Nonlinear optimization.
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Publication:3376534
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- Optimization of triangular networks with spatial constraints
- Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
- Smoothing neural network for \(L_0\) regularized optimization problem with general convex constraints
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- Experiments with a non-convex variance-based clustering criterion
- Optimality conditions based on the Fréchet second-order subdifferential
- A selective linearization method for multiblock convex optimization
- Asset price bubbles, market liquidity, and systemic risk
- Nonlinear optimization
- Distributed algorithm for robust resource allocation with polyhedral uncertain allocation parameters
- Asset market equilibrium with liquidity risk
- Local stability and local convergence of the basic trust-region method
- Distributed generalized Nash equilibrium seeking algorithm for nonsmooth aggregative games
- Distributed algorithm design for optimal resource allocation problems via incremental passivity theory
- scientific article; zbMATH DE number 7370538 (Why is no real title available?)
- Learning in monotone Bayesian games
- Distributed continuous-time algorithms for nonsmooth extended monotropic optimization problems
- A perturbation inequality for concave functions of singular values and its applications in low-rank matrix recovery
- Emergence of price-taking behavior
- Selective linearization for multi-block statistical learning
- Outer approximation for mixed-integer nonlinear robust optimization
- Manifold learning with arbitrary norms
- An extragradient-type method for solving nonmonotone quasi-equilibrium problems
- Non-smooth optimization for robust control of infinite-dimensional systems
- The penalty functions method and multiplier rules based on the Mordukhovich subdifferential
- Distance-based beta regression for prediction of mutual funds
- Rate of convergence of the bundle method
- Quadratic growth and critical point stability of semi-algebraic functions
- Time-consistent approximations of risk-averse multistage stochastic optimization problems
- Optimization with multivariate stochastic dominance constraints
- Combining progressive hedging with a Frank-Wolfe method to compute Lagrangian dual bounds in stochastic mixed-integer programming
- A research project ranking method based on independent reviews by using the principle of the distance to the perfectly assessed project
- A distributed economic MPC framework for cooperative control under conflicting objectives
- A cutting-plane method to nonsmooth multiobjective optimization problems
- A projection neural network for circular cone programming
- Outer-approximation algorithms for nonsmooth convex MINLP problems
- \(\ell_0\)-minimization methods for image restoration problems based on wavelet frames
- A parallel interior point decomposition algorithm for block angular semidefinite programs
- Deterministic prediction theory
- Multiple spectral kernel learning and a Gaussian complexity computation
- Market clearing and price formation
- Allee optimal control of a system in ecology
- Optimal Convergence Rates for the Proximal Bundle Method
- Perturbed proximal primal-dual algorithm for nonconvex nonsmooth optimization
- An Entropic Method for Discrete Systems with Gibbs Entropy
- On the optimal design of the randomized unbiased Monte Carlo estimators
- Image thresholding by variational minimax optimization
- A linear programming proof of the second order conditions of non-linear programming
- Convergence rate estimates for penalty methods revisited
- Two optimal value functions in parametric conic linear programming
- Regularized decomposition of high-dimensional multistage stochastic programs with Markov uncertainty
- The inverse \(q\)-numerical range problem and connections to the Davis-Wielandt shell and the pseudospectra of a matrix
- Numerical solution of optimal allocation problems in stratified sampling under box constraints
- scientific article; zbMATH DE number 7306890 (Why is no real title available?)
- Sensitivity analysis in applications with deviation, risk, regret, and error measures
- The stationary point set map in general parametric optimization problems
- Optimal allocation of Monte Carlo simulations to multiple hypothesis tests
- Variational method for multiple parameter identification in elliptic PDEs
- Augmented Lagrangian methods for solving optimization problems with stochastic-order constraints
- Distributed optimization for multi-agent systems with constraints set and communication time-delay over a directed graph
- Optimal reduction of solutions for support vector machines
- Explicit iteration schemes for minimization problems arising from image denoising
- On the convergence of a greedy rank-one update algorithm for a class of linear systems
- Nonconvex bundle method with application to a delamination problem
- Path following in the exact penalty method of convex programming
- Extreme vortex states and the growth of enstrophy in three-dimensional incompressible flows
- An augmented Lagrangian method for distributed optimization
- Cyclic and simultaneous iterative methods to matrix equations of the form \(A_iXB_i=F_i\)
- Approximation of solutions to constrained convex minimization problem in Hilbert spaces
- Introduction to nonlinear optimization: theory, algorithms, and applications with MATLAB
- MM algorithms for geometric and signomial programming
- An efficient optimization procedure for designing a capacitated distribution network with price-sensitive demand
- Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems
- On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
- scientific article; zbMATH DE number 7360682 (Why is no real title available?)
- Distance majorization and its applications
- An empirical forecasting method for epidemic outbreaks with application to Covid-19
- An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems
- Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data
- A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
- A family of second-order methods for convex \(\ell _1\)-regularized optimization
- Projected subgradient minimization versus superiorization
- Model selection for primal SVM
- Geometry of uncertainty relations for linear combinations of position and momentum
- Sensitivity analysis of boundary equilibria
- A regularized gradient projection method for the minimization problem
- 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
- Optimal reconstruction of material properties in complex multiphysics phenomena
- Adhesive frictionless contact between an elastic isotropic half-space and a rigid axi-symmetric punch
- On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators
- Scenario decomposition of risk-averse multistage stochastic programming problems
- A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes
- On efficient applications of \(G\)-Karush-Kuhn-Tucker necessary optimality theorems to multiobjective programming problems
- Optimization theory and methods. Nonlinear programming
- Adaptive grid semidefinite programming for finding optimal designs
- An augmented Lagrangian approach for sparse principal component analysis
- Allocation planning in sales hierarchies with stochastic demand and service-level targets
- Nonsmooth bundle trust-region algorithm with applications to robust stability
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