Publication | Date of Publication | Type |
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Primal-dual path following method for nonlinear semi-infinite programs with semi-definite constraints | 2023-05-02 | Paper |
Solution of fractional quadratic programs on the simplex and application to the eigenvalue complementarity problem | 2022-05-17 | Paper |
Global sensing search for nonlinear global optimization | 2022-04-11 | Paper |
An alternating direction method of multipliers for the eigenvalue complementarity problem | 2021-07-06 | Paper |
A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem | 2021-05-03 | Paper |
An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs | 2020-04-15 | Paper |
Optimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian Method | 2020-03-12 | Paper |
On the quadratic eigenvalue complementarity problem over a general convex cone | 2019-03-22 | Paper |
Gauss-Seidel method for multi-leader-follower games | 2019-03-06 | Paper |
Optimality conditions for nonlinear semidefinite programming via squared slack variables | 2018-04-06 | Paper |
A NOTE ON THE SQUARED SLACK VARIABLES TECHNIQUE FOR NONLINEAR OPTIMIZATION | 2017-12-11 | Paper |
Robust portfolio selection with a combined WCVaR and factor model | 2017-06-16 | Paper |
Optimality conditions for problems over symmetric cones and a simple augmented Lagrangian method | 2017-01-18 | Paper |
The use of squared slack variables in nonlinear second-order cone programming | 2016-08-31 | Paper |
The second-order cone eigenvalue complementarity problem | 2016-06-10 | Paper |
MULTI-LEADER-FOLLOWER GAMES: MODELS, METHODS AND APPLICATIONS | 2015-08-05 | Paper |
Evolutionary Algorithm for Generalized Nash Equilibrium Problems | 2015-03-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q2936131 | 2015-01-05 | Paper |
On the symmetric quadratic eigenvalue complementarity problem | 2014-10-29 | Paper |
Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints | 2014-09-04 | Paper |
On the computation of all eigenvalues for the eigenvalue complementarity problem | 2014-07-04 | Paper |
A branch-and-bound method for absolute value programs | 2014-05-02 | Paper |
Rank-one solutions for homogeneous linear matrix equations over the positive semidefinite cone | 2014-01-31 | Paper |
Existence, Uniqueness, and Computation of Robust Nash Equilibria in a Class of Multi-Leader-Follower Games | 2013-09-25 | Paper |
Establishing Nash equilibrium of the manufacturer-supplier game in supply chain management | 2013-08-07 | Paper |
A globalized Newton method for the computation of normalized Nash equilibria | 2013-08-02 | Paper |
SDP reformulation for robust optimization problems based on nonconvex QP duality | 2013-07-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4921911 | 2013-05-28 | Paper |
Differentiable Exact Penalty Functions for Nonlinear Second-Order Cone Programs | 2013-04-09 | Paper |
A Regularized Explicit Exchange Method for Semi-Infinite Programs with an Infinite Number of Conic Constraints | 2013-01-04 | Paper |
Restricted generalized Nash equilibria and controlled penalty algorithm | 2012-12-07 | Paper |
SOR- and Jacobi-type iterative methods for solving \(\ell_1 - \ell_2\) problems by way of Fenchel duality | 2012-11-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q4648021 | 2012-11-08 | Paper |
Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints | 2012-09-27 | Paper |
Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets | 2012-09-20 | Paper |
Global optimization via differential evolution with automatic termination | 2012-08-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q2884681 | 2012-05-30 | Paper |
Newton's method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation | 2012-04-27 | Paper |
Pricing American options with uncertain volatility through stochastic linear complementarity models | 2012-03-09 | Paper |
Variational inequality formulation of a class of multi-leader-follower games | 2012-02-13 | Paper |
Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management | 2011-11-24 | Paper |
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints | 2011-05-25 | Paper |
Smoothing method for mathematical programs with symmetric cone complementarity constraints | 2011-05-03 | Paper |
A Hybrid Evolutionary Algorithm for Global Optimization | 2010-12-08 | Paper |
Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model | 2010-07-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q3568355 | 2010-06-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q3563019 | 2010-05-28 | Paper |
On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity | 2010-03-17 | Paper |
Portfolio selection with uncertain exit time: a robust CVaR approach | 2010-01-19 | Paper |
Portfolio selection under distributional uncertainty: a relative robust CVaR approach | 2009-12-07 | Paper |
A global optimization approach for solving non-monotone variational inequality problems | 2009-11-19 | Paper |
Erratum: Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games | 2009-09-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q3632448 | 2009-06-11 | Paper |
