Convex analysis and global optimization
Convex analysis and global optimization (scientific article; zbMATH DE number 1120364)
convex analysisdifference of convex functionsglobal optimizationnonconvex quadratic programmingquasiconvexity
Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Nonsmooth analysis (49J52) Numerical mathematical programming methods (65K05) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)
The book is divided into two parts. The first part is a presentation of convex analysis, including the ``traditional analysis such as separation theorem, polar sets, and the study of convex functions, including approximate subdifferentials and duality. However this part on convex analysis also includes a chapter on DC (difference of convex) functions and sets, a class to which it is shown that many global optimization problems can be reduced. Part II is entitled global optimization. The first chapter presents global optimality criteria, as well as DC inclusions associated with a feasible solution. The remaining chapters discuss various algorithmic procedures for finding global optima: partitioning methods (including concavity cuts), outer and inner approximations, decomposition, and the final chapter is devoted to nonconvex quadratic programming. The book is carefully written and is a very useful introduction to the subject of global optimization. Since all basic concepts are presented in chapters on convex analysis, the prerequisites are very limited. Also exercises are stated the end of all chapters. Therefore the book may be used as a textbook for graduate courses. From the point of view of the practitioner we may regret for the absence of an overview of the impact of global optimization for real world optimization problems. Clearly this is the counterpart of the strong mathematical orientation of the book. Nevertheless, the book will be useful to practitioners that wish to have a good understanding of the basic principle of global optimization algorithm.
- Two-dimensional Banach spaces with polynomial numerical index zero
- Optimality conditions in global optimization and their applications
- Concave programming and DH-point
- DC programming and DCA for globally solving the value-at-risk
- Numerical solution for bounding feasible point sets
- On global optimality conditions and cutting plane algorithms
- Recent developments and trends in global optimization
- A heuristic approach to solving a class of bilinear matrix inequality problems
- Solving DC programs with a polyhedral component utilizing a multiple objective linear programming solver
- Global optimality test for maximin solution of bilevel linear programming with ambiguous lower-level objective function
- DC programming algorithm for clusterwise linear \(L_1\) regression
- On the pervasiveness of difference-convexity in optimization and statistics
- Visualizing data as objects by DC (difference of convex) optimization
- Minimizing nonsmooth DC functions via successive DC piecewise-affine approximations
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- Design of ODMA digital waveforms using non-convex optimization methods
- A branch and bound algorithm for solving a class of D-C programming
- Difference of convex solution of quadratically constrained optimization problems.
- Introduction to global optimization
- A storm of feasibility pumps for nonconvex MINLP
- Beyond canonical dc-optimization: the single reverse polar problem
- A practical but rigorous approach to sum-of-ratios optimization in geometric applications
- A redistributed bundle algorithm based on local convexification models for nonlinear nonsmooth DC programming
- Aggregate subgradient method for nonsmooth DC optimization
- Locating a semi-obnoxious facility in the special case of Manhattan distances
- A convergent conical algorithm with -bisection for concave minimization
- Convexification techniques for linear complementarity constraints
- New explicit extragradient methods for solving a class of bilevel equilibrium problems
- Piecewise linear bounding functions in univariate global optimization
- Clusterwise support vector linear regression
- Solving polyhedral d.c. optimization problems via concave minimization
- Starshaped sets
- Incremental DC optimization algorithm for large-scale clusterwise linear regression
- Optimality conditions and DC-Dinkelbach-type algorithm for generalized fractional programs with ratios of difference of convex functions
- An augmented subgradient method for minimizing nonsmooth DC functions
- A solution algorithm for non-convex mixed integer optimization problems with only few continuous variables
- Outer approximation algorithms for canonical DC problems
- Improving the efficiency of DC global optimization methods by improving the DC representation of the objective function
