| Publication | Date of Publication | Type |
|---|
Primal-dual path following method for nonlinear semi-infinite programs with semi-definite constraints
Mathematical Programming. Series A. Series B | 2023-05-02 | Paper |
Solution of fractional quadratic programs on the simplex and application to the eigenvalue complementarity problem
Journal of Optimization Theory and Applications | 2022-05-17 | Paper |
Global sensing search for nonlinear global optimization
Journal of Global Optimization | 2022-04-11 | Paper |
An alternating direction method of multipliers for the eigenvalue complementarity problem
Optimization Methods & Software | 2021-07-06 | Paper |
A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem
Computational Optimization and Applications | 2021-05-03 | Paper |
An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs
Journal of Computational and Applied Mathematics | 2020-04-15 | Paper |
Optimality conditions for problems over symmetric cones and a simple augmented Lagrangian method
Mathematics of Operations Research | 2020-03-12 | Paper |
On the quadratic eigenvalue complementarity problem over a general convex cone
Applied Mathematics and Computation | 2019-03-22 | Paper |
Gauss-Seidel method for multi-leader-follower games
Journal of Optimization Theory and Applications | 2019-03-06 | Paper |
Optimality conditions for nonlinear semidefinite programming via squared slack variables
Mathematical Programming. Series A. Series B | 2018-04-06 | Paper |
A NOTE ON THE SQUARED SLACK VARIABLES TECHNIQUE FOR NONLINEAR OPTIMIZATION
Journal of the Operations Research Society of Japan | 2017-12-11 | Paper |
Robust portfolio selection with a combined WCVaR and factor model
Journal of Industrial and Management Optimization | 2017-06-16 | Paper |
Optimality conditions for problems over symmetric cones and a simple augmented Lagrangian method
(available as arXiv preprint) | 2017-01-18 | Paper |
The use of squared slack variables in nonlinear second-order cone programming
Journal of Optimization Theory and Applications | 2016-08-31 | Paper |
The second-order cone eigenvalue complementarity problem
Optimization Methods & Software | 2016-06-10 | Paper |
Multi-leader-follower games: models, methods and applications
Journal of the Operations Research Society of Japan | 2015-08-05 | Paper |
Evolutionary algorithm for generalized Nash equilibrium problems
Optimization, Simulation, and Control | 2015-03-30 | Paper |
| A regularized outer approximation method for monotone semi-infinite variational inequality problems | 2015-01-05 | Paper |
On the symmetric quadratic eigenvalue complementarity problem
Optimization Methods & Software | 2014-10-29 | Paper |
Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints
Journal of Global Optimization | 2014-09-04 | Paper |
On the computation of all eigenvalues for the eigenvalue complementarity problem
Journal of Global Optimization | 2014-07-04 | Paper |
A branch-and-bound method for absolute value programs
Optimization | 2014-05-02 | Paper |
Rank-one solutions for homogeneous linear matrix equations over the positive semidefinite cone
Applied Mathematics and Computation | 2014-01-31 | Paper |
Existence, uniqueness, and computation of robust Nash equilibria in a class of multi-leader-follower games
SIAM Journal on Optimization | 2013-09-25 | Paper |
Establishing Nash equilibrium of the manufacturer-supplier game in supply chain management
Journal of Global Optimization | 2013-08-07 | Paper |
A globalized Newton method for the computation of normalized Nash equilibria
Journal of Global Optimization | 2013-08-02 | Paper |
SDP reformulation for robust optimization problems based on nonconvex QP duality
Computational Optimization and Applications | 2013-07-19 | Paper |
| A smoothing SQP method for mathematical programs with linear second-order cone complementarity constraints | 2013-05-28 | Paper |
Differentiable exact penalty functions for nonlinear second-order cone programs
SIAM Journal on Optimization | 2013-04-09 | Paper |
A regularized explicit exchange method for semi-infinite programs with an infinite number of conic constraints