An implicit programming approach for the road pricing problem with nonadditive route costs | 2009-02-03 | Paper |
Robust solution of monotone stochastic linear complementarity problems | 2008-12-16 | Paper |
Tabu search for attribute reduction in rough set theory | 2008-06-25 | Paper |
Expected Residual Minimization Method for Stochastic Linear Complementarity Problems | 2008-05-27 | Paper |
Stochastic $R_0$ Matrix Linear Complementarity Problems | 2008-05-22 | Paper |
Evaluation of firm's loss due to incomplete information in real investment decision | 2008-02-13 | Paper |
A class of gap functions for quasi-variational inequality problems | 2008-02-11 | Paper |
A Finite Algorithm for Almost Linear Complementarity Problems | 2008-01-23 | Paper |
Robust portfolio selection with uncertain exit time using worst-case VaR strategy | 2008-01-11 | Paper |
Hybrid evolutionary algorithm for solving general variational inequality problems | 2008-01-04 | Paper |
An Implementable Active‐Set Algorithm for Computing a B‐Stationary Point of a Mathematical Program with Linear Complementarity Constraints: Erratum | 2007-11-16 | Paper |
New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC | 2007-11-16 | Paper |
An SQP-type algorithm for nonlinear second-order cone programs | 2007-11-05 | Paper |
Derivative-free filter simulated annealing method for constrained continuous global optimization | 2007-10-23 | Paper |
Regularized nonsmooth Newton method for multi-class support vector machines | 2007-09-03 | Paper |
Second-Order Cone Programming Formulations for Robust Multiclass Classification | 2007-08-31 | Paper |
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve | 2006-12-07 | Paper |
Hybrid approach with active set identification for mathematical programs with complementarity constraints | 2006-08-14 | Paper |
A new multi-class support vector algorithm | 2006-06-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q3368671 | 2006-02-08 | Paper |
Successive linearization methods for nonlinear semidefinite programs | 2006-01-23 | Paper |
Tabu search directed by direct search methods for nonlinear global optimization | 2005-11-16 | Paper |
A Superlinearly Convergent Algorithm for the Monotone Nonlinear Complementarity Problem Without Uniqueness and Nondegeneracy Conditions | 2005-11-11 | Paper |
Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers | 2005-10-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q5694955 | 2005-10-05 | Paper |
A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems | 2005-09-16 | Paper |
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games | 2005-08-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q5462178 | 2005-08-01 | Paper |
A trust region method for nonsmooth convex optimization | 2005-06-07 | Paper |
A modified relaxation scheme for mathematical programs with complementarity constraints | 2005-04-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q4667005 | 2005-04-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4668771 | 2005-04-15 | Paper |
Heuristic pattern search and its hybridization with simulated annealing for nonlinear global optimization | 2005-03-14 | Paper |
Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints | 2005-02-23 | Paper |
A matrix-splitting method for symmetric affine second-order cone complementarity problems | 2005-02-23 | Paper |
Levenberg--Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints | 2005-01-13 | Paper |
Regularized Newton methods for convex minimization problems with singular solutions | 2004-08-20 | Paper |
ON THE HUB-AND-SPOKE MODEL WITH ARC CAPACITY CONATRAINTS | 2004-08-06 | Paper |
On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm | 2004-07-01 | Paper |
A smoothing method for a mathematical program with P-matrix linear complementarity constraints | 2004-05-27 | Paper |
Minimizing multimodal functions by simplex coding genetic algorithm | 2004-03-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q4408962 | 2004-03-02 | Paper |
Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions | 2004-02-09 | Paper |
A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization | 2004-01-19 | Paper |
STACKELBERG HUB LOCATION PROBLEM | 2004-01-14 | Paper |
The incremental Gauss-Newton algorithm with adaptive stepsize rule | 2003-12-04 | Paper |
New relaxation method for mathematical programs with complementarity constraints | 2003-09-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q2781089 | 2002-09-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q4548796 | 2002-08-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q2765625 | 2002-08-05 | Paper |
Globally convergent BFGS method for nonsmooth convex optimization | 2002-06-17 | Paper |
A modified BFGS method and its global convergence in nonconvex minimization | 2002-05-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q2760114 | 2002-04-28 | Paper |
Smoothing Functions for Second-Order-Cone Complementarity Problems | 2002-04-23 | Paper |
An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints | 2002-04-23 | Paper |
