Convex analysis and global optimization

zbMath0904.90156MaRDI QIDQ5906869

Hoang Tuy

Publication date: 24 February 1998

Published in: Nonconvex Optimization and Its Applications (Search for Journal in Brave)

zbMATH Keywords

difference of convex functionsglobal optimizationquasiconvexitynonconvex quadratic programmingconvex analysis

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Nonsmooth analysis (49J52) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)

Related Items (only showing first 100 items - show all)

Outcome space algorithm for generalized multiplicative problems and optimization over the efficient set ⋮ Convergent Algorithms for a Class of Convex Semi-infinite Programs ⋮ A simplicial branch and bound duality-bounds algorithm to linear multiplicative programming ⋮ Computing with Fisher geodesics and extended exponential families ⋮ Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles ⋮ A Method for Minimization of Quasidifferentiable Functions ⋮ A Complexity Analysis of Local Search Algorithms in Global Optimization ⋮ Global optimization of a rank-two nonconvex program ⋮ Robust piecewise linear L₁-regression via nonsmooth DC optimization ⋮ LARGE-SCALE SINGLE FACILITY CONTINUOUS LOCATION BY D.C. OPTIMIZATION ⋮ A robust algorithm for quadratic optimization under quadratic constraints ⋮ Unnamed Item ⋮ Generalized S-lemma and strong duality in nonconvex quadratic programming ⋮ Lagrange multiplier rules for non-differentiable DC generalized semi-infinite programming problems ⋮ Approximation by Delta-Convex Mappings in Certain Spaces ⋮ A proximal bundle method for nonsmooth DC optimization utilizing nonconvex cutting planes ⋮ Global optimization algorithm for solving linear multiplicative programming problems ⋮ Robust market equilibria under uncertain cost ⋮ On solving the sum-of-ratios problem ⋮ Survey of Piecewise Convex Maximization and PCMP over Spherical Sets ⋮ A duality-bounds algorithm for non-convex quadratic programs with additional multiplicative constraints ⋮ Retraction-based first-order feasible methods for difference-of-convex programs with smooth inequality and simple geometric constraints ⋮ The Toland-Fenchel-Lagrange duality of DC programs for composite convex functions ⋮ Outlier detection and least trimmed squares approximation using semi-definite programming ⋮ Unnamed Item ⋮ An alogrithm for monotonic global optimization problems^∗ ⋮ Global optimization for the sum of generalized polynomial fractional functions ⋮ Accelerating convergence of cutting plane algorithms for disjoint bilinear programming ⋮ Nonsmooth DC programming approach to clusterwise linear regression: optimality conditions and algorithms ⋮ DC approach to weakly convex optimization and nonconvex quadratic optimization problems ⋮ On a decomposition method for nonconvex global optimization ⋮ A novel approach to bilevel nonlinear programming ⋮ Unnamed Item ⋮ A set-membership state estimation algorithm based on DC programming ⋮ Optimization of the norm of a vector-valued DC function and applications ⋮ Inner approximation method for a reverse convex programming problem ⋮ Global optimization for sum of generalized fractional functions ⋮ A simplicial branch-and-bound algorithm conscious of special structures in concave minimization problems ⋮ Adjustable robust optimization models for a nonlinear two-period system ⋮ A continuous approch for globally solving linearly constrained quadratic ⋮ Mean-variance portfolio optimal problem under concave transaction cost ⋮ On solving nonconvex optimization problems by reducing the duality gap ⋮ Fractional programming with convex quadratic forms and functions ⋮ Design and analysis of linear precoders under a mean square error criterion. I: foundations and worst case designs ⋮ The formulas for the representation of functions of two variables as a difference of sublinear functions ⋮ Double Bundle Method for finding Clarke Stationary Points in Nonsmooth DC Programming ⋮ A global optimization approach for generating efficient points for multiobjective concave fractional programs ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Analysis and Algorithms for Some Compressed Sensing Models Based on L1/L2 Minimization ⋮ Optimization of a long-short portfolio under nonconvex transaction cost ⋮ Continuum limit for some growth models. ⋮ Necessary and Sufficient Optimality Conditions in DC Semi-infinite Programming ⋮ Robust solution of nonconvex global optimization problems ⋮ On the numerical index of absolute symmetric norms on the plane ⋮ Toland-singer formula cannot distinguish a global minimizer from a choice of stationary points^* ⋮ Global optimization method for linear multiplicative programming ⋮ An Extended Fenchel--Lagrange Duality Approach and Optimality Conditions for Strong Bilevel Programming Problems ⋮ A heuristic approach to solving a class of bilinear matrix inequality problems ⋮ Regional division and reduction algorithm for minimizing the sum of linear fractional functions ⋮ Global descent method for constrained continuous global optimization ⋮ On the solution existence to convex polynomial programs and its applications ⋮ Asset price bubbles, market liquidity, and systemic risk ⋮ A generalization of \(\omega \)-subdivision ensuring convergence of the simplicial algorithm ⋮ Optimality conditions and a method of centers for minimax fractional programs with difference of convex functions ⋮ On local search in d.c. optimization problems ⋮ A review of recent advances in global optimization ⋮ A practicable branch and bound algorithm for sum of linear ratios problem ⋮ Outer approximation method incorporating a quadratic approximation for a DC programming problem ⋮ DC semidefinite programming and cone constrained DC optimization. I: Theory ⋮ Optimization of a quadratic function with a circulant matrix ⋮ An exact reformulation algorithm for large nonconvex nLPs involving bilinear terms ⋮ Piecewise linear bounding functions in univariate global optimization ⋮ Global optimization algorithm for sum of generalized polynomial ratios problem ⋮ Positively homogeneous functions revisited ⋮ Reverse convex problems: an approach based on optimality conditions ⋮ A search algorithm for calculating validated reliability bounds ⋮ Sign reversion approach to concave minimization problems ⋮ Partitioning procedure for polynomial optimization ⋮ Computing lower and upper expectations under epistemic independence ⋮ A storm of feasibility pumps for nonconvex MINLP ⋮ Solving DC programs with a polyhedral component utilizing a multiple objective linear programming solver ⋮ Solving a class of low rank d.c. programs via a branch and bound approach: a computational experience ⋮ Neural network for constrained nonsmooth optimization using Tikhonov regularization ⋮ Beyond canonical dc-optimization: the single reverse polar problem ⋮ Clusterwise support vector linear regression ⋮ A parametric approach for solving a class of generalized quadratic-transformable rank-two nonconvex programs ⋮ Numerical solution for bounding feasible point sets ⋮ A practical but rigorous approach to sum-of-ratios optimization in geometric applications ⋮ A global optimization procedure for the location of a median line in the three-dimensional space ⋮ Global optimality test for maximin solution of bilevel linear programming with ambiguous lower-level objective function ⋮ On global optimality conditions and cutting plane algorithms ⋮ Solving polyhedral d.c. optimization problems via concave minimization ⋮ A convergent simplicial algorithm with \(\omega \)-subdivision and \(\omega \)-bisection strategies ⋮ An outcome space algorithm for optimization over the weakly efficient set of a multiple objective nonlinear programming problem ⋮ Global optimality conditions for cubic minimization problems with cubic constraints ⋮ DC programming algorithm for clusterwise linear \(L_1\) regression ⋮ Starshaped sets ⋮ A new accelerating method for globally solving a class of nonconvex programming problems ⋮ A filled function method for constrained global optimization

This page was built for publication: Convex analysis and global optimization