SIAM Journal on Optimization | 2013-01-04 | Paper |
Restricted generalized Nash equilibria and controlled penalty algorithm
Computational Management Science | 2012-12-07 | Paper |
SOR- and Jacobi-type iterative methods for solving \(\ell_1 - \ell_2\) problems by way of Fenchel duality
Optimization Letters | 2012-11-30 | Paper |
| An infeasible interior proximal method for convex programming problems with linear constraints | 2012-11-08 | Paper |
Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints
Computational Optimization and Applications | 2012-09-27 | Paper |
Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets
Journal of Global Optimization | 2012-09-20 | Paper |
Global optimization via differential evolution with automatic termination
Numerical Algebra, Control and Optimization | 2012-08-30 | Paper |
Variational inequality formulation of the asymmetric eigenvalue complementarity problem and its solution by means of gap functions
Pacific Journal of Optimization | 2012-05-30 | Paper |
Newton's method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation
Mathematical Programming. Series A. Series B | 2012-04-27 | Paper |
Pricing American options with uncertain volatility through stochastic linear complementarity models
Computational Optimization and Applications | 2012-03-09 | Paper |
Variational inequality formulation of a class of multi-leader-follower games
Journal of Optimization Theory and Applications | 2012-02-13 | Paper |
Worst-case conditional value-at-risk with application to robust portfolio management
Operations Research | 2011-11-24 | Paper |
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints
Computational Optimization and Applications | 2011-05-25 | Paper |
Smoothing method for mathematical programs with symmetric cone complementarity constraints
Optimization | 2011-05-03 | Paper |
A hybrid evolutionary algorithm for global optimization
Springer Optimization and Its Applications | 2010-12-08 | Paper |
Index-exciting CAViaR: a new empirical time-varying risk model
Studies in Nonlinear Dynamics & Econometrics | 2010-07-02 | Paper |
| scientific article; zbMATH DE number 5720488 (Why is no real title available?) | 2010-06-11 | Paper |
| Convex expected residual models for stochastic affine variational inequality problems and its application to the traffic equilibrium problem | 2010-05-28 | Paper |
On the local convergence of semismooth Newton methods for linear and nonlinear second-order cone programs without strict complementarity
SIAM Journal on Optimization | 2010-03-17 | Paper |
Portfolio selection with uncertain exit time: a robust CVaR approach
Journal of Economic Dynamics and Control | 2010-01-19 | Paper |
Portfolio selection under distributional uncertainty: a relative robust CVaR approach
European Journal of Operational Research | 2009-12-07 | Paper |
A global optimization approach for solving non-monotone variational inequality problems
Optimization | 2009-11-19 | Paper |
Erratum: Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
Computational Management Science | 2009-09-03 | Paper |
| Robust Nash equilibria in \(4\)-person non-cooperative games: uniqueness and reformulation | 2009-06-11 | Paper |
An implicit programming approach for the road pricing problem with nonadditive route costs
Journal of Industrial and Management Optimization | 2009-02-03 | Paper |
Robust solution of monotone stochastic linear complementarity problems
Mathematical Programming. Series A. Series B | 2008-12-16 | Paper |
Tabu search for attribute reduction in rough set theory
Soft Computing | 2008-06-25 | Paper |
Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
Mathematics of Operations Research | 2008-05-27 | Paper |
Stochastic $R_0$ Matrix Linear Complementarity Problems
SIAM Journal on Optimization | 2008-05-22 | Paper |
Evaluation of firm's loss due to incomplete information in real investment decision
European Journal of Operational Research | 2008-02-13 | Paper |
A class of gap functions for quasi-variational inequality problems
