Convex analysis and global optimization
From MaRDI portal
Publication:5890563
DOI10.1007/978-3-319-31484-6zbMATH Open1362.90001OpenAlexW4249840661MaRDI QIDQ5890563FDOQ5890563
Publication date: 13 April 2016
Published in: Springer Optimization and Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-31484-6
Recommendations
- Convex analysis and global optimization
- Introduction to global optimization
- Global optimization in action. Continuous and Lipschitz optimization: algorithms, implementations and applications
- scientific article
- Foundations of global optimization
- Introduction to nonlinear and global optimization
- Foundations of computational intelligence. Volume 3: Global optimization
- Global optimization. Theory, algorithms, and applications
- Optimization -- theory and practice
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)
Cited In (67)
- A successive linear approximation algorithm for the global minimization of a concave quadratic program
- The ABC of DC programming
- Solving linear multiplicative programs via branch-and-bound: a computational experience
- Title not available (Why is that?)
- Maximization of a PSD quadratic form and factorization
- On the relation between the extended supporting hyperplane algorithm and Kelley's cutting plane algorithm
- New bounds for nonconvex quadratically constrained quadratic programming
- A proximal difference-of-convex algorithm with extrapolation
- A non-DC function which is DC along all convex curves
- Essentials of numerical nonsmooth optimization
- Constrained global optimization: algorithms and applications
- A new mixed integer programming approach for optimization over the efficient set of a multiobjective linear programming problem
- Abstract convexity and global optimization
- Kurdyka-Łojasiewicz exponent via inf-projection
- Global optimization based on bisection of rectangles, function values at diagonals, and a set of Lipschitz constants
- Multivariate geometric expectiles
- Global algorithm for solving linear multiplicative programming problems
- Some fixed point theorems for \(s\)-convex subsets in \(p\)-normed spaces based on measures of noncompactness
- Introduction to global optimization.
- Outer space branch and bound algorithm for solving linear multiplicative programming problems
- Sequential difference-of-convex programming
- Convexity and montonicity in global optimization.
- Proximal bundle methods for nonsmooth DC programming
- An inertial algorithm for DC programming
- Underestimation functions for a rank-two partitioning method
- A bundle method for nonsmooth DC programming with application to chance-constrained problems
- 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
- 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
- New SOCP relaxation and branching rule for bipartite bilinear programs
- A practicable contraction approach for the sum of the generalized polynomial ratios problem
- 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
- Monotonic optimization for sensor cover energy problem
- Global optimization from concave minimization to concave mixed variational inequality
- Tilt stability for quadratic programs with one or two quadratic inequality constraints
- Improving the min-max method for multiobjective programming
- Convex optimization on mixed domains
- 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
- Convexity and global optimization: A theoretical link
- Global optimization for optimal power flow over transmission networks
- Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality
- The Convex Hull of a Quadratic Constraint over a Polytope
- A characterization of sets in ${\mathbb R}^2$ with DC distance function
- Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies
- Global optimization for generalized linear multiplicative programming using convex relaxation
- Essentials of numerical nonsmooth optimization
- An efficient branch-and-bound algorithm using an adaptive branching rule with quadratic convex relaxation for globally solving general linear multiplicative programs
- 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
- A self-adjustable branch-and-bound algorithm for solving linear multiplicative programming
- Optimality and duality for robust optimization problems involving intersection of closed sets
- Joint promotional effort and assortment optimization under the multinomial logit model
- Interior Gradient Estimates for General Prescribed Curvature Equations
- 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
- Self-adaptive extragradient algorithms for quasi-equilibrium problems
- An algorithm to solve polytopic set optimization problem based on a partial set order relation
- On difference-of-SOS and difference-of-convex-SOS decompositions for polynomials
This page was built for publication: Convex analysis and global optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5890563)
