scientific article; zbMATH DE number 439380
zbMATH Open0795.49001MaRDI QIDQ3141900FDOQ3141900
Jean-Baptiste Hiriart-Urruty, Claude Lemaréchal
Publication date: 1 November 1993
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Numerical optimization and variational techniques (65K10) Convex programming (90C25) Nonsmooth analysis (49J52) Convexity of real functions of several variables, generalizations (26B25) Convex functions and convex programs in convex geometry (52A41) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)
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- Two fundamental convergence theorems for nonlinear conjugate gradient methods and their applications
- Approximations in proximal bundle methods and decomposition of convex programs
- A matrix-free cone complementarity approach for solving large-scale, nonsmooth, rigid body dynamics
- Asymptotics of the maximal radius of an \(L^{r}\)-optimal sequence of quantizers
- An efficient DC programming approach for portfolio decision with higher moments
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- Numerical solution of an adhesion problem with FEM and BEM
- Regularized Lagrangian duality for linearly constrained quadratic optimization and trust-region problems
- An approximate decomposition algorithm for convex minimization
- On minimax-regret Huff location models
- Optimization of the norm of a vector-valued DC function and applications
- Graph-Matrix Calculus for Computational Convex Analysis
- On Computing the Mordukhovich Subdifferential Using Directed Sets in Two Dimensions
- Approximating stationary points of stochastic optimization problems in Banach space
- The globalization theorem for the curvature-dimension condition
- Hybrid conjugate gradient method for a convex optimization problem over the fixed-point set of a nonexpansive mapping
- Integrated capacity and inventory management with capacity acquisition lead times
- Residuala posteriori error estimators for contact problems in elasticity
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- The strong conical hull intersection property for convex programming
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- Regularization methods for optimization problems with probabilistic constraints
- \(\varepsilon\)-optimality and duality for multiobjective fractional programming
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- Remarks on converse Carleman and Krein criteria for the classical moment problem
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- Revisiting the construction of gap functions for variational inequalities and equilibrium problems via conjugate duality
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- Accelerated Bregman method for linearly constrained \(\ell _1-\ell _2\) minimization
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- High-dimensional analysis of semidefinite relaxations for sparse principal components
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- An inexact bundle variant suited to column generation
- Minimizing and stationary sequences of convex constrained minimization problems
- Second-order directional derivatives of all eigenvalues of a symmetric matrix
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- Approximation of rank function and its application to the nearest low-rank correlation matrix
- A Lagrangean heuristic for the facility location problem with staircase costs
- A preconditioning proximal Newton method for nondifferentiable convex optimization
- Representation of the Clarke generalized Jacobian via the quasidifferential
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- On Representer Theorems and Convex Regularization
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- Convex analysis of invariant sets for a class of nonlinear systems
- Team optimization problems with Lipschitz continuous strategies
- General solution procedures in elasto/viscoplasticity
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- Numerical identification of parameters for a strongly degenerate convection-diffusion problem modelling centrifugation of flocculated suspensions
- Extensions of Gauss quadrature via linear programming
- Second-order optimality and beyond: characterization and evaluation complexity in convexly constrained nonlinear optimization
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- Robust semidefinite programming problems with general nonlinear parameter dependence: approaches using the DC-representations
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- Robust capacity assignment in telecommunications
- Minimizing Piecewise-Concave Functions Over Polyhedra
- Convexity and generalized second-order derivatives for locally Lipschitz functions
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- Adaptive minimax testing in the discrete regression scheme
- Study of semilocal convergence analysis of Chebyshev's method under new type majorant conditions
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- Approximations of Lovász extensions and their induced interaction index
- Alternance Form of Optimality Conditions in the Finite-Dimensional Space
- Global weak sharp minima for convex (semi-)infinite optimization problems
- On constraint qualifications of a nonconvex inequality
- Necessary and sufficient conditions for optimality of nonsmooth semi-infinite programming
- On approximate solutions for robust convex semidefinite optimization problems
- A control problem arising in the process of waste water purification
- An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness
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