Journal of Industrial and Management Optimization | 2008-02-11 | Paper |
A Finite Algorithm for Almost Linear Complementarity Problems
Numerical Functional Analysis and Optimization | 2008-01-23 | Paper |
Robust portfolio selection with uncertain exit time using worst-case VaR strategy
Operations Research Letters | 2008-01-11 | Paper |
Hybrid evolutionary algorithm for solving general variational inequality problems
Journal of Global Optimization | 2008-01-04 | Paper |
New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
Optimization | 2007-11-16 | Paper |
An Implementable Active‐Set Algorithm for Computing a B‐Stationary Point of a Mathematical Program with Linear Complementarity Constraints: Erratum
SIAM Journal on Optimization | 2007-11-16 | Paper |
An SQP-type algorithm for nonlinear second-order cone programs
Optimization Letters | 2007-11-05 | Paper |
Derivative-free filter simulated annealing method for constrained continuous global optimization
Journal of Global Optimization | 2007-10-23 | Paper |
Regularized nonsmooth Newton method for multi-class support vector machines
Optimization Methods & Software | 2007-09-03 | Paper |
Second-Order Cone Programming Formulations for Robust Multiclass Classification
Neural Computation | 2007-08-31 | Paper |
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve
European Journal of Operational Research | 2006-12-07 | Paper |
Hybrid approach with active set identification for mathematical programs with complementarity constraints
Journal of Optimization Theory and Applications | 2006-08-14 | Paper |
A new multi-class support vector algorithm
Optimization Methods & Software | 2006-06-16 | Paper |
| On the level-boundedness of the natural residual function for variational inequality problems | 2006-02-08 | Paper |
Successive linearization methods for nonlinear semidefinite programs
Computational Optimization and Applications | 2006-01-23 | Paper |
Tabu search directed by direct search methods for nonlinear global optimization
European Journal of Operational Research | 2005-11-16 | Paper |
A Superlinearly Convergent Algorithm for the Monotone Nonlinear Complementarity Problem Without Uniqueness and Nondegeneracy Conditions
Mathematics of Operations Research | 2005-11-11 | Paper |
Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers
European Journal of Operational Research | 2005-10-17 | Paper |
| scientific article; zbMATH DE number 2212211 (Why is no real title available?) | 2005-10-05 | Paper |
A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
SIAM Journal on Optimization | 2005-09-16 | Paper |
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
Computational Management Science | 2005-08-25 | Paper |
| scientific article; zbMATH DE number 2190120 (Why is no real title available?) | 2005-08-01 | Paper |
A trust region method for nonsmooth convex optimization
Journal of Industrial and Management Optimization | 2005-06-07 | Paper |
A modified relaxation scheme for mathematical programs with complementarity constraints
Annals of Operations Research | 2005-04-22 | Paper |
| scientific article; zbMATH DE number 2159091 (Why is no real title available?) | 2005-04-19 | Paper |
| scientific article; zbMATH DE number 2156307 (Why is no real title available?) | 2005-04-15 | Paper |
Heuristic pattern search and its hybridization with simulated annealing for nonlinear global optimization
Optimization Methods & Software | 2005-03-14 | Paper |
Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints
Journal of Computational and Applied Mathematics | 2005-02-23 | Paper |
A matrix-splitting method for symmetric affine second-order cone complementarity problems
Journal of Computational and Applied Mathematics | 2005-02-23 | Paper |
Levenberg--Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints
Journal of Computational and Applied Mathematics | 2005-01-13 | Paper |
Regularized Newton methods for convex minimization problems with singular solutions
Computational Optimization and Applications | 2004-08-20 | Paper |
ON THE HUB-AND-SPOKE MODEL WITH ARC CAPACITY CONATRAINTS