- Smoothing algorithms for computing the projection onto a Minkowski sum of convex sets
- A local search method for optimization problem with d.c. inequality constraints
- New global optimality conditions for nonsmooth DC optimization problems
- Complexity results on planar multifacility location problems with forbidden regions
- A difference of convex optimization algorithm for piecewise linear regression
- A note on the paper ``Optimality conditions for vector optimization problems with difference of convex maps
- Global optimization for the sum of concave-convex ratios problem
- Regularity conditions characterizing Fenchel-Lagrange duality and Farkas-type results in DC infinite programming
- Optimal replenishment order placement in a finite time horizon
- (-)efficiency in difference vector optimization
- Global optimization method for linear multiplicative programming
- Outcome space algorithm for generalized multiplicative problems and optimization over the efficient set
- Convex optimization on mixed domains
- A simplicial branch and bound duality-bounds algorithm to linear multiplicative programming
- Global optimization of a rank-two nonconvex program
- A robust algorithm for quadratic optimization under quadratic constraints
- Generalized S-lemma and strong duality in nonconvex quadratic programming
- Lagrange multiplier rules for non-differentiable DC generalized semi-infinite programming problems
- A proximal bundle method for nonsmooth DC optimization utilizing nonconvex cutting planes
- On solving the sum-of-ratios problem
- A duality-bounds algorithm for non-convex quadratic programs with additional multiplicative constraints
- The Toland-Fenchel-Lagrange duality of DC programs for composite convex functions
- Outlier detection and least trimmed squares approximation using semi-definite programming
- Global optimization for the sum of generalized polynomial fractional functions
- Accelerating convergence of cutting plane algorithms for disjoint bilinear programming
- On a decomposition method for nonconvex global optimization
- A novel approach to bilevel nonlinear programming
- A set-membership state estimation algorithm based on DC programming
- Global optimization for sum of generalized fractional functions
- A simplicial branch-and-bound algorithm conscious of special structures in concave minimization problems
- Adjustable robust optimization models for a nonlinear two-period system
- Mean-variance portfolio optimal problem under concave transaction cost
- On solving nonconvex optimization problems by reducing the duality gap
- Fractional programming with convex quadratic forms and functions
- Design and analysis of linear precoders under a mean square error criterion. I: foundations and worst case designs
- Optimization of a long-short portfolio under nonconvex transaction cost
- Continuum limit for some growth models.
- Robust solution of nonconvex global optimization problems
- Computing with Fisher geodesics and extended exponential families
- Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
- Robust market equilibria under uncertain cost
- Retraction-based first-order feasible methods for difference-of-convex programs with smooth inequality and simple geometric constraints
- An alogrithm for monotonic global optimization problems∗
- A continuous approch for globally solving linearly constrained quadratic
- Convexity and montonicity in global optimization.
- Global descent method for constrained continuous global optimization
- A generalization of -subdivision ensuring convergence of the simplicial algorithm
- Survey of piecewise convex maximization and PCMP over spherical sets
- On local search in d.c. optimization problems
- A global optimization approach for generating efficient points for multiobjective concave fractional programs
- A practicable branch and bound algorithm for sum of linear ratios problem
- Global optimization algorithm for sum of generalized polynomial ratios problem
- Positively homogeneous functions revisited
- A parametric approach for solving a class of generalized quadratic-transformable rank-two nonconvex programs
- A global optimization procedure for the location of a median line in the three-dimensional space
- Toland-singer formula cannot distinguish a global minimizer from a choice of stationary points*
- scientific article; zbMATH DE number 1281575 (Why is no real title available?)
- A convergent simplicial algorithm with -subdivision and -bisection strategies
- An outcome space algorithm for optimization over the weakly efficient set of a multiple objective nonlinear programming problem
- scientific article; zbMATH DE number 1495709 (Why is no real title available?)
- LARGE-SCALE SINGLE FACILITY CONTINUOUS LOCATION BY D.C. OPTIMIZATION
- Double bundle method for finding Clarke stationary points in nonsmooth DC programming
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