Nonlinear optimization.
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- A cutting-plane method to nonsmooth multiobjective optimization problems
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- On efficient applications of \(G\)-Karush-Kuhn-Tucker necessary optimality theorems to multiobjective programming problems
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- Manifold learning with arbitrary norms
- Distributed algorithm design for optimal resource allocation problems via incremental passivity theory
- Simple algorithms for optimization on Riemannian manifolds with constraints
- Selective linearization for multi-block statistical learning
- Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization
- Gaining traction: on the convergence of an inner approximation scheme for probability maximization
- Optimal experimental design for linear time invariant state-space models
- On the optimal design of the randomized unbiased Monte Carlo estimators
- Adaptive optimization with periodic dither signals
- Augmented Lagrangian method for second-order cone programs under second-order sufficiency
- On the optimal generalization error for weighted least squares under variable individual supervision times
- Outer approximation for mixed-integer nonlinear robust optimization
- Scalable distributed least square algorithms for large-scale linear equations via an optimization approach
- Second-order optimality conditions for infinite-dimensional quadratic programs
- The stationary point set map in general parametric optimization problems
- Perturbed augmented Lagrangian method framework with applications to proximal and smoothed variants
- Two optimal value functions in parametric conic linear programming
- Generalized Nash equilibrium seeking algorithm design for distributed constrained noncooperative games with second-order players
- Modern numerical nonlinear optimization
- Computing the halfspace depth with multiple try algorithm and simulated annealing algorithm
- Distributed optimization for multi-agent systems with constraints set and communication time-delay over a directed graph
- Efficient first-order methods for convex minimization: a constructive approach
- Emergence of price-taking behavior
- Augmented Lagrangian optimization under fixed-point arithmetic
- Asynchronous distributed voltage control in active distribution networks
- The complexity results of the sparse optimization problems and reverse convex optimization problems
- Optimality conditions based on the Fréchet second-order subdifferential
- Cyclic and simultaneous iterative methods to matrix equations of the form \(A_iXB_i=F_i\)
- Projected subgradient minimization versus superiorization
- A generalized Newton algorithm for quantile regression models
- Finite element analysis for identifying the reaction coefficient in PDE from boundary observations
- Extended formulations for radial cones
- On the sparsity of Mallows model averaging estimator
- Second-order variational analysis in second-order cone programming
- New analysis of linear convergence of gradient-type methods via unifying error bound conditions
- Allocation planning in sales hierarchies with stochastic demand and service-level targets
- Optimal allocation of Monte Carlo simulations to multiple hypothesis tests
- Distributed optimal load frequency control considering nonsmooth cost functions
- Nonsmooth sparsity constrained optimization problems: optimality conditions
- Sensitivity analysis of boundary equilibria
- Teaching students nonlinear programming with computer algebra system
- Pessimistic information gathering
- An efficient optimization procedure for designing a capacitated distribution network with price-sensitive demand
- The Mordukhovich subdifferentials and directions of descent
- Local stability and local convergence of the basic trust-region method
- A Motzkin-Straus type result for 3-uniform hypergraphs
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
- The inverse \(q\)-numerical range problem and connections to the Davis-Wielandt shell and the pseudospectra of a matrix
- Rate of convergence of the bundle method
- A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
- A male spider's ornamentation polymorphism maintained by opposing selection with two niches
- A simple version of bundle method with linear programming
- Perturbed proximal primal-dual algorithm for nonconvex nonsmooth optimization
- Solving dual problems using a coevolutionary optimization algorithm
- MM algorithms for geometric and signomial programming
- Optimization theory and methods. Nonlinear programming
- Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
- Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption
- Nonsmooth bundle trust-region algorithm with applications to robust stability
- Tree approximation for discrete time stochastic processes: a process distance approach
- A decomposition method for large scale MILPs, with performance guarantees and a power system application
- Exponential stability of partial primal-dual gradient dynamics with nonsmooth objective functions
- Distributed generalized Nash equilibrium seeking algorithm for nonsmooth aggregative games
- The Burr XII quantile regression for salary-performance models with applications in the sports economy
- Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates
- Generalized Nash equilibrium seeking algorithm design for distributed multi-cluster games
- General Hölder smooth convergence rates follow from specialized rates assuming growth bounds
- An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems
- Introduction to nonlinear optimization: theory, algorithms, and applications with MATLAB
- Optimization with multivariate stochastic dominance constraints
- Augmented Lagrangian methods for solving optimization problems with stochastic-order constraints
- A family of second-order methods for convex \(\ell _1\)-regularized optimization
- Nonconvex bundle method with application to a delamination problem
- Nonlinear stochastic programming-with a case study in continuous switching
- Primal-dual algorithm for distributed constrained optimization
- Local minimizers of semi-algebraic functions from the viewpoint of tangencies
- Bootstrapping least-squares estimates in biochemical reaction networks
- Quadratic scalarization for decomposed multiobjective optimization
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