Level function method for quasiconvex programming.

DOI10.1023/A:1026446503110MaRDI QIDQ5929422zbMATH OpenOpenAlexFDO

Authors Huifu Xu

Publication date 20 August 2001

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1026446503110

Mathematics Subject Classification ID

Convex functions and convex programs in convex geometry (52A41) Convex programming (90C25)

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Cites work

• A globally convergent Newton method for solving strongly monotone variational inequalities
• A method for globally minimizing concave functions over convex sets
• Algorithms for generalized fractional programming
• An outer approximation method for globally minimizing a concave function over a compact convex set
• Discrete and fractional programming techniques for location models
• scientific article; zbMATH DE number 757682 (Why is no real title available?)
• Lower subdifferentiable functions and their minimization by cutting planes
• New variants of bundle methods
• On outer approximation methods for solving concave minimization problems
• The Cutting-Plane Method for Solving Convex Programs

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• Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system
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• A smoothing penalized sample average approximation method for stochastic programs with second-order stochastic dominance constraints
• Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization
• Preference Robust Optimization for Choice Functions on the Space of CDFs
• Quasiconvex programming
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• Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization

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