Convex analysis and global optimization

zbMATH Open0904.90156MaRDI QIDQ5906869FDOQ5906869

Authors: Hoang Tuy 

Publication date: 24 February 1998

Published in: Nonconvex Optimization and Its Applications (Search for Journal in Brave)

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zbMATH Keywords

global optimizationconvex analysisquasiconvexitynonconvex quadratic programmingdifference of convex functions

Mathematics Subject Classification ID

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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• On the solution existence to convex polynomial programs and its applications
• Asset price bubbles, market liquidity, and systemic risk
• Optimality conditions and a method of centers for minimax fractional programs with difference of convex functions
• Piecewise linear bounding functions in univariate global optimization
• Numerical solution for bounding feasible point sets
• On solving the sum-of-ratios problem
• \(\alpha \)-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
• Inner approximation method for a reverse convex programming problem
• A heuristic approach to solving a class of bilinear matrix inequality problems
• On the pervasiveness of difference-convexity in optimization and statistics
• Outer approximation method incorporating a quadratic approximation for a DC programming problem
• Maximization of generalized convex functionals in locally convex spaces.
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• Visualizing data as objects by DC (difference of convex) optimization
• Minimizing nonsmooth DC functions via successive DC piecewise-affine approximations
• DC semidefinite programming and cone constrained DC optimization. I: Theory
• Beyond canonical dc-optimization: the single reverse polar problem
• A modified simplicial algorithm for convex maximization based on an extension of \(\omega \)-subdivision
• Locating a semi-obnoxious facility in the special case of Manhattan distances
• Optimal replenishment order placement in a finite time horizon
• A duality-bounds algorithm for non-convex quadratic programs with additional multiplicative constraints
• A search algorithm for calculating validated reliability bounds
• 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 solution algorithm for non-convex mixed integer optimization problems with only few continuous variables
• The Toland-Fenchel-Lagrange duality of DC programs for composite convex functions
• A proximal bundle method for nonsmooth DC optimization utilizing nonconvex cutting planes
• A simplicial branch and bound duality-bounds algorithm to linear multiplicative programming
• Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
• Neural network for constrained nonsmooth optimization using Tikhonov regularization
• On global optimality conditions and cutting plane algorithms
• Approximation by Delta-Convex Mappings in Certain Spaces
• Optimality conditions and DC-Dinkelbach-type algorithm for generalized fractional programs with ratios of difference of convex functions
• Concave programming and DH-point
• DC programming and DCA for globally solving the value-at-risk
• Survey of Piecewise Convex Maximization and PCMP over Spherical Sets
• Global optimality conditions for cubic minimization problems with cubic constraints
• Difference of convex solution of quadratically constrained optimization problems.
• Convex optimization on mixed domains
• 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
• Global optimality test for maximin solution of bilevel linear programming with ambiguous lower-level objective function
• Starshaped sets
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• DC programming algorithm for clusterwise linear \(L_1\) regression
• Double Bundle Method for finding Clarke Stationary Points in Nonsmooth DC Programming
• (\(\epsilon\)-)efficiency in difference vector optimization
• An alogrithm for monotonic global optimization problems^∗
• Computing lower and upper expectations under epistemic independence
• Global optimization for the sum of concave-convex ratios problem
• Global optimization of a rank-two nonconvex program
• Global optimization for the sum of generalized polynomial fractional functions
• On local search in d.c. optimization problems
• A method for approximating pairwise comparison matrices by consistent matrices
• A parametric approach for solving a class of generalized quadratic-transformable rank-two nonconvex programs
• A Method for Minimization of Quasidifferentiable Functions
• Branch-and-sandwich: a deterministic global optimization algorithm for optimistic bilevel programming problems. Part II: Convergence analysis and numerical results
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• Optimization of a long-short portfolio under nonconvex transaction cost
• Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
• A Complexity Analysis of Local Search Algorithms in Global Optimization
• A global optimization procedure for the location of a median line in the three-dimensional space
• Global descent method for constrained continuous global optimization
• Convexification and concavification for a general class of global optimization problems
• 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
• Optimization of the norm of a vector-valued DC function and applications
• Abstract convexity and global optimization
• A review of recent advances in global optimization
• A generalization of \(\omega \)-subdivision ensuring convergence of the simplicial algorithm
• Optimality conditions in global optimization and their applications
• Global optimality conditions for some classes of optimization problems
• A convergent simplicial algorithm with \(\omega \)-subdivision and \(\omega \)-bisection strategies
• Partitioning procedure for polynomial optimization
• Adjustable robust optimization models for a nonlinear two-period system
• Global optimization method for linear multiplicative programming
• A continuous approch for globally solving linearly constrained quadratic
• Accelerating convergence of cutting plane algorithms for disjoint bilinear programming
• Constant rebalanced portfolio optimization under nonlinear transaction costs
• Sign reversion approach to concave minimization problems
• A storm of feasibility pumps for nonconvex MINLP
• A practicable branch and bound algorithm for sum of linear ratios problem
• Reverse convex problems: an approach based on optimality conditions
• Global optimization algorithm for sum of generalized polynomial ratios problem
• The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
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• Piecewise-linear approximations of multidimensional functions
• Recent developments and trends in global optimization
• Solving a class of low rank d.c. programs via a branch and bound approach: a computational experience
• An exact reformulation algorithm for large nonconvex nLPs involving bilinear terms
• A filled function method for constrained global optimization
• A novel approach to bilevel nonlinear programming
• A computational comparison of some branch and bound methods for indefinite quadratic programs
• An outcome space approach for generalized convex multiplicative programs
• Two-dimensional Banach spaces with polynomial numerical index zero

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