiplicative interior gradient methods for minimization over the nonnegative orthant
Multiplicative interior gradient methods for minimization over the nonnegative orthant
1996
The authors introduce a new class of multiplicative iterative methods for solving...
A proximal-based decomposition method for convex minimization problems
A proximal-based decomposition method for convex minimization problems
1994
This paper presents a decomposition method for solving convex minimization problems....
Entropy-like proximal methods in convex programming
Entropy-like proximal methods in convex programming
1994
The authors study an extension of the proximal method for programming, where the...
Entropic proximal mappings with applications to nonlinear programming
Entropic proximal mappings with applications to nonlinear programming
1992
The paper introduces a family of new transforms based on imitating the proximal...
Portfolio theory for the Recourse Certainty Equivalent maximizing investor
Portfolio theory for the Recourse Certainty Equivalent maximizing investor
1991
The portfolio selection problem with one safe and n risky assets is analyzed via a new...
Upper bounds on the expected value of a convex function using gradient and conjugate function information
Upper bounds on the expected value of a convex function using gradient and conjugate function information
1989
New upper bounds are given for the expected value of a convex function. The bounds...
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