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swMATH5161MaRDI QIDQ17301FDOQ17301

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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)

• Langevin dynamics with constraints and computation of free energy differences
• A discretization algorithm for nonsmooth convex semi-infinite programming problems based on bundle methods
• A posteriori estimates distinguishing the error components and adaptive stopping criteria for numerical approximations of parabolic variational inequalities
• A Proximal Bundle Method with Exact Penalty Technique and Bundle Modification Strategy for Nonconvex Nonsmooth Constrained Optimization
• A discussion of probability functions and constraints from a variational perspective
• Inverse problem for a class of nonlinear elliptic equations with entropy solution
• Large-scale unit commitment under uncertainty: an updated literature survey
• Outer-approximation algorithms for nonsmooth convex MINLP problems
• A class of Benders decomposition methods for variational inequalities
• Optimizing parameters in clinical trials with a randomized start or withdrawal design
• Qualification Conditions in Semialgebraic Programming
• Sufficient dimension reduction using Hilbert-Schmidt independence criterion
• Micromorphic computational homogenization for mechanical metamaterials with patterning fluctuation fields
• 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 novel high-order functional based image registration model with inequality constraint
• Finding the optimal opening time of harvesting farmed fishery resources
• On the local convergence analysis of the gradient sampling method for finite max-functions
• Semismooth SQP method for equality-constrained optimization problems with an application to the lifted reformulation of mathematical programs with complementarity constraints
• A fast gradient and function sampling method for finite-max functions
• A comparison of four approaches from stochastic programming for large-scale unit-commitment
• A feasible point method with bundle modification for nonsmooth convex constrained optimization
• A modified hybrid genetic algorithm for solving nonlinear optimal control problems
• A feasibility-ensured Lagrangian heuristic for general decomposable problems
• Global optimization of multilevel electricity market models including network design and graph partitioning
• A continuum three-zone model for swarms
• A generalized hybrid CGPM-based algorithm for solving large-scale convex constrained equations with applications to image restoration
• Solving inverse problems involving the Navier--Stokes equations discretized by a Lagrange--Galerkin method
• Computational efficiency of the simplex embedding method in convex nondifferentiable optimization
• Proximal bundle methods for nonsmooth DC programming
• Computing proximal points of convex functions with inexact subgradients
• A proximal-projection partial bundle method for convex constrained minimax problems
• Adjoint method for an inverse problem of CCPF model
• Multi-phase algorithm design for accurate and efficient model fitting
• Error Estimates for the Euler Discretization of an Optimal Control Problem with First-Order State Constraints
• Dynamic bundle methods
• A Unifying Polyhedral Approximation Framework for Convex Optimization
• Perron vector optimization applied to search engines
• Dual norm based iterative methods for image restoration
• A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees
• Optimization algorithms for parameter identification in parabolic partial differential equations
• 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
• A Lagrangian heuristic for the multicommodity capacitated location problem with balancing requirements
• A Vectorized Regularization Method for Multivalued Parameters Identification
• Newton-type methods: a broader view
• 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
• A proof of convergence of the concave-convex procedure using Zangwill's theory
• Global optimality conditions in nonconvex optimization
• Global optimal power flow over large-scale power transmission networks
• A Computational Algorithm for Equilibrium Asset Pricing Under Heterogeneous Information and Short-Sale Constraints
• Global optimization for optimal power flow over transmission networks
• Optimal design of experiments via linear programming
• The Homogenization Method for Topology Optimization of Structures: Old and New
• A derivative-free 