Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization.
Junyi LiuYing CuiJong-Shi PangPublished in: Math. Oper. Res. (2022)
Keyphrases
- image restoration and reconstruction
- convex functions
- nonlinear programming
- objective function
- markov random field
- variational inequalities
- exact penalty
- quadratic optimization problems
- globally convergent
- regularization term
- optimization problems
- image segmentation
- bilevel programming
- newton method
- optimality conditions
- stationary points
- mathematical programming
- combinatorial optimization
- convex programming
- image denoising
- linear constraints
- quadratic programming
- linearly constrained