Globally convergent Broyden-like methods for semismooth equations and applications to VIP, NCP and MCP | 2002-03-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q2764699 | 2002-01-14 | Paper |
Hybrid simulated annealing and direct search method for nonlinear unconstrained global optimization | 2002-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4252834 | 2001-10-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q2742682 | 2001-09-23 | Paper |
Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming | 2001-08-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q4524232 | 2001-08-23 | Paper |
Weighted max-norm estimate of additive Schwarz iteration scheme for solving linear complementarity problems | 2001-07-23 | Paper |
On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems | 2001-06-21 | Paper |
A derivative-free line search and global convergence of Broyden-like method for nonlinear equations | 2001-05-03 | Paper |
The Proximal Point Algorithm with Genuine Superlinear Convergence for the Monotone Complementarity Problem | 2001-03-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4762534 | 2001-02-22 | Paper |
Smoothing Newton and quasi-Newton methods for mixed complementarity problems | 2001-02-18 | Paper |
Nonlinear proximal decomposition method for convex programming | 2001-01-29 | Paper |
Proximal quasi-Newton methods for nondifferentiable convex optimization | 2000-10-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q4945771 | 2000-09-24 | Paper |
A hybrid Newton method for solving the variational inequality problem via the D-gap function | 2000-07-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q4257435 | 2000-07-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4253558 | 2000-05-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4948268 | 2000-04-10 | Paper |
A hybrid Josephy — Newton method for solving box constrained variational equality roblems via the D-gap function | 2000-02-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q4937128 | 2000-02-03 | Paper |
Solving box constrained variational inequalities by using the natural residual with D-gap function globalization | 1999-12-19 | Paper |
A derivative-free line search and dfp method for symmetric equations with global and superlinear convergence | 1999-12-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4703144 | 1999-12-14 | Paper |
A Globally and Superlinearly Convergent Gauss--Newton-Based BFGS Method for Symmetric Nonlinear Equations | 1999-11-22 | Paper |
Theoretical and numerical investigation of the D-gap function for box constrained variational inequalities | 1999-09-15 | Paper |
A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints | 1999-01-19 | Paper |
Complementarity constraint qualifications and simplified \(B\)-stationary conditions for mathematical programs with equilibrium constraints | 1999-01-01 | Paper |
Testing parallel variable transformation | 1999-01-01 | Paper |
Parallel Variable Transformation in Unconstrained Optimization | 1998-09-21 | Paper |
Some Feasibility Issues in Mathematical Programs with Equilibrium Constraints | 1998-09-21 | Paper |
A Trust Region Method for Solving Generalized Complementarity Problems | 1998-05-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q4353535 | 1998-05-10 | Paper |
New NCP-functions and their properties | 1998-04-19 | Paper |
Unconstrained optimization reformulations of variational inequality problems | 1998-01-25 | Paper |
A PARALLEL PRIMAL-DUAL INTERIOR POINT METHOD FOR MULTICOMMODITY FLOW PROBLEMS WITH QUADRATIC COSTS | 1997-11-11 | Paper |
A computable generalized Hessian of the D-gap function and Newton-type methods for variational inequality problems | 1997-09-10 | Paper |
Equivalence of the generalized complementarity problem to differentiable unconstrained minimization | 1997-07-20 | Paper |
A BLOCK-PARALLEL CONJUGATE GRADIENT METHOD FOR SEPARABLE QUADRATIC PROGRAMMING PROBLEMS^1 | 1997-07-17 | Paper |
Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems | 1997-06-04 | Paper |
Equivalent Unconstrained Minimization and Global Error Bounds for Variational Inequality Problems | 1997-05-28 | Paper |
A successive projection method for binary pattern recognition with multilayer feedforward neural networks | 1997-02-17 | Paper |
PARTIAL PROXIMAL METHOD OF MULTIPLIERS FOR CONVEX PROGRAMMING PROBLEMS | 1997-01-22 | Paper |
A New Merit Function and a Successive Quadratic Programming Algorithm for Variational Inequality Problems | 1997-01-06 | Paper |
A multisplitting method for symmetric linear complementarity problems | 1997-01-05 | Paper |
Equivalence of Complementarity Problems to Differentiable Minimization: A Unified Approach | 1997-01-05 | Paper |
A Globally and Superlinearly Convergent Algorithm for Nonsmooth Convex Minimization | 1996-12-01 | Paper |
The primal Douglas-Rachford splitting algorithm for a class of monotone mappings with application to the traffic equilibrium problem | 1996-11-25 | Paper |
A parallel descent algorithm for convex programming | 1996-05-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q4870838 | 1996-03-26 | Paper |
