Convex analysis and global optimization
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01) Duality theory (optimization) (49N15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Optimality conditions and duality in mathematical programming (90C46)
The book is a well-prepared exposition of the state-of-the-art of the theory and algorithms in the area of modern global optimization. It is divided into two parts. The first part introduces the reader to the Convex Analysis. In Chapter 1, the convex sets are discussed, then in Chapter 2 -- the convex functions. Next two chapters introduce to the theory of fixed point and equilibrium, as well as to the DC functions. The second part is dedicated to solution methods, in particular the author presents general methods, methods for DC optimization problems, parametric decomposition methods, algorithms for nonconvex quadratic problems, monotonic optimization, polynomial optimization and optimization under equilibrium constraints. The book is well-written and the text is easy to follow. In the end of each chapter there are exercises that allow to better understand the topic. Another good idea was to introduce some examples of real-life applications of global optimization. All those make the book a good choice if one needs a textbook for graduate or PhD course. It would be also suitable for engineers and other practitionners that would like to better understand the algorithms that they use.
- Convex analysis and global optimization
- Introduction to global optimization
- Global optimization in action. Continuous and Lipschitz optimization: algorithms, implementations and applications
- scientific article; zbMATH DE number 47153
- Foundations of global optimization
- Introduction to nonlinear and global optimization
- Foundations of computational intelligence. Volume 3: Global optimization
- Global optimization. Theory, algorithms, and applications
- Optimization -- theory and practice
- Constrained global optimization: algorithms and applications
- A splitting algorithm for finding fixed points of nonexpansive mappings and solving equilibrium problems
- Global optimization for optimal power flow over transmission networks
- Global optimization for generalized linear multiplicative programming using convex relaxation
- A proximal difference-of-convex algorithm with extrapolation
- A non-DC function which is DC along all convex curves
- Global optimization based on bisection of rectangles, function values at diagonals, and a set of Lipschitz constants
- Monotonic optimization for sensor cover energy problem
- Introduction to global optimization
- A new algorithm for concave quadratic programming
- On sets in \(\mathbb{R}^d\) with DC distance function
- Outer space branch and bound algorithm for solving linear multiplicative programming problems
- Underestimation functions for a rank-two partitioning method
- A bundle method for nonsmooth DC programming with application to chance-constrained problems
- A new concave minimization algorithm for the absolute value equation solution
- Revisiting augmented Lagrangian duals
- New LP-based local and global algorithms for continuous and mixed-integer nonconvex quadratic programming
- A revision of the rectangular algorithm for a class of DC optimization problems
- Kurdyka-Łojasiewicz exponent via inf-projection
- Global algorithm for solving linear multiplicative programming problems
- Convexifications of rank-one-based substructures in QCQPs and applications to the pooling problem
- Sequential difference-of-convex programming
- On the relation between the extended supporting hyperplane algorithm and Kelley's cutting plane algorithm
- A new mixed integer programming approach for optimization over the efficient set of a multiobjective linear programming problem
- Maximization of a PSD quadratic form and factorization
- Proximal bundle methods for nonsmooth DC programming
- An inertial algorithm for DC programming
- Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality
- New SOCP relaxation and branching rule for bipartite bilinear programs
- Convex optimization on mixed domains
- A refined convergence analysis of \(\mathrm{pDCA}_{e}\) with applications to simultaneous sparse recovery and outlier detection
- A practicable contraction approach for the sum of the generalized polynomial ratios problem
- Improving the min-max method for multiobjective programming
- Derivatives of probability functions: unions of polyhedra and elliptical distributions
- Book review of: B. S. Mordukhovich and N. M. Nam, Convex analysis and beyond. Volume I. Basic theory
- New bounds for nonconvex quadratically constrained quadratic programming
- Convexity and montonicity in global optimization.
- Multivariate geometric expectiles
- Optimizing a multi-stage production/inventory system by DC programming based approaches
- scientific article; zbMATH DE number 2121575 (Why is no real title available?)
- A characterization of sets in ${\mathbb R}^2$ with DC distance function
- The convex hull of a quadratic constraint over a polytope
- Foundations of global optimization
- Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies
- Convex analysis and global optimization
- Essentials of numerical nonsmooth optimization
- Introduction to global optimization.
- Convexity and global optimization: A theoretical link
- Abstract convexity and global optimization
- Essentials of numerical nonsmooth optimization
- Solving linear multiplicative programs via branch-and-bound: a computational experience
- Globally minimizing a class of linear multiplicative forms via simplicial branch-and-bound
- Interior Gradient Estimates for General Prescribed Curvature Equations
- On difference-of-SOS and difference-of-convex-SOS decompositions for polynomials
- An efficient branch-and-bound algorithm using an adaptive branching rule with quadratic convex relaxation for globally solving general linear multiplicative programs
- Nonlinear scalarization in set optimization based on the concept of null set
- A self-adjustable branch-and-bound algorithm for solving linear multiplicative programming
- Optimality and duality for robust optimization problems involving intersection of closed sets
- Joint promotional effort and assortment optimization under the multinomial logit model
- Strong duality and solution existence under minimal assumptions in conic linear programming
- A novel branch-and-bound algorithm for solving linear multiplicative programming problems
- A note on duality in reverse convex optimization
- Refinements and extensions of some strong duality theorems in conic linear programming
- Self-adaptive extragradient algorithms for quasi-equilibrium problems
- An algorithm to solve polytopic set optimization problem based on a partial set order relation
- Non-convex optimization problems with linear KKT subsystem
- An algorithm for minimizing a strongly convex function on the equilibrium set of price equilibrium models
- Efficiency optimality conditions for convex adjustable robust multiobjective optimizations and applications
- Convexification for a class of global optimization problems with \(C^{1, 1}\) functions
- Improved feasible value constraint for multiobjective optimization problems
- Globally solving concave quadratic programs via doubly nonnegative relaxation
- A novel global algorithm for solving linear multiplicative problem by integrating linear combination rule and branch-and-bound framework
- Qualitative properties of k-center problems
- Necessary and sufficient optimality conditions for reverse quasiconvex programs
- A neurodynamic approach for a class of pseudoconvex semivectorial bilevel optimization problems
- Contractive difference-of-convex algorithms
- Deep learning for PDE-based inverse problems. Abstracts from the workshop held October 27 -- November 1, 2024
- A proximal point algorithm for solving a class of implicit equilibrium models
- Local solutions of the multi-source Weber problem
- A Newton method for solving locally definite multiparameter eigenvalue problems by multi-index
- Branch-and-bound algorithms for solving a modified consumer problem
- An outcome space algorithm for solving general linear multiplicative programming
- Some fixed point theorems for \(s\)-convex subsets in \(p\)-normed spaces based on measures of noncompactness
- A new inexact gradient descent method with applications to nonsmooth convex optimization
- Quadratic maximization of reachable values of stable discrete-time affine systems
- Characterizing stability of parametric nonconvex polynomial optimization problems under total perturbations
- A monotonic optimization approach to mixed variational inequality problems
- An adaptive proximal safeguarded augmented Lagrangian method for nonsmooth DC problems with convex constraints
- Global optimization from concave minimization to concave mixed variational inequality
- Tilt stability for quadratic programs with one or two quadratic inequality constraints
- A successive linear approximation algorithm for the global minimization of a concave quadratic program
- The ABC of DC programming
This page was built for publication: Convex analysis and global optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5890563)
