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A Quadratic Regularization Method with Finite-Difference Gradient Approximations for Multiobjective Optimization

Published: 2025/06/28, Updated: 2025/07/01
  • Gilson Silva
Categories Quadratic Programming, Unconstrained Optimization Tags complexity, finite difference, multiobjective optimization, quadratic regularization Short URL: https://optimization-online.org/?p=30956

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Complexity of normalized stochastic first-order methods with momentum under heavy-tailed noise
Maximal entropy in the moment body
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alternating direction method of multipliers augmented lagrangian method benders decomposition bilevel optimization Branch-and-Bound branch-and-cut chance constraints column generation combinatorial optimization complexity constrained optimization convex optimization cutting planes decomposition derivative-free optimization distributionally robust optimization duality dynamic programming first-order methods global convergence global optimization heuristics integer programming interior point methods large-scale optimization linear programming machine learning mixed-integer linear programming mixed-integer nonlinear programming mixed-integer programming multiobjective optimization nonconvex optimization nonlinear optimization nonlinear programming nonsmooth optimization optimal control optimization proximal point algorithm quadratic programming robust optimization semidefinite programming stochastic optimization stochastic programming trust-region methods unconstrained optimization

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