A parallel relaxation method for quadratic programming problems with interval constraints | 1996-02-18 | Paper |
A HYBRID METHOD FOR SOLVING THE NONLINEAR LEAST SQUARES PROBLEM WITH LINEAR INEQUALITY CONSTRAINTS | 1996-02-13 | Paper |
OPTIMIZATION BASED GLOBALLY CONVERGENT METHODS FOR THE NONLINEAR COMPLEMENTARITY PROBLEM | 1996-01-17 | Paper |
PRIMAL-DUAL PROXIMAL POINT ALGORITHM FOR MULTICOMMODITY NETWORK FLOW PROBLEMS | 1995-07-24 | Paper |
On stationary points of the implicit Lagrangian for nonlinear complementarity problems | 1995-07-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q4834032 | 1995-05-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4311908 | 1995-01-23 | Paper |
A SUCCESSIVE OVER-RELAXATION METHOD FOR QUADRATIC PROGRAMMING PROBLEMS WITH INTERVAL CONSTRAINTS | 1994-04-26 | Paper |
A PRACTICAL APPROACH TO DECOMPOSABLE NONLINEAR PROGRAMMING PROBLEMS | 1993-08-25 | Paper |
A globally convergent Newton method for solving strongly monotone variational inequalities | 1993-08-17 | Paper |
Application of the alternating direction method of multipliers to separable convex programming problems | 1993-02-14 | Paper |
Primal-dual proximal point algorithm for linearly constrained convex programming problems | 1993-02-04 | Paper |
DUAL-BASED NEWTON METHODS FOR NONLINEAR MINIMUM COST NETWORK FLOW PROBLEMS | 1992-09-26 | Paper |
Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems | 1992-06-28 | Paper |
Successive linearization methods for large-scale nonlinear programming problems | 1992-06-28 | Paper |
A hybrid method for the nonlinear least squares problem with simple bounds | 1992-06-26 | Paper |
A successive quadratic programming method for a class of constrained nonsmooth optimization problems | 1992-06-25 | Paper |
A conjugate gradient algorithm for sparse linear inequalities | 1990-01-01 | Paper |
Relaxation methods for the strictly convex multicommodity flow problem with capacity constraints on individual commodities | 1990-01-01 | Paper |
On generalized pseudoconvex functions | 1989-01-01 | Paper |
An Efficient Trust Region Algorithm for Minimizing Nondifferentiable Composite Functions | 1989-01-01 | Paper |
A comparative study of several semi-infinite nonlinear programming algorithms | 1988-01-01 | Paper |
Solving inequality constrained optimization problems by differential homotopy continuation methods | 1988-01-01 | Paper |
A globally convergent SQP method for semi-infinite nonlinear optimization | 1988-01-01 | Paper |
AN ITERATIVE METHOD FOR VARIATIONAL INEQUALITIES WITH APPLICATION TO TRAFFIC EQUILIBRIUM PROBLEMS | 1988-01-01 | Paper |
An efficient predictor-corrector method for solving nonlinear equations | 1987-01-01 | Paper |
ImplementableL∞penalty-function method for semi-infinite optimization | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3775301 | 1987-01-01 | Paper |
Approximation algorithms for combinatorial fractional programming problems | 1987-01-01 | Paper |
A new predictor-corrector method for solving unconstrained minimization problems | 1986-01-01 | Paper |
A successive quadratic programming algorithm with global and superlinear convergence properties | 1986-01-01 | Paper |
A relaxed projection method for variational inequalities | 1986-01-01 | Paper |
A second-order algorithm for continuous-time nonlinear optimal control problems | 1986-01-01 | Paper |
ON DUAL DIFFERENTIABLE EXACT PENALTY FUNCTIONS FOR EQUALITY CONSTRAINED OPTIMIZATION | 1985-01-01 | Paper |
On the convergence of a class of outer approximation algorithms for convex programs | 1984-01-01 | Paper |
A continuation method for solving separable nonlinear least squares problems | 1984-01-01 | Paper |
On the use of ε-most-active constraints in an exact penalty function method for nonlinear optimization | 1984-01-01 | Paper |
A NONSMOOTH OPTIMIZATION APPROACH TO NONLINEAR MULTICOMMODITY NETWORK FLOW PROBLEMS | 1984-01-01 | Paper |
A descent algorithm for nonsmooth convex optimization | 1984-01-01 | Paper |
A Fixed Point Approach to Certain Convex Programs with Applications in Stochastic Programming | 1983-01-01 | Paper |
An Outer Approximation Algorithm for Solving General Convex Programs | 1983-01-01 | Paper |
A heuristic decomposition approach to optimal control in a water supply model | 1982-01-01 | Paper |
A finitely convergent algorithm for convex inequalities | 1982-01-01 | Paper |
A minimization method for the sum of a convex function and a continuously differentiable function | 1981-01-01 | Paper |
Methods of parametric non-linear programming | 1981-01-01 | Paper |
A generalized proximal point algorithm for certain non-convex minimization problems | 1981-01-01 | Paper |
Decomposition of multiple criteria mathematical programming problems by dynamic programming | 1979-01-01 | Paper |
Penalty function theory for general convex programming problems | 1978-01-01 | Paper |
A “Conjugate” Interior Penalty Method for Certain Convex Programs | 1977-01-01 | Paper |
Decomposition of nonlinear chance-constrained programming problems by dynamic programming | 1976-01-01 | Paper |
Multilevel decomposition of nonlinear programming problems by dynamic programming | 1976-01-01 | Paper |