Nonlinear optimization.
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(only showing first 100 items - show all)- Optimal Design of Experiments for Implicit Models
- scientific article; zbMATH DE number 50640 (Why is no real title available?)
- Distributed optimization for multi-agent systems with constraints set and communication time-delay over a directed graph
- An optimal-storage approach to semidefinite programming using approximate complementarity
- Nonsmooth bundle trust-region algorithm with applications to robust stability
- Tree approximation for discrete time stochastic processes: a process distance approach
- Asynchronous distributed voltage control in active distribution networks
- Manifold learning with arbitrary norms
- Teaching students nonlinear programming with computer algebra system
- Distributed algorithm for social cost minimization with second-order nonlinear dynamics over weight-unbalanced digraphs
- Nonconvex bundle method with application to a delamination problem
- Adaptive spacetime discontinuous Galerkin method for hyperbolic advection-diffusion with a non-negativity constraint
- Optimal reconstruction of material properties in complex multiphysics phenomena
- Solving dual problems using a coevolutionary optimization algorithm
- Efficient computation of sparse and robust maximum association estimators
- Regularized decomposition of high-dimensional multistage stochastic programs with Markov uncertainty
- scientific article; zbMATH DE number 1157672 (Why is no real title available?)
- A decomposition method for large scale MILPs, with performance guarantees and a power system application
- Coupled projects, core imputations, and the CAPM
- Low-Complexity Method for Hybrid MPC with Local Guarantees
- Asset price bubbles, market liquidity, and systemic risk
- A family of second-order methods for convex \(\ell _1\)-regularized optimization
- Combining progressive hedging with a Frank-Wolfe method to compute Lagrangian dual bounds in stochastic mixed-integer programming
- Distributed robust optimization with coupled constraints via Tseng's splitting method
- Seeking strategy design for distributed nonsmooth games and its application
- A regularized gradient projection method for the minimization problem
- Distributed algorithm for robust resource allocation with polyhedral uncertain allocation parameters
- A parallel interior point decomposition algorithm for block angular semidefinite programs
- Decentralized stochastic linear-quadratic optimal control with risk constraint and partial observation
- Two-layer feature reduction for sparse-group Lasso via decomposition of convex sets
- Outer-approximation algorithms for nonsmooth convex MINLP problems
- Projected subgradient minimization versus superiorization
- Optimal Convergence Rates for the Proximal Bundle Method
- Second-order variational analysis in second-order cone programming
- A selective linearization method for multiblock convex optimization
- Distributed continuous-time algorithms for nonsmooth extended monotropic optimization problems
- The stationary point set map in general parametric optimization problems
- Model selection for primal SVM
- Second-order optimality conditions for infinite-dimensional quadratic programs
- Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming
- Collaborative neurodynamic optimization for solving nonlinear equations
- Deterministic prediction theory
- One-dimensional continuous-time quantum Markov chains: qubit probabilities and measures
- Support estimation and sign recovery in high-dimensional heteroscedastic mean regression
- Bundle trust region algorithm based on linear subproblem
- Exponential stability of partial primal-dual gradient dynamics with nonsmooth objective functions
- The complexity results of the sparse optimization problems and reverse convex optimization problems
- Market clearing and price formation
- Distributed event-triggered algorithm for optimal resource allocation of second-order multi-agent systems
- Extreme vortex states and the growth of enstrophy in three-dimensional incompressible flows
- Distance-based beta regression for prediction of mutual funds
- Sensitivity analysis in applications with deviation, risk, regret, and error measures
- Experiments with a non-convex variance-based clustering criterion
- Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data
- Nonsmooth sparsity constrained optimization problems: optimality conditions
- Asset market equilibrium with liquidity risk
- Distributed event-triggered generalized Nash equilibrium seeking in multi-coalition noncooperative games with coupling constraints
- SOBMOR: Structured Optimization-Based Model Order Reduction
- An Entropic Method for Discrete Systems with Gibbs Entropy
- Sensitivity analysis of boundary equilibria
- Adaptive grid semidefinite programming for finding optimal designs
- Finite element analysis for identifying the reaction coefficient in PDE from boundary observations
- Two-stage portfolio optimization with higher-order conditional measures of risk
- Random descent steps in a probability maximization scheme
- Identification of active component functions in finite-max minimisation via a smooth reformulation
- Perturbed proximal primal-dual algorithm for nonconvex nonsmooth optimization
- Fréchet Second-Order Subdifferentials of Lagrangian Functions and Optimality Conditions
- A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes
- Distributed predefined-time constrained social cost minimization problem under the partial information setting
- Exponential convergence rate of distributed optimisation for multi-agent systems with constraints set over a directed graph
- Decomposition methods for dynamic room allocation in hotel revenue management
- Optimization theory and methods. Nonlinear programming
- Nonlinear optimization
- Simple algorithms for optimization on Riemannian manifolds with constraints
- Two optimal value functions in parametric conic linear programming
- Parametric computation of minimum-cost flows with piecewise quadratic costs
- Transient growth in stochastic Burgers flows
- An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness
- An empirical forecasting method for epidemic outbreaks with application to Covid-19
- Augmented Lagrangian method for second-order cone programs under second-order sufficiency
- An algorithm based on semidefinite programming for finding minimax optimal designs
- Distributed proximal‐gradient algorithms for nonsmooth convex optimization of second‐order multiagent systems
- Learning-informed parameter identification in nonlinear time-dependent PDEs
- On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
- Augmented Lagrangian optimization under fixed-point arithmetic
- The two-point gradient methods for nonlinear inverse problems based on Bregman projections
- Regularization methods for optimization problems with probabilistic constraints
- Optimal reduction of solutions for support vector machines
- The Mordukhovich subdifferentials and directions of descent
- Numerical solution of optimal allocation problems in stratified sampling under box constraints
- Distributed optimisation design for solving the Stein equation with constraints
- Generalized Nash equilibrium seeking algorithm design for distributed constrained noncooperative games with second-order players
- Perturbed augmented Lagrangian method framework with applications to proximal and smoothed variants
- Gradient projection method on the sphere, complementarity problems and copositivity
- Optimality conditions and sensitivity analysis in parametric nonconvex minimax programming
- Selective linearization for multi-block statistical learning
- Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization
- A bilevel approach for identifying the worst contingencies for nonconvex alternating current power systems
- Variant gradient projection methods for the minimization problems
- Iteration-complexity of first-order augmented Lagrangian methods for convex programming
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