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)- Computing lower and upper expectations under epistemic independence
- Regional division and reduction algorithm for minimizing the sum of linear fractional functions
- A redistributed bundle algorithm based on local convexification models for nonlinear nonsmooth DC programming
- The formulas for the representation of functions of two variables as a difference of sublinear functions
- An efficient global optimization algorithm for a class of linear multiplicative problems based on convex relaxation
- 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
- Global optimization for the sum of concave-convex ratios problem
- Global optimization of a rank-two nonconvex program
- The design of optimum component test plans for system reliability
- On local search in d.c. optimization problems
- On the solution existence to convex polynomial programs and its applications
- Asset price bubbles, market liquidity, and systemic risk
- Global optimization algorithm for solving linear multiplicative programming problems
- Optimality conditions and a method of centers for minimax fractional programs with difference of convex functions
- Global optimization for the sum of generalized polynomial fractional functions
- On the numerical index of absolute symmetric norms on the plane
- A method for approximating pairwise comparison matrices by consistent matrices
- Numerical solution for bounding feasible point sets
- A parametric approach for solving a class of generalized quadratic-transformable rank-two nonconvex programs
- Piecewise linear bounding functions in univariate global optimization
- Branch-and-sandwich: a deterministic global optimization algorithm for optimistic bilevel programming problems. Part II: Convergence analysis and numerical results
- \(\alpha \)-conservative approximation for probabilistically constrained convex programs
- 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
- On solving the sum-of-ratios problem
- Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
- A Method for Minimization of Quasidifferentiable Functions
- Optimization of a long-short portfolio under nonconvex transaction cost
- Aggregate subgradient method for nonsmooth DC optimization
- scientific article; zbMATH DE number 2121575 (Why is no real title available?)
- A heuristic approach to solving a class of bilinear matrix inequality problems
- On the pervasiveness of difference-convexity in optimization and statistics
- Inner approximation method for a reverse convex programming problem
- A global optimization procedure for the location of a median line in the three-dimensional space
- Outer approximation method incorporating a quadratic approximation for a DC programming problem
- Maximization of generalized convex functionals in locally convex spaces.
- A Complexity Analysis of Local Search Algorithms in Global Optimization
- Global descent method for constrained continuous global optimization
- Convexification and concavification for a general class of global optimization problems
- An augmented subgradient method for minimizing nonsmooth DC functions
- Design and analysis of linear precoders under a mean square error criterion. I: foundations and worst case designs
- A difference of convex optimization algorithm for piecewise linear regression
- A new accelerating method for globally solving a class of nonconvex programming problems
- An outcome space algorithm for optimization over the weakly efficient set of a multiple objective nonlinear programming problem
- scientific article; zbMATH DE number 1281575 (Why is no real title available?)
- Rank-two programs involving linear fractional functions
- A generalization of -subdivision ensuring convergence of the simplicial algorithm
- A review of recent advances in global optimization
- Visualizing data as objects by DC (difference of convex) optimization
- Minimizing nonsmooth DC functions via successive DC piecewise-affine approximations
- Optimization of the norm of a vector-valued DC function and applications
- Abstract convexity and global optimization
- A convergent simplicial algorithm with -subdivision and -bisection strategies
- Optimality conditions in global optimization and their applications
- Global optimality conditions for some classes of optimization problems
- Computing with Fisher geodesics and extended exponential families
- Beyond canonical dc-optimization: the single reverse polar problem
- A modified simplicial algorithm for convex maximization based on an extension of \(\omega \)-subdivision
- Double bundle method for finding Clarke stationary points in nonsmooth DC programming
- An extended Fenchel-Lagrange duality approach and optimality conditions for strong bilevel programming problems
- Locating a semi-obnoxious facility in the special case of Manhattan distances
- Optimal replenishment order placement in a finite time horizon
- Partitioning procedure for polynomial optimization
- On the rate of convergence of the difference-of-convex algorithm (DCA)
- A duality-bounds algorithm for non-convex quadratic programs with additional multiplicative constraints
- Adjustable robust optimization models for a nonlinear two-period system
- Global optimization method for linear multiplicative programming
- A search algorithm for calculating validated reliability bounds
- A branch and reduce approach for solving a class of low rank d.c. programs
- Constant rebalanced portfolio optimization under nonlinear transaction costs
- Survey of piecewise convex maximization and PCMP over spherical sets
- A continuous approch for globally solving linearly constrained quadratic
- Solving polyhedral d.c. optimization problems via concave minimization
- Accelerating convergence of cutting plane algorithms for disjoint bilinear programming
- Sign reversion approach to concave minimization problems
- Lagrange multiplier rules for non-differentiable DC generalized semi-infinite programming problems
- A solution algorithm for non-convex mixed integer optimization problems with only few continuous variables
- Incremental DC optimization algorithm for large-scale clusterwise linear regression
- Convexity and montonicity in global optimization.
- Smoothing algorithms for computing the projection onto a Minkowski sum of convex sets
- A storm of feasibility pumps for nonconvex MINLP
- Necessary and sufficient optimality conditions in DC semi-infinite programming
- The Toland-Fenchel-Lagrange duality of DC programs for composite convex functions
- A practicable branch and bound algorithm for sum of linear ratios problem
- A proximal bundle method for nonsmooth DC optimization utilizing nonconvex cutting planes
- Global optimization algorithm for sum of generalized polynomial ratios problem
- Reverse convex problems: an approach based on optimality conditions
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- A smoothing approximation-based adaptive neurodynamic approach for nonsmooth resource allocation problem
- Design of ODMA digital waveforms using non-convex optimization methods
- A simplicial branch and bound duality-bounds algorithm to linear multiplicative programming
- Piecewise-linear approximations of multidimensional functions
- Recent developments and trends in global optimization
- Neural network for constrained nonsmooth optimization using Tikhonov regularization
- Solving a class of low rank d.c. programs via a branch and bound approach: a computational experience
- Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
- An exact reformulation algorithm for large nonconvex nLPs involving bilinear terms
- A filled function method for constrained global optimization
- A computational comparison of some branch and bound methods for indefinite quadratic programs
- On global optimality conditions and cutting plane algorithms
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