Convex analysis and global optimization
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Publication:5906869
global optimizationconvex analysisquasiconvexitynonconvex quadratic programmingdifference of convex functions
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Nonsmooth analysis (49J52) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)
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(only showing first 100 items - show all)- Piecewise linear bounding functions in univariate global optimization
- Optimal replenishment order placement in a finite time horizon
- Visualizing data as objects by DC (difference of convex) optimization
- Numerical solution for bounding feasible point sets
- Minimizing nonsmooth DC functions via successive DC piecewise-affine approximations
- Optimality conditions and DC-Dinkelbach-type algorithm for generalized fractional programs with ratios of difference of convex functions
- A solution algorithm for non-convex mixed integer optimization problems with only few continuous variables
- Design of ODMA digital waveforms using non-convex optimization methods
- Double bundle method for finding Clarke stationary points in nonsmooth DC programming
- DC programming and DCA for globally solving the value-at-risk
- The Toland-Fenchel-Lagrange duality of DC programs for composite convex functions
- On the solution existence to convex polynomial programs and its applications
- Neural network for constrained nonsmooth optimization using Tikhonov regularization
- Asset price bubbles, market liquidity, and systemic risk
- On global optimality conditions and cutting plane algorithms
- Optimality conditions and a method of centers for minimax fractional programs with difference of convex functions
- A simplicial branch and bound duality-bounds algorithm to linear multiplicative programming
- Survey of piecewise convex maximization and PCMP over spherical sets
- Inner approximation method for a reverse convex programming problem
- Regional division and reduction algorithm for minimizing the sum of linear fractional functions
- Concave programming and DH-point
- Global optimality conditions for cubic minimization problems with cubic constraints
- A proximal bundle method for nonsmooth DC optimization utilizing nonconvex cutting planes
- scientific article; zbMATH DE number 6027005 (Why is no real title available?)
- Beyond canonical dc-optimization: the single reverse polar problem
- Approximation by delta-convex mappings in certain spaces
- Difference of convex solution of quadratically constrained optimization problems.
- Improving the efficiency of DC global optimization methods by improving the DC representation of the objective function
- Convergent Algorithms for a Class of Convex Semi-infinite Programs
- A duality-bounds algorithm for non-convex quadratic programs with additional multiplicative constraints
- A heuristic approach to solving a class of bilinear matrix inequality problems
- On solving the sum-of-ratios problem
- A search algorithm for calculating validated reliability bounds
- (\(\epsilon\)-)efficiency in difference vector optimization
- Solving polyhedral d.c. optimization problems via concave minimization
- A branch and reduce approach for solving a class of low rank d.c. programs
- A modified simplicial algorithm for convex maximization based on an extension of \(\omega \)-subdivision
- DC programming algorithm for clusterwise linear \(L_1\) regression
- Global optimality test for maximin solution of bilevel linear programming with ambiguous lower-level objective function
- \(\alpha \)-conservative approximation for probabilistically constrained convex programs
- scientific article; zbMATH DE number 1495709 (Why is no real title available?)
- Outer approximation method incorporating a quadratic approximation for a DC programming problem
- scientific article; zbMATH DE number 1281575 (Why is no real title available?)
- Robust semidefinite programming problems with general nonlinear parameter dependence: approaches using the DC-representations
- An inner approximation method incorporating with a penalty function method for a reverse convex programming problem
- Maximization of generalized convex functionals in locally convex spaces.
- On the pervasiveness of difference-convexity in optimization and statistics
- Convex optimization on mixed domains
- The design of optimum component test plans for system reliability
- An alogrithm for monotonic global optimization problems∗
- Starshaped sets
- Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
- Locating a semi-obnoxious facility in the special case of Manhattan distances
- New global optimality conditions for nonsmooth DC optimization problems
- Lagrange multiplier rules for non-differentiable DC generalized semi-infinite programming problems
- Frank-Wolfe-type methods for a class of nonconvex inequality-constrained problems
- An efficient global optimization algorithm for a class of linear multiplicative problems based on convex relaxation
- Convexification techniques for linear complementarity constraints
- A smoothing approximation-based adaptive neurodynamic approach for nonsmooth resource allocation problem
- A difference of convex optimization algorithm for piecewise linear regression
- A modified version of a Benson-type algorithm proposed for obtaining solutions with better dispersion on the non-dominated set of a non-convex multi-objective programming problem
- Convexity and montonicity in global optimization.
- The formulas for the representation of functions of two variables as a difference of sublinear functions
- Necessary and sufficient optimality conditions in DC semi-infinite programming
- Analysis and algorithms for some compressed sensing models based on L1/L2 minimization
- Incremental DC optimization algorithm for large-scale clusterwise linear regression
- Rank-two programs involving linear fractional functions
- Global optimization algorithm for solving linear multiplicative programming problems
- A novel method for solving nonmonotone equilibrium problems
- A redistributed bundle algorithm based on local convexification models for nonlinear nonsmooth DC programming
- Convexity and global optimization: A theoretical link
- Robust piecewise linear L1-regression via nonsmooth DC optimization
- Nonsmooth DC programming approach to clusterwise linear regression: optimality conditions and algorithms
- Outcome space algorithm for generalized multiplicative problems and optimization over the efficient set
- Robust market equilibria under uncertain cost
- On the rate of convergence of the difference-of-convex algorithm (DCA)
- Clusterwise support vector linear regression
- A note on the paper ``Optimality conditions for vector optimization problems with difference of convex maps
- On the numerical index of absolute symmetric norms on the plane
- A practical but rigorous approach to sum-of-ratios optimization in geometric applications
- Geometrical and analytical characterizations of positively homogeneous functions
- Smoothing algorithms for computing the projection onto a Minkowski sum of convex sets
- Complexity results on planar multifacility location problems with forbidden regions
- A method based on parametric convex programming for solving convex multiplicative programming problem
- Retraction-based first-order feasible methods for difference-of-convex programs with smooth inequality and simple geometric constraints
- Computing with Fisher geodesics and extended exponential families
- A nonlocal weighted difference of anisotropic and isotropic total variation to regularize partition boundaries in an image
- Design and analysis of linear precoders under a mean square error criterion. I: foundations and worst case designs
- Aggregate subgradient method for nonsmooth DC optimization
- New explicit extragradient methods for solving a class of bilevel equilibrium problems
- An augmented subgradient method for minimizing nonsmooth DC functions
- Functional inequalities and theorems of the alternative involving composite functions
- Computing lower and upper expectations under epistemic independence
- Global maximization of a generalized concave multiplicative function
- Sign reversion approach to concave minimization problems
- Fractional programming with convex quadratic forms and functions
- Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
- A branch and bound algorithm for solving a class of D-C programming
- A robust algorithm for quadratic optimization under quadratic constraints
- A filled function method for constrained global optimization
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