Foundations of Optimization
conjugate-gradient methodconvex polyhedraconvexitydualityEkeland's epsilon-variational principlelinear programmingmathematical programmingNewton's methodnonlinear analysisoptimality conditionsoptimizationsemi-infinite programmingsteepest-descent method
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Linear programming (90C05) Quadratic programming (90C20) Semidefinite programming (90C22) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Semi-infinite programming (90C34) Optimality conditions and duality in mathematical programming (90C46) Minimax problems in mathematical programming (90C47) Programming in abstract spaces (90C48)
- scientific article; zbMATH DE number 1393135
- Foundations of global optimization
- Foundations of global optimization
- scientific article; zbMATH DE number 2096864
- Optimization -- theory and practice
- scientific article; zbMATH DE number 3884831
- Approaches to the theory of optimization
- Grundlagen der Mathematischen Optimierung
- scientific article; zbMATH DE number 1361462
- Two new splitting algorithms for equilibrium problems
- Solving DC programs with a polyhedral component utilizing a multiple objective linear programming solver
- Robust and Pareto optimality of insurance contracts
- Exact duals and short certificates of infeasibility and weak infeasibility in conic linear programming
- Flexible linear mixed models with improper priors for longitudinal and survival data
- Optimal design of uptime-guarantee contracts under IGFR valuations and convex costs
- Existence of solutions for generalized vector quasi-equilibrium problems in abstract convex spaces with applications
- Comments on: ``A note on the paper ``Optimality conditions for optimistic bilevel programming problem using convexifactors
- A hybrid acceleration strategy for nonparallel support vector machine
- Safe sample screening rules for multicategory angle-based support vector machines
- Using geometric arithmetic mean to solve non-linear fractional programming problems
- \(k\)-sets and rectilinear crossings in complete uniform hypergraphs
- Deville and Särndal's calibration: revisiting a 25-years-old successful optimization problem
- Scaling up twin support vector regression with safe screening rule
- Discrete time optimal control with frequency constraints for non-smooth systems
- Matrix forms of iterative algorithms to solve large-scale discrete ill-posed problems with an application to image restoration
- A safe screening rule for accelerating weighted twin support vector machine
- On cutting planes for cardinality-constrained linear programs
- The structure of variational preferences
- Stability analysis of Crank-Nicolson and Euler schemes for time-dependent diffusion equations
- Hybrid genetic deflated Newton method for global optimisation
- On the rectilinear crossing number of complete uniform hypergraphs
- Linearly convergent away-step conditional gradient for non-strongly convex functions
- On multiobjective bilevel optimization using tangential subdifferentials
- Grundlagen der Mathematischen Optimierung
- Introduction to optimization and semidifferential calculus.
- Stability and experimental comparison of prototypical iterative schemes for total variation regularized problems
- scientific article; zbMATH DE number 4013279 (Why is no real title available?)
- Support and separation properties of convex sets in finite dimension
- scientific article; zbMATH DE number 3958069 (Why is no real title available?)
- scientific article; zbMATH DE number 47657 (Why is no real title available?)
- A First Course in Optimization Theory
- Approximate Lagrangian duality and saddle point optimality in set optimization
- scientific article; zbMATH DE number 2096864 (Why is no real title available?)
- scientific article; zbMATH DE number 1393135 (Why is no real title available?)
- A data-independent distance to infeasibility for linear conic systems
- Barrier method in nonsmooth convex optimization without convex representation
- On the minimax theorem for the space of probability measures on metric spaces
- Generalized versions of reverse Young inequalities
- Algorithms for simple bilevel programming
- Technical note -- two-stage sample robust optimization
- Sparsity constrained optimization problems via disjunctive programming
- A proof of the Minkowski inequalities based on convex homogeneous functions
- Refining the partition for multifold conic optimization problems
- Calculus of convex polyhedra and polyhedral convex functions by utilizing a multiple objective linear programming solver
- The discrete-time geometric maximum principle
- Codomain rigidity of the Dirichlet to Neumann operator for the Riemannian wave equation
- Exact Duality in Semidefinite Programming Based on Elementary Reformulations
- Spectral factorization using FFTs for large-scale problems
- Convex optimization. Introductory course
- An introduction to continuous optimization. Foundations and fundamental algorithms. With Emil Gustavsson, Zuzana Nedělková, Kim Cheong Sou and Magnus Önnheim
- On the identification of the optimal partition for semidefinite optimization
- Convex sets in finite and infinite dimensional spaces.
- Optimization methods. An introduction
- Optimization methods. An introduction
- A spatial analogue of May's theorem
- A spatial analogue of May's theorem
- A limiting analysis on regularization of singular SDP and its implication to infeasible interior-point algorithms
- Moment intermittency in the PAM with asymptotically singular noise
- Generalized polarity and weakest constraint qualifications in multiobjective optimization
- Counting paths, cycles, and blow‐ups in planar graphs
- An invitation to optimality conditions through non-smooth analysis
- Elementary convexity with optimization
- A novel stepsize for gradient descent method
- Hyperparameter estimation for sparse Bayesian learning models
- Bounding the number of odd paths in planar graphs via convex optimization
- Karush-Kuhn-Tucker optimality conditions for non-smooth geodesic quasi-convex optimization on Riemannian manifolds
- Self-adaptive extragradient algorithms for quasi-equilibrium problems
- Proximal point type algorithms for solving multiobjective optimization problems beyond convexity
- A dynamic view of some anomalous phenomena in SGD for over-parametrized neural networks
- Efficient algorithms for mixed noise removal via nonlocal low-rank regularization
- Necessary optimality conditions for strictly robust bilevel optimization problems
- Inertial algorithms for equilibrium problems with applications to compressed sensing and image reconstruction
- On asymptotic Lagrangian duality for nonsmooth optimization
- Proximal-type algorithms for solving nonconvex mixed multivalued quasi-variational inequality problems
- A note on optimality conditions in terms of convexificators for a bilevel multiobjective optimization problem
- Iterative regularization in classification via hinge loss diagonal descent
- On the hardness of the L₁-L₂ regularization problem
- A cooperative conjugate gradient method for linear systems permitting efficient multi-thread implementation
- High-precision linear minimization is no slower than projection
- Discrete-time Pontryagin maximum principle under rate constraints: necessary conditions for optimality
- An approximate LQR law with range feedback for state and control constrained problems
- Tangential subdifferential-based necessary conditions for multiobjective min-max optimization
- Descent: an optimization point of view on different fields
- Spatial implementation
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