scientific article; zbMATH DE number 914364
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zbMATH Open0867.90105MaRDI QIDQ4889854FDOQ4889854
Authors: Hoang Tuy, Reiner Horst 
Publication date: 7 August 1996
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- Global optimization through a stochastic perturbation of the Polak-Ribière conjugate gradient method
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- Equidistant and \(D\)-optimal designs for parameters of Ornstein-Uhlenbeck process
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- A parametric approach for solving a class of generalized quadratic-transformable rank-two nonconvex programs
- Solving a class of multiplicative programs with 0-1 knapsack constraints
- Geometric branch-and-bound methods for constrained global optimization problems
- Rounding on the standard simplex: regular grids for global optimization
- Global optimization of nonlinear least-squares problems by branch-and-bound and optimality constraints
- A new constructing auxiliary function method for global optimization
- A derivative-free algorithm for constrained global optimization based on exact penalty functions
- A hybrid method for quantum global optimization
- Optimization of the norm of a vector-valued DC function and applications
- Simplicial Lipschitz optimization without the Lipschitz constant
- A new filled function applied to global optimization.
- The barrier attribute of filled functions.
- Convex and concave relaxations for the parametric solutions of semi-explicit index-one differential-algebraic equations
- Convergence and application of a decomposition method using duality bounds for nonconvex global optimization
- Two-stage quadratic integer programs with stochastic right-hand sides
- Biconvex programming approach to optimization over the weakly efficient set of a multiple objective affine fractional problem
- Simplicially-constrained DC optimization over efficient and weakly efficient sets
- DC programming techniques for solving a class of nonlinear bilevel programs
- Outcome-space cutting-plane algorithm for linear multiplicative programming
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- Strong valid inequalities for orthogonal disjunctions and bilinear covering sets
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- Global solution of bilevel programs with a nonconvex inner program
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- Global optimization of explicit strong-stability-preserving Runge-Kutta methods
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