Journal of the Operations Research Society of Japan | 2004-08-06 | Paper |
On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm
Mathematical Programming. Series A. Series B | 2004-07-01 | Paper |
A smoothing method for a mathematical program with P-matrix linear complementarity constraints
Computational Optimization and Applications | 2004-05-27 | Paper |
| Minimizing multimodal functions by simplex coding genetic algorithm | 2004-03-17 | Paper |
| scientific article; zbMATH DE number 1941906 (Why is no real title available?) | 2004-03-02 | Paper |
Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions
Optimization Methods & Software | 2004-02-09 | Paper |
A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization
SIAM Journal on Optimization | 2004-01-19 | Paper |
STACKELBERG HUB LOCATION PROBLEM
Journal of the Operations Research Society of Japan | 2004-01-14 | Paper |
The incremental Gauss-Newton algorithm with adaptive stepsize rule
Computational Optimization and Applications | 2003-12-04 | Paper |
New relaxation method for mathematical programs with complementarity constraints
Journal of Optimization Theory and Applications | 2003-09-15 | Paper |
| The extended semidefinite linear complementarity problem: A reformulation approach | 2002-09-26 | Paper |
| scientific article; zbMATH DE number 1789198 (Why is no real title available?) | 2002-08-26 | Paper |
| scientific article; zbMATH DE number 1694914 (Why is no real title available?) | 2002-08-05 | Paper |
Globally convergent BFGS method for nonsmooth convex optimization
Journal of Optimization Theory and Applications | 2002-06-17 | Paper |
A modified BFGS method and its global convergence in nonconvex minimization
Journal of Computational and Applied Mathematics | 2002-05-12 | Paper |
| The proximal point algorithm for the \(P_0\) complementarity problem | 2002-04-28 | Paper |
Smoothing functions for second-order-cone complementarity problems
SIAM Journal on Optimization | 2002-04-23 | Paper |
An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints
SIAM Journal on Optimization | 2002-04-23 | Paper |
Globally convergent Broyden-like methods for semismooth equations and applications to VIP, NCP and MCP
Annals of Operations Research | 2002-03-26 | Paper |
An infeasible interior proximal method for convex programming problems with linear constraints
Journal of Nonlinear and Convex Analysis | 2002-01-14 | Paper |
Hybrid simulated annealing and direct search method for nonlinear unconstrained global optimization
Optimization Methods & Software | 2002-01-01 | Paper |
| scientific article; zbMATH DE number 1306987 (Why is no real title available?) | 2001-10-07 | Paper |
Local convergence of the Levenberg-Marquardt method
RIMS Kokyuroku | 2001-09-23 | Paper |
Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming
Journal of Optimization Theory and Applications | 2001-08-28 | Paper |
| scientific article; zbMATH DE number 1552025 (Why is no real title available?) | 2001-08-23 | Paper |
Weighted max-norm estimate of additive Schwarz iteration scheme for solving linear complementarity problems
Journal of Computational and Applied Mathematics | 2001-07-23 | Paper |
On the global convergence of the BFGS method for nonconvex unconstrained optimization problems
SIAM Journal on Optimization | 2001-06-21 | Paper |
A derivative-free line search and global convergence of Broyden-like method for nonlinear equations
Optimization Methods & Software | 2001-05-03 | Paper |
The proximal point algorithm with genuine superlinear convergence for the monotone complementarity problem
SIAM Journal on Optimization | 2001-03-19 | Paper |
| scientific article; zbMATH DE number 1569004 (Why is no real title available?) | 2001-02-22 | Paper |
Smoothing Newton and quasi-Newton methods for mixed complementarity problems
Computational Optimization and Applications | 2001-02-18 | Paper |
Nonlinear proximal decomposition method for convex programming
Journal of Optimization Theory and Applications | 2001-01-29 | Paper |
Proximal quasi-Newton methods for nondifferentiable convex optimization
