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swMATH4795MaRDI QIDQ16957FDOQ16957

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Described by source

• Numerical optimization. Theoretical and practical aspects. Transl. from the French

Cited In (only showing first 100 items - show all)

• A posteriori estimates distinguishing the error components and adaptive stopping criteria for numerical approximations of parabolic variational inequalities
• Conjugate gradient-type algorithms for frictional multi-contact problems: applications to granular materials
• Optimization of real asset portfolio using a coherent risk measure: Application to oil and energy industries
• The hybrid proximal decomposition method applied to the computation of a Nash equilibrium for hydrothermal electricity markets
• A discussion of probability functions and constraints from a variational perspective
• Robust static super-replication of barrier options
• Global convergence of quasi-Newton methods based on adjoint Broyden updates
• Reliability-based optimization of maintenance scheduling of mechanical components under fatigue
• On the Sequential Quadratically Constrained Quadratic Programming Methods
• A class of Benders decomposition methods for variational inequalities
• Sufficient dimension reduction using Hilbert-Schmidt independence criterion
• Interactive model-based search for global optimization
• Modelling and parameter identification for a nonlinear time-delay system in microbial batch fermentation
• A method for constrained multiobjective optimization based on SQP techniques
• A Class of Inexact Variable Metric Proximal Point Algorithms
• On the local convergence analysis of the gradient sampling method for finite max-functions
• Local convergence of filter methods for equality constrained non-linear programming
• A fast gradient and function sampling method for finite-max functions
• A modified hybrid genetic algorithm for solving nonlinear optimal control problems
• A derivative-free \(\mathcal{V} \mathcal{U}\)-algorithm for convex finite-max problems
• Strong Convergence of an Inexact Proximal Point Algorithm for Equilibrium Problems in Banach Spaces
• Global optimization of multilevel electricity market models including network design and graph partitioning
• A continuum three-zone model for swarms
• Hessian-based anisotropic mesh adaptation in domains with discrete boundaries
• An ODE traffic network model
• HLRF-BFGS optimization algorithm for structural reliability
• Solving inverse problems involving the Navier--Stokes equations discretized by a Lagrange--Galerkin method
• Proximal bundle methods for nonsmooth DC programming
• Computing proximal points of convex functions with inexact subgradients
• Adjoint method for an inverse problem of CCPF model
• Revealing network communities with a nonlinear programming method
• Exact histogram specification for digital images using a variational approach
• Bundle relaxation and primal recovery in unit commitment problems. The Brazilian case
• A note on convergence analysis of an SQP-type method for nonlinear semidefinite programming
• Error Estimates for the Euler Discretization of an Optimal Control Problem with First-Order State Constraints
• Dynamic bundle methods
• Numerical optimization. Theoretical and practice aspects
• Perron vector optimization applied to search engines
• On optimal control of a sweeping process coupled with an ordinary differential equation
• Fast calculation of multiobjective probability of improvement and expected improvement criteria for Pareto optimization
• A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees
• Properties of an augmented Lagrangian for design optimization
• Optimization algorithms for parameter identification in parabolic partial differential equations
• Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization
• On optimization of finite-difference time-domain (FDTD) computation on heterogeneous and GPU clusters
• Approximate derivative computations for the gradient-based optimization methods in the local gradual deformation for history matching
• Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization
• Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse
• Optimization with multivariate stochastic dominance constraints
• Axioms and variational problems in surface parameterization
• Newton-type methods: a broader view
• On possibilistic clustering with repulsion constraints for imprecise data
• Interlocked optimization and fast gradient algorithm for a seismic inverse problem
• Optimal price zones of electricity markets: a mixed-integer multilevel model and global solution approaches
• On the solution uniqueness characterization in the L1 norm and polyhedral gauge recovery
• Modified firefly algorithm
• Optimal control in radiative transfer
• An improved 2D MoF method by using high order derivatives
• Optimal design of experiments via linear programming
• A new technique for calibrating stochastic volatility models: the Malliavin gradient method
• Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies
• An iterated projection approach to variational problems under generalized convexity constraints
• Global optimization test problems based on random field composition
• Generalized gradients: priors on minimization flows
• Two-stage optimization problems with multivariate stochastic order constraints
• Strongly sub-feasible direction method for constrained optimization problems with nonsmooth objective functions
• A Dual Approach to Semidefinite Least-Squares Problems
• Nonsmooth bundle trust-region algorithm with applications to robust stability
• A class of decomposition methods for convex optimization and monotone variational inclusions via the hybrid inexact proximal point framework
• Composite proximal bundle method
• A doubly stabilized bundle method for nonsmooth convex optimization
• An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter
• A cascade optimization methodology for automatic parameter identification and shape/process optimization in metal forming simulation
• Cutting plane oracles to minimize non-smooth non-convex functions
• Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment
• On the problem polyhedral separability: a numerical solution
• Divide to conquer: decomposition methods for energy optimization
• An optimal control methodology for plant growth-case study of a water supply problem of sunflower
• Structured Learning and Prediction in Computer Vision
• \(G^{k,l}\)-constrained multi-degree reduction of Bézier curves
• Optimisation of cancer drug treatments using cell population dynamics
• A polyhedral investigation of star colorings
• Global convergence of an SQP method without boundedness assumptions on any of the iterative sequences
• A bundle-filter method for nonsmooth convex constrained optimization
• A logarithm barrier method for semi-definite programming
• Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function
• Computation of free energy differences through nonequilibrium stochastic dynamics: The reaction coordinate case
• A Bundle Method for a Class of Bilevel Nonsmooth Convex Minimization Problems
• An inexact method of partial inverses and a parallel bundle method
• Risk management in portfolio applications of non-convex stochastic programming
• On attraction of linearly constrained Lagrangian methods and of stabilized and quasi-Newton SQP methods to critical multipliers
• Null space gradient flows for constrained optimization with applications to shape optimization
• An augmented Lagrangian optimization method for inflatable structures analysis problems
• The Josephy-Newton method for semismooth generalized equations and semismooth SQP for optimization
• On Lipschitz optimization based on gray-box piecewise linearization
• Using of modified simplex imbeddings method for solving special class of convex non-differentiable optimization problems
• Regularization methods for optimization problems with probabilistic constraints
• Semidefinite programming lower bounds and branch-and-bound algorithms for the quadratic minimum spanning tree problem
• Prepayment option of a perpetual corporate loan: the impact of the funding costs
• Solving generation expansion planning problems with environmental constraints by a bundle method

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