Nonlinear optimization.
From MaRDI portal
Publication:3376534
zbMATH Open1108.90001MaRDI QIDQ3376534FDOQ3376534
Author name not available (Why is that?)
Publication date: 23 March 2006
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)
- 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
- 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
- Title not available (Why is that?)
- 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
- Bundle Method for Non-Convex Minimization with Inexact Subgradients and Function Values
- 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
- Center-based l1–clustering method
- Distributed gradient algorithm for constrained optimization with application to load sharing in power systems
- Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems
- Vehicle routing problem with fuzzy time windows
- Nested coordinate descent algorithms for empirical likelihood
- A class of shrinking projection extragradient methods for solving non-monotone equilibrium problems in Hilbert spaces
- Explicit iteration schemes for minimization problems arising from image denoising
- Path following in the exact penalty method of convex programming
- An augmented Lagrangian method for distributed optimization
- Approximation of solutions to constrained convex minimization problem in Hilbert spaces
- Title not available (Why is that?)
- Adhesive frictionless contact between an elastic isotropic half-space and a rigid axi-symmetric punch
- 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
- On maximum enstrophy growth in a hydrodynamic system
- A trust region algorithm with a worst-case iteration complexity of \(\mathcal{O}(\epsilon ^{-3/2})\) for nonconvex optimization
- Cyclic and simultaneous iterative methods to matrix equations of the form \(A_iXB_i=F_i\)
- MM algorithms for geometric and signomial programming
- Scenario decomposition of risk-averse multistage stochastic programming problems
- Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
- Allocation planning in sales hierarchies with stochastic demand and service-level targets
- An augmented Lagrangian approach for sparse principal component analysis
- A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
- Distance majorization and its applications
- Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption
- On optimal reconstruction of constitutive relations
- An efficient optimization procedure for designing a capacitated distribution network with price-sensitive demand
- An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems
- On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators
- Title not available (Why is that?)
- The restricted strong convexity revisited: analysis of equivalence to error bound and quadratic growth
- Tightness of the maximum likelihood semidefinite relaxation for angular synchronization
- Manifold learning with arbitrary norms
- 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
- The stationary point set map in general parametric optimization problems
- Market clearing and price formation
- Distance-based beta regression for prediction of mutual funds
- An Entropic Method for Discrete Systems with Gibbs Entropy
- Title not available (Why is that?)
- Asset market equilibrium with liquidity risk
- Optimization with Multivariate Stochastic Dominance Constraints
- Perturbed proximal primal-dual algorithm for nonconvex nonsmooth optimization
- Multiple Spectral Kernel Learning and a Gaussian Complexity Computation
- 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
- Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization
- 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
- 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
- Title not available (Why is that?)
- Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty
Recommendations
This page was built for publication: Nonlinear optimization.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3376534)