Mathematical Programming. Series A. Series B | 2000-10-25 | Paper |
| scientific article; zbMATH DE number 1424524 (Why is no real title available?) | 2000-09-24 | Paper |
A hybrid Newton method for solving the variational inequality problem via the D-gap function
Mathematical Programming. Series A. Series B | 2000-07-12 | Paper |
| scientific article; zbMATH DE number 1329075 (Why is no real title available?) | 2000-07-10 | Paper |
| scientific article; zbMATH DE number 1322504 (Why is no real title available?) | 2000-05-24 | Paper |
| scientific article; zbMATH DE number 1429047 (Why is no real title available?) | 2000-04-10 | Paper |
A hybrid Josephy — Newton method for solving box constrained variational equality roblems via the D-gap function
Optimization Methods & Software | 2000-02-13 | Paper |
| scientific article; zbMATH DE number 1398015 (Why is no real title available?) | 2000-02-03 | Paper |
Solving box constrained variational inequalities by using the natural residual with D-gap function globalization
Operations Research Letters | 1999-12-19 | Paper |
| scientific article; zbMATH DE number 1377713 (Why is no real title available?) | 1999-12-14 | Paper |
A derivative-free line search and dfp method for symmetric equations with global and superlinear convergence
Numerical Functional Analysis and Optimization | 1999-12-14 | Paper |
A Globally and Superlinearly Convergent Gauss--Newton-Based BFGS Method for Symmetric Nonlinear Equations
SIAM Journal on Numerical Analysis | 1999-11-22 | Paper |
Theoretical and numerical investigation of the D-gap function for box constrained variational inequalities
Mathematical Programming. Series A. Series B | 1999-09-15 | Paper |
A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
Computational Optimization and Applications | 1999-01-19 | Paper |
Complementarity constraint qualifications and simplified \(B\)-stationary conditions for mathematical programs with equilibrium constraints
Computational Optimization and Applications | 1999-01-01 | Paper |
Testing parallel variable transformation
Computational Optimization and Applications | 1999-01-01 | Paper |
Parallel Variable Transformation in Unconstrained Optimization
SIAM Journal on Optimization | 1998-09-21 | Paper |
Some Feasibility Issues in Mathematical Programs with Equilibrium Constraints
SIAM Journal on Optimization | 1998-09-21 | Paper |
A Trust Region Method for Solving Generalized Complementarity Problems
SIAM Journal on Optimization | 1998-05-12 | Paper |
| scientific article; zbMATH DE number 1059221 (Why is no real title available?) | 1998-05-10 | Paper |
New NCP-functions and their properties
Journal of Optimization Theory and Applications | 1998-04-19 | Paper |
Unconstrained optimization reformulations of variational inequality problems
Journal of Optimization Theory and Applications | 1998-01-25 | Paper |
A PARALLEL PRIMAL-DUAL INTERIOR POINT METHOD FOR MULTICOMMODITY FLOW PROBLEMS WITH QUADRATIC COSTS
Journal of the Operations Research Society of Japan | 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
Journal of Optimization Theory and Applications | 1997-07-20 | Paper |
A BLOCK-PARALLEL CONJUGATE GRADIENT METHOD FOR SEPARABLE QUADRATIC PROGRAMMING PROBLEMS^1
Journal of the Operations Research Society of Japan | 1997-07-17 | Paper |
Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems
Mathematical Programming. Series A. Series B | 1997-06-04 | Paper |
Equivalent Unconstrained Minimization and Global Error Bounds for Variational Inequality Problems
SIAM Journal on Control and Optimization | 1997-05-28 | Paper |
A successive projection method for binary pattern recognition with multilayer feedforward neural networks
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1997-02-17 | Paper |
PARTIAL PROXIMAL METHOD OF MULTIPLIERS FOR CONVEX PROGRAMMING PROBLEMS
Journal of the Operations Research Society of Japan | 1997-01-22 | Paper |
A New Merit Function and a Successive Quadratic Programming Algorithm for Variational Inequality Problems
SIAM Journal on Optimization | 1997-01-06 | Paper |
