Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Duality theory (optimization) (49N15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01)
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Cited in
(88)- Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies
- A novel global algorithm for solving linear multiplicative problem by integrating linear combination rule and branch-and-bound framework
- Qualitative properties of k-center problems
- Essentials of numerical nonsmooth optimization
- A successive linear approximation algorithm for the global minimization of a concave quadratic program
- The ABC of DC programming
- Necessary and sufficient optimality conditions for reverse quasiconvex programs
- Solving linear multiplicative programs via branch-and-bound: a computational experience
- Contractive difference-of-convex algorithms
- scientific article; zbMATH DE number 2121575 (Why is no real title available?)
- Deep learning for PDE-based inverse problems. Abstracts from the workshop held October 27 -- November 1, 2024
- A proximal point algorithm for solving a class of implicit equilibrium models
- Local solutions of the multi-source Weber problem
- Maximization of a PSD quadratic form and factorization
- On the relation between the extended supporting hyperplane algorithm and Kelley's cutting plane algorithm
- A proximal difference-of-convex algorithm with extrapolation
- A non-DC function which is DC along all convex curves
- New bounds for nonconvex quadratically constrained quadratic programming
- A Newton method for solving locally definite multiparameter eigenvalue problems by multi-index
- An efficient branch-and-bound algorithm using an adaptive branching rule with quadratic convex relaxation for globally solving general linear multiplicative programs
- Constrained global optimization: algorithms and applications
- A new mixed integer programming approach for optimization over the efficient set of a multiobjective linear programming problem
- Branch-and-bound algorithms for solving a modified consumer problem
- Essentials of numerical nonsmooth optimization
- Abstract convexity and global optimization
- Kurdyka-Łojasiewicz exponent via inf-projection
- The convex hull of a quadratic constraint over a polytope
- Global optimization based on bisection of rectangles, function values at diagonals, and a set of Lipschitz constants
- Some fixed point theorems for \(s\)-convex subsets in \(p\)-normed spaces based on measures of noncompactness
- Multivariate geometric expectiles
- Global algorithm for solving linear multiplicative programming problems
- Globally minimizing a class of linear multiplicative forms via simplicial branch-and-bound
- Nonlinear scalarization in set optimization based on the concept of null set
- Outer space branch and bound algorithm for solving linear multiplicative programming problems
- Introduction to global optimization.
- Sequential difference-of-convex programming
- An outcome space algorithm for solving general linear multiplicative programming
- A self-adjustable branch-and-bound algorithm for solving linear multiplicative programming
- Optimality and duality for robust optimization problems involving intersection of closed sets
- Proximal bundle methods for nonsmooth DC programming
- Underestimation functions for a rank-two partitioning method
- A bundle method for nonsmooth DC programming with application to chance-constrained problems
- Convexity and montonicity in global optimization.
- An inertial algorithm for DC programming
- A splitting algorithm for finding fixed points of nonexpansive mappings and solving equilibrium problems
- A new algorithm for concave quadratic programming
- Optimizing a multi-stage production/inventory system by DC programming based approaches
- Non-convex optimization problems with linear KKT subsystem
- A new inexact gradient descent method with applications to nonsmooth convex optimization
- Quadratic maximization of reachable values of stable discrete-time affine systems
- A refined convergence analysis of \(\mathrm{pDCA}_{e}\) with applications to simultaneous sparse recovery and outlier detection
- A new concave minimization algorithm for the absolute value equation solution
- An algorithm for minimizing a strongly convex function on the equilibrium set of price equilibrium models
- Efficiency optimality conditions for convex adjustable robust multiobjective optimizations and applications
- Joint promotional effort and assortment optimization under the multinomial logit model
- New SOCP relaxation and branching rule for bipartite bilinear programs
- A practicable contraction approach for the sum of the generalized polynomial ratios problem
- Characterizing stability of parametric nonconvex polynomial optimization problems under total perturbations
- Interior Gradient Estimates for General Prescribed Curvature Equations
- Revisiting augmented Lagrangian duals
- A revision of the rectangular algorithm for a class of DC optimization problems
- New LP-based local and global algorithms for continuous and mixed-integer nonconvex quadratic programming
- Global optimization from concave minimization to concave mixed variational inequality
- Tilt stability for quadratic programs with one or two quadratic inequality constraints
- Monotonic optimization for sensor cover energy problem
- Improving the min-max method for multiobjective programming
- Convex optimization on mixed domains
- Convexification for a class of global optimization problems with \(C^{1, 1}\) functions
- Strong duality and solution existence under minimal assumptions in conic linear programming
- A novel branch-and-bound algorithm for solving linear multiplicative programming problems
- A note on duality in reverse convex optimization
- Refinements and extensions of some strong duality theorems in conic linear programming
- Convexifications of rank-one-based substructures in QCQPs and applications to the pooling problem
- Book review of: B. S. Mordukhovich and N. M. Nam, Convex analysis and beyond. Volume I. Basic theory
- Derivatives of probability functions: unions of polyhedra and elliptical distributions
- On sets in \(\mathbb{R}^d\) with DC distance function
- Self-adaptive extragradient algorithms for quasi-equilibrium problems
- Foundations of global optimization
- Improved feasible value constraint for multiobjective optimization problems
- Global optimization for optimal power flow over transmission networks
- Convexity and global optimization: A theoretical link
- Globally solving concave quadratic programs via doubly nonnegative relaxation
- Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality
- An algorithm to solve polytopic set optimization problem based on a partial set order relation
- A neurodynamic approach for a class of pseudoconvex semivectorial bilevel optimization problems
- A characterization of sets in ${\mathbb R}^2$ with DC distance function
- On difference-of-SOS and difference-of-convex-SOS decompositions for polynomials
- Global optimization for generalized linear multiplicative programming using convex relaxation
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