Publications related to Subderivative

Is there an analog of Nesterov acceleration for gradient-based MCMC?

Nicolas Henri Bernard Flammarion, Xiang Cheng

We formulate gradient-based Markov chain Monte Carlo (MCMC) sampling as optimization on the space of probability measures, with Kullback-Leibler (KL) divergence as the objective functional. We show that an under-damped form of the Langevin algorithm perfor ...

INT STATISTICAL INST2021

A Lagrangian relaxation technique for the demand-based benefit maximization problem

Michel Bierlaire, Shadi Sharif Azadeh, Virginie Janine Camille Lurkin, Meritxell Pacheco Paneque, Bernard Gendron

The integration of discrete choice models with Mixed Integer Linear Programming (MILP) models provides a better understanding of customers' preferences to operators while planning for their systems. However, the formulations associated with the former are ...

2018

A Lagrangian relaxation technique for the demand-based benefit maximization problem

Michel Bierlaire, Shadi Sharif Azadeh, Virginie Janine Camille Lurkin, Meritxell Pacheco Paneque, Bernard Gendron

The integration of discrete choice models in Mixed Integer Linear Programming (MILP) models provides a better understanding of the preferences of the customers to the operators while planning for their systems. However, the formulations associated with ch ...

2018

A Lagrangian relaxation method for a choice-based optimization framework capturing the demand-supply interaction

Michel Bierlaire, Shadi Sharif Azadeh, Meritxell Pacheco Paneque, Bernard Gendron

The integration of customer behavioral models in optimization provides a better understanding of the preferences of clients (the demand) to policy makers while planning for their systems (the supply). On the one hand, these preferences are formalized with ...

2017

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Subderivative

Is there an analog of Nesterov acceleration for gradient-based MCMC?

A Lagrangian relaxation technique for the demand-based benefit maximization problem

A Lagrangian relaxation technique for the demand-based benefit maximization problem

A Lagrangian relaxation method for a choice-based optimization framework capturing the demand-supply interaction

Derivatives with respect to metrics and applications: subgradient marching algorithm

Graph Chatbot

Chat with Graph Search

A Lagrangian relaxation method for a choice-based optimization framework capturing the demand-supply interaction

Derivatives with respect to metrics and applications: subgradient marching algorithm

Is there an analog of Nesterov acceleration for gradient-based MCMC?

A Lagrangian relaxation technique for the demand-based benefit maximization problem

A Lagrangian relaxation technique for the demand-based benefit maximization problem