A multisplitting method for symmetric linear complementarity problems
Journal of Computational and Applied Mathematics | 1997-01-05 | Paper |
Equivalence of Complementarity Problems to Differentiable Minimization: A Unified Approach
SIAM Journal on Optimization | 1997-01-05 | Paper |
A Globally and Superlinearly Convergent Algorithm for Nonsmooth Convex Minimization
SIAM Journal on Optimization | 1996-12-01 | Paper |
The primal Douglas-Rachford splitting algorithm for a class of monotone mappings with application to the traffic equilibrium problem
Mathematical Programming. Series A. Series B | 1996-11-25 | Paper |
A parallel descent algorithm for convex programming
Computational Optimization and Applications | 1996-05-05 | Paper |
| scientific article; zbMATH DE number 860065 (Why is no real title available?) | 1996-03-26 | Paper |
A parallel relaxation method for quadratic programming problems with interval constraints
Journal of Computational and Applied Mathematics | 1996-02-18 | Paper |
A HYBRID METHOD FOR SOLVING THE NONLINEAR LEAST SQUARES PROBLEM WITH LINEAR INEQUALITY CONSTRAINTS
Journal of the Operations Research Society of Japan | 1996-02-13 | Paper |
OPTIMIZATION BASED GLOBALLY CONVERGENT METHODS FOR THE NONLINEAR COMPLEMENTARITY PROBLEM
Journal of the Operations Research Society of Japan | 1996-01-17 | Paper |
PRIMAL-DUAL PROXIMAL POINT ALGORITHM FOR MULTICOMMODITY NETWORK FLOW PROBLEMS
Journal of the Operations Research Society of Japan | 1995-07-24 | Paper |
On stationary points of the implicit Lagrangian for nonlinear complementarity problems
Journal of Optimization Theory and Applications | 1995-07-03 | Paper |
| scientific article; zbMATH DE number 758127 (Why is no real title available?) | 1995-05-23 | Paper |
| scientific article; zbMATH DE number 679861 (Why is no real title available?) | 1995-01-23 | Paper |
A SUCCESSIVE OVER-RELAXATION METHOD FOR QUADRATIC PROGRAMMING PROBLEMS WITH INTERVAL CONSTRAINTS
Journal of the Operations Research Society of Japan | 1994-04-26 | Paper |
A PRACTICAL APPROACH TO DECOMPOSABLE NONLINEAR PROGRAMMING PROBLEMS
Journal of the Operations Research Society of Japan | 1993-08-25 | Paper |
A globally convergent Newton method for solving strongly monotone variational inequalities
Mathematical Programming. Series A. Series B | 1993-08-17 | Paper |
Application of the alternating direction method of multipliers to separable convex programming problems
Computational Optimization and Applications | 1993-02-14 | Paper |
Primal-dual proximal point algorithm for linearly constrained convex programming problems
Computational Optimization and Applications | 1993-02-04 | Paper |
DUAL-BASED NEWTON METHODS FOR NONLINEAR MINIMUM COST NETWORK FLOW PROBLEMS
Journal of the Operations Research Society of Japan | 1992-09-26 | Paper |
Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
Mathematical Programming. Series A. Series B | 1992-06-28 | Paper |
Successive linearization methods for large-scale nonlinear programming problems
Japan Journal of Industrial and Applied Mathematics | 1992-06-28 | Paper |
A hybrid method for the nonlinear least squares problem with simple bounds
Journal of Computational and Applied Mathematics | 1992-06-26 | Paper |
A successive quadratic programming method for a class of constrained nonsmooth optimization problems
Mathematical Programming. Series A. Series B | 1992-06-25 | Paper |
Relaxation methods for the strictly convex multicommodity flow problem with capacity constraints on individual commodities
Networks | 1990-01-01 | Paper |
A conjugate gradient algorithm for sparse linear inequalities
Journal of Computational and Applied Mathematics | 1990-01-01 | Paper |
On generalized pseudoconvex functions
Journal of Mathematical Analysis and Applications | 1989-01-01 | Paper |
An Efficient Trust Region Algorithm for Minimizing Nondifferentiable Composite Functions
SIAM Journal on Scientific and Statistical Computing | 1989-01-01 | Paper |
A globally convergent SQP method for semi-infinite nonlinear optimization
Journal of Computational and Applied Mathematics | 1988-01-01 | Paper |
