Foundations of Optimization
optimizationlinear programmingmathematical programmingconvexitydualitynonlinear analysisoptimality conditionsNewton's methodsemi-infinite programmingconvex polyhedrasteepest-descent methodconjugate-gradient methodEkeland's epsilon-variational principle
Quadratic programming (90C20) Convex programming (90C25) Linear programming (90C05) Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Semidefinite programming (90C22) Minimax problems in mathematical programming (90C47) Semi-infinite programming (90C34) Programming in abstract spaces (90C48) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
- 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
- On asymptotic Lagrangian duality for nonsmooth optimization
- Proximal-type algorithms for solving nonconvex mixed multivalued quasi-variational inequality problems
- Hybrid genetic deflated Newton method for global optimisation
- Flexible linear mixed models with improper priors for longitudinal and survival data
- A novel stepsize for gradient descent method
- scientific article; zbMATH DE number 3958069 (Why is no real title available?)
- A limiting analysis on regularization of singular SDP and its implication to infeasible interior-point algorithms
- Iterative regularization in classification via hinge loss diagonal descent
- A proof of the Minkowski inequalities based on convex homogeneous functions
- Two new splitting algorithms for equilibrium problems
- The discrete-time geometric maximum principle
- Exact duals and short certificates of infeasibility and weak infeasibility in conic linear programming
- Convex sets in finite and infinite dimensional spaces.
- Matrix forms of iterative algorithms to solve large-scale discrete ill-posed problems with an application to image restoration
- The structure of variational preferences
- scientific article; zbMATH DE number 4013279 (Why is no real title available?)
- A note on optimality conditions in terms of convexificators for a bilevel multiobjective optimization problem
- Existence of solutions for generalized vector quasi-equilibrium problems in abstract convex spaces with applications
- Hyperparameter estimation for sparse Bayesian learning models
- A cooperative conjugate gradient method for linear systems permitting efficient multi-thread implementation
- Deville and Särndal's calibration: revisiting a 25-years-old successful optimization problem
- Grundlagen der Mathematischen Optimierung
- Moment intermittency in the PAM with asymptotically singular noise
- Generalized polarity and weakest constraint qualifications in multiobjective optimization
- Bounding the number of odd paths in planar graphs via convex optimization
- Stability and experimental comparison of prototypical iterative schemes for total variation regularized problems
- Descent: an optimization point of view on different fields
- Sparsity constrained optimization problems via disjunctive programming
- Safe sample screening rules for multicategory angle-based support vector machines
- Stability analysis of Crank-Nicolson and Euler schemes for time-dependent diffusion equations
- Codomain rigidity of the Dirichlet to Neumann operator for the Riemannian wave equation
- Linearly convergent away-step conditional gradient for non-strongly convex functions
- Generalized versions of reverse Young inequalities
- Karush-Kuhn-Tucker optimality conditions for non-smooth geodesic quasi-convex optimization on Riemannian manifolds
- An introduction to continuous optimization. Foundations and fundamental algorithms. With Emil Gustavsson, Zuzana Nedělková, Kim Cheong Sou and Magnus Önnheim
- scientific article; zbMATH DE number 47657 (Why is no real title available?)
- A data-independent distance to infeasibility for linear conic systems
- Approximate Lagrangian duality and saddle point optimality in set optimization
- scientific article; zbMATH DE number 1393135 (Why is no real title available?)
- Robust and Pareto optimality of insurance contracts
- On the hardness of the L₁-L₂ regularization problem
- Introduction to optimization and semidifferential calculus.
- Convex optimization. Introductory course
- A safe screening rule for accelerating weighted twin support vector machine
- Spatial implementation
- Proximal point type algorithms for solving multiobjective optimization problems beyond convexity
- A spatial analogue of May's theorem
- Comments on: ``A note on the paper ``Optimality conditions for optimistic bilevel programming problem using convexifactors
- On the identification of the optimal partition for semidefinite optimization
- A hybrid acceleration strategy for nonparallel support vector machine
- A spatial analogue of May's theorem
- Algorithms for simple bilevel programming
- Using geometric arithmetic mean to solve non-linear fractional programming problems
- \(k\)-sets and rectilinear crossings in complete uniform hypergraphs
- On the minimax theorem for the space of probability measures on metric spaces
- A dynamic view of some anomalous phenomena in SGD for over-parametrized neural networks
- On the rectilinear crossing number of complete uniform hypergraphs
- Calculus of convex polyhedra and polyhedral convex functions by utilizing a multiple objective linear programming solver
- Discrete time optimal control with frequency constraints for non-smooth systems
- Support and separation properties of convex sets in finite dimension
- On cutting planes for cardinality-constrained linear programs
- Efficient algorithms for mixed noise removal via nonlocal low-rank regularization
- Self-adaptive extragradient algorithms for quasi-equilibrium problems
- Counting paths, cycles, and blow‐ups in planar graphs
- Barrier method in nonsmooth convex optimization without convex representation
- scientific article; zbMATH DE number 2096864 (Why is no real title available?)
- Spectral factorization using FFTs for large-scale problems
- Optimal design of uptime-guarantee contracts under IGFR valuations and convex costs
- On multiobjective bilevel optimization using tangential subdifferentials
- Necessary optimality conditions for strictly robust bilevel optimization problems
- Inertial algorithms for equilibrium problems with applications to compressed sensing and image reconstruction
- Optimization methods. An introduction
- Technical note -- two-stage sample robust optimization
- An invitation to optimality conditions through non-smooth analysis
- Refining the partition for multifold conic optimization problems
- Solving DC programs with a polyhedral component utilizing a multiple objective linear programming solver
- Scaling up twin support vector regression with safe screening rule
- Exact Duality in Semidefinite Programming Based on Elementary Reformulations
- Elementary convexity with optimization
This page was built for publication: Foundations of Optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5503213)