Introduction to global optimization
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(only showing first 100 items - show all)- Inscribed ball and enclosing box methods for the convex maximization problem
- Solving knapsack problems with \(S\)-curve return functions
- Duality bound method for the general quadratic programming problem with quadratic constraints
- Complexity of general continuous minimization problems: a survey
- What is quasiconvex analysis?
- A New Global Optimization Scheme for Quadratic Programs with Low-Rank Nonconvexity
- A new global optimization approach for convex multiplicative programming
- Systems of nonlinear algebraic equations with positive solutions
- Comparative analysis of the cutting angle and simulated annealing methods in global optimization
- Global optimization algorithm for solving linear multiplicative programming problems
- Parallel Branch and Bound Algorithm with Combination of Lipschitz Bounds over Multidimensional Simplices for Multicore Computers
- A note on maxmin problem
- Lagrangian decomposition of block-separable mixed-integer all-quadratic programs
- DIRECTGO: A new DIRECT-type MATLAB toolbox for derivative-free global optimization
- Sample average approximation of stochastic dominance constrained programs
- Copositivity detection by difference-of-convex decomposition and \(\omega \)-subdivision
- DC programming: overview.
- Attractive force search algorithm for piecewise convex maximization problems
- Iterative approximation of zeroes of monotone operators and system of generalized mixed equilibrium problems
- Stationary probability density of stochastic search processes in global optimization
- An integral function and vector sequence method for unconstrained global optimization
- Nonlinear algebraic systems with positive coefficients and positive solutions
- On numerical solving the spherical separability problem
- Automatic loop shaping in QFT using hybrid optimization and constraint propagation techniques
- A parameter free filled function for unconstrained global optimization
- Linearly constrained global minimization of functions with concave minorants
- A gradually descent method for discrete global optimization
- Constructing uniform designs: A heuristic integer programming method
- Least squares splines with free knots: Global optimization approach.
- On the solution of NP-hard linear complementarity problems
- Variations and extension of the convex-concave procedure
- A filled function method with one parameter for box constrained global optimization
- Outer approximation method incorporating a quadratic approximation for a DC programming problem
- Continuous GRASP with a local active-set method for bound-constrained global optimization
- A new algorithm for solving the general quadratic programming problem
- A Complexity Analysis of Local Search Algorithms in Global Optimization
- scientific article; zbMATH DE number 429516 (Why is no real title available?)
- Fractional optimization problems
- Constrained global optimization of expensive black box functions using radial basis functions
- On Tikhonov's reciprocity principle and optimality conditions in d. c. optimization
- The controlled estimation method in the multiobjective linear fractional problem
- Interval methods for verifying structural optimality of circle packing configurations in the unit square
- A derivative-free algorithm for constrained global optimization based on exact penalty functions
- A hybrid method for quantum global optimization
- A new linearization technique for multi-quadratic 0-1 programming problems.
- Subdivision of simplices relative to a cutting plane and finite concave minimization
- Constrained global optimization: algorithms and applications
- On convexification for a class of global optimization problems
- A generalization of -subdivision ensuring convergence of the simplicial algorithm
- Extended reverse-convex programming: an approximate enumeration approach to global optimization
- Simplicial Lipschitz optimization without the Lipschitz constant
- On the goodness of global optimisation algorithms, an introduction into investigating algorithms
- An optimal trade-off model for portfolio selection with sensitivity of parameters
- Branching and bounding improvements for global optimization algorithms with Lipschitz continuity properties
- An algorithm of simplicial Lipschitz optimization with the bi-criteria selection of simplices for the bi-section
- Global optimization based on bisection of rectangles, function values at diagonals, and a set of Lipschitz constants
- Convergence and application of a decomposition method using duality bounds for nonconvex global optimization
- Detecting critical nodes in sparse graphs
- A convergent simplicial algorithm with -subdivision and -bisection strategies
- Knapsack feasibility as an absolute value equation solvable by successive linear programming
- Necessary and sufficient global optimality conditions for convex maximization revisited
- A modified simplicial algorithm for convex maximization based on an extension of \(\omega \)-subdivision
- An extension of gap functions for a system of vector equilibrium problems with applications to optimization problems
- Global optimality conditions for quadratic \(0-1\) optimization problems
- Duality theory in fuzzy mathematical programming problems with fuzzy coefficients
- Introduction to global optimization.
- Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
- Novel global optimization algorithm with a space-filling curve and integral function
- Solving the maximum vertex weight clique problem via binary quadratic programming
- Unification of filled function and tunnelling function in global optimization
- Solving 0-1 programming problems by a penalty approach.
- Utility function programs and optimization over the efficient set in multiple-objective decision making
- A gradient-related algorithm with inexact line searches
- Uniform tree approximation by global optimization techniques
- Uniqueness of integer solution of linear equations
- Finiteness result for the simplicial branch-and-bound algorithm based on \(\omega\)-subdivisions
- On convergence of the simplicial branch-and-bound algorithm based on \(\omega\)-subdivisions
- Adaptive global algorithm for solving box-constrained non-convex quadratic minimization problems
- The linear complementarity problem as a separable bilinear program
- Global minimization of a generalized linear multiplicative programming
- A convex analysis approach for convex multiplicative programming
- Optimal Planning of Distributed Generation via Nonlinear Optimization and Genetic Algorithms
- Adaptive extremal optimization by detrended fluctuation analysis
- A new rectangle branch-and-reduce approach for solving nonconvex quadratic programming problems
- A branch and bound algorithm for the global optimization of Hessian Lipschitz continuous functions
- A integral filter algorithm for unconstrained global optimization
- scientific article; zbMATH DE number 47153 (Why is no real title available?)
- Piece adding technique for convex maximization problems
- A mixed-integer linear programming reduction of disjoint bilinear programs via symbolic variable elimination
- Lagrange duality and partitioning techniques in nonconvex global optimization
- A global minimization algorithm for Lipschitz functions
- Reverse convex problems: an approach based on optimality conditions
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- New line search methods for unconstrained optimization
- Exact penalty and error bounds in DC programming
- A simplicial branch and bound duality-bounds algorithm to linear multiplicative programming
- Computability on continuous, lower semi-continuous and upper semi-continuous real functions
- Recent developments and trends in global optimization
- Solving fractional problems with dynamic multistart improving hit-and-run
- Perspective reformulations of mixed integer nonlinear programs with indicator variables
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