AN ITERATIVE METHOD FOR VARIATIONAL INEQUALITIES WITH APPLICATION TO TRAFFIC EQUILIBRIUM PROBLEMS
Journal of the Operations Research Society of Japan | 1988-01-01 | Paper |
A comparative study of several semi-infinite nonlinear programming algorithms
European Journal of Operational Research | 1988-01-01 | Paper |
Solving inequality constrained optimization problems by differential homotopy continuation methods
Journal of Mathematical Analysis and Applications | 1988-01-01 | Paper |
Approximation algorithms for combinatorial fractional programming problems
Mathematical Programming | 1987-01-01 | Paper |
An efficient predictor-corrector method for solving nonlinear equations
Journal of Computational and Applied Mathematics | 1987-01-01 | Paper |
ImplementableL∞penalty-function method for semi-infinite optimization
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4035539 (Why is no real title available?) | 1987-01-01 | Paper |
A relaxed projection method for variational inequalities
Mathematical Programming | 1986-01-01 | Paper |
A second-order algorithm for continuous-time nonlinear optimal control problems
IEEE Transactions on Automatic Control | 1986-01-01 | Paper |
A successive quadratic programming algorithm with global and superlinear convergence properties
Mathematical Programming | 1986-01-01 | Paper |
A new predictor-corrector method for solving unconstrained minimization problems
Journal of Computational and Applied Mathematics | 1986-01-01 | Paper |
ON DUAL DIFFERENTIABLE EXACT PENALTY FUNCTIONS FOR EQUALITY CONSTRAINED OPTIMIZATION
Journal of the Operations Research Society of Japan | 1985-01-01 | Paper |
A descent algorithm for nonsmooth convex optimization
Mathematical Programming | 1984-01-01 | Paper |
On the convergence of a class of outer approximation algorithms for convex programs
Journal of Computational and Applied Mathematics | 1984-01-01 | Paper |
A continuation method for solving separable nonlinear least squares problems
Journal of Computational and Applied Mathematics | 1984-01-01 | Paper |
On the use of ε-most-active constraints in an exact penalty function method for nonlinear optimization
IEEE Transactions on Automatic Control | 1984-01-01 | Paper |
A NONSMOOTH OPTIMIZATION APPROACH TO NONLINEAR MULTICOMMODITY NETWORK FLOW PROBLEMS
Journal of the Operations Research Society of Japan | 1984-01-01 | Paper |
An Outer Approximation Algorithm for Solving General Convex Programs
Operations Research | 1983-01-01 | Paper |
A Fixed Point Approach to Certain Convex Programs with Applications in Stochastic Programming
Mathematics of Operations Research | 1983-01-01 | Paper |
A finitely convergent algorithm for convex inequalities
IEEE Transactions on Automatic Control | 1982-01-01 | Paper |
A heuristic decomposition approach to optimal control in a water supply model
European Journal of Operational Research | 1982-01-01 | Paper |
A minimization method for the sum of a convex function and a continuously differentiable function
Journal of Optimization Theory and Applications | 1981-01-01 | Paper |
A generalized proximal point algorithm for certain non-convex minimization problems
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1981-01-01 | Paper |
Methods of parametric non-linear programming
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1981-01-01 | Paper |
Decomposition of multiple criteria mathematical programming problems by dynamic programming
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1979-01-01 | Paper |
Penalty function theory for general convex programming problems
Journal of Optimization Theory and Applications | 1978-01-01 | Paper |
A “Conjugate” Interior Penalty Method for Certain Convex Programs
SIAM Journal on Control and Optimization | 1977-01-01 | Paper |
Multilevel decomposition of nonlinear programming problems by dynamic programming
Journal of Mathematical Analysis and Applications | 1976-01-01 | Paper |
Decomposition of nonlinear chance-constrained programming problems by dynamic programming
Journal of Mathematical Analysis and Applications | 1976-01-01 | Paper |
