Nonlinear optimization.
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Publication:3376534
zbMATH Open1108.90001MaRDI QIDQ3376534FDOQ3376534
Authors:
Publication date: 23 March 2006
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Convex programming (90C25) Nonlinear programming (90C30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
Cited In (only showing first 100 items - show all)
- Manifold learning with arbitrary norms
- Regularized decomposition of high-dimensional multistage stochastic programs with Markov uncertainty
- Combining progressive hedging with a Frank-Wolfe method to compute Lagrangian dual bounds in stochastic mixed-integer programming
- Asset price bubbles, market liquidity, and systemic risk
- Distributed algorithm for robust resource allocation with polyhedral uncertain allocation parameters
- Outer-approximation algorithms for nonsmooth convex MINLP problems
- A parallel interior point decomposition algorithm for block angular semidefinite programs
- Optimal Convergence Rates for the Proximal Bundle Method
- A selective linearization method for multiblock convex optimization
- Distributed continuous-time algorithms for nonsmooth extended monotropic optimization problems
- Deterministic prediction theory
- The stationary point set map in general parametric optimization problems
- Market clearing and price formation
- Sensitivity analysis in applications with deviation, risk, regret, and error measures
- Experiments with a non-convex variance-based clustering criterion
- Distance-based beta regression for prediction of mutual funds
- An Entropic Method for Discrete Systems with Gibbs Entropy
- Asset market equilibrium with liquidity risk
- Perturbed proximal primal-dual algorithm for nonconvex nonsmooth optimization
- Nonlinear optimization
- Two optimal value functions in parametric conic linear programming
- Transient growth in stochastic Burgers flows
- Numerical solution of optimal allocation problems in stratified sampling under box constraints
- Selective linearization for multi-block statistical learning
- Image thresholding by variational minimax optimization
- A linear programming proof of the second order conditions of non-linear programming
- Non-smooth optimization for robust control of infinite-dimensional systems
- On the optimal design of the randomized unbiased Monte Carlo estimators
- Augmented Lagrangian methods for solving optimization problems with stochastic-order constraints
- Smoothing neural network for \(L_0\) regularized optimization problem with general convex constraints
- The penalty functions method and multiplier rules based on the Mordukhovich subdifferential
- Quadratic growth and critical point stability of semi-algebraic functions
- Time-consistent approximations of risk-averse multistage stochastic optimization problems
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- An extragradient-type method for solving nonmonotone quasi-equilibrium problems
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- Optimality conditions based on the Fréchet second-order subdifferential
- Local stability and local convergence of the basic trust-region method
- A research project ranking method based on independent reviews by using the principle of the distance to the perfectly assessed project
- Multiple spectral kernel learning and a Gaussian complexity computation
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- Learning in monotone Bayesian games
- A perturbation inequality for concave functions of singular values and its applications in low-rank matrix recovery
- Emergence of price-taking behavior
- Allee optimal control of a system in ecology
- Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
- Convergence rate estimates for penalty methods revisited
- The inverse \(q\)-numerical range problem and connections to the Davis-Wielandt shell and the pseudospectra of a matrix
- Optimization of triangular networks with spatial constraints
- Distributed algorithm design for optimal resource allocation problems via incremental passivity theory
- Optimization with multivariate stochastic dominance constraints
- Outer approximation for mixed-integer nonlinear robust optimization
- Rate of convergence of the bundle method
- Variational method for multiple parameter identification in elliptic PDEs
- \(\ell_0\)-minimization methods for image restoration problems based on wavelet frames
- Distributed generalized Nash equilibrium seeking algorithm for nonsmooth aggregative games
- Optimal allocation of Monte Carlo simulations to multiple hypothesis tests
- 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
- Distributed optimization for multi-agent systems with constraints set and communication time-delay over a directed graph
- Nonsmooth bundle trust-region algorithm with applications to robust stability
- Tree approximation for discrete time stochastic processes: a process distance approach
- Nonconvex bundle method with application to a delamination problem
- Optimal reconstruction of material properties in complex multiphysics phenomena
- A decomposition method for large scale MILPs, with performance guarantees and a power system application
- Coupled projects, core imputations, and the CAPM
- A family of second-order methods for convex \(\ell _1\)-regularized optimization
- A regularized gradient projection method for the minimization problem
- Projected subgradient minimization versus superiorization
- Second-order variational analysis in second-order cone programming
- Extreme vortex states and the growth of enstrophy in three-dimensional incompressible flows
- Model selection for primal SVM
- Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data
- Sensitivity analysis of boundary equilibria
- Adaptive grid semidefinite programming for finding optimal designs
- Two-stage portfolio optimization with higher-order conditional measures of risk
- Optimization theory and methods. Nonlinear programming
- Decomposition methods for dynamic room allocation in hotel revenue management
- Simple algorithms for optimization on Riemannian manifolds with constraints
- 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
- An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness
- On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
- Regularization methods for optimization problems with probabilistic constraints
- Iteration-complexity of first-order augmented Lagrangian methods for convex programming
- Optimal reduction of solutions for support vector machines
- Variant gradient projection methods for the minimization problems
- Augmented Lagrangian method for probabilistic optimization
- Efficient first-order methods for convex minimization: a constructive approach
- On the convergence of a greedy rank-one update algorithm for a class of linear systems
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- Geometry of uncertainty relations for linear combinations of position and momentum
- Nonlinear stochastic programming-with a case study in continuous switching
- Primal-dual algorithm for distributed constrained optimization
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
- Quadratic scalarization for decomposed multiobjective optimization
- A Motzkin-Straus type result for 3-uniform hypergraphs
- Distributed gradient algorithm for constrained optimization with application to load sharing in power systems
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