Convex analysis and global optimization
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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)
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Cited in
(92)- Constrained global optimization: algorithms and applications
- A splitting algorithm for finding fixed points of nonexpansive mappings and solving equilibrium problems
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- 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
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- Solving linear multiplicative programs via branch-and-bound: a computational experience
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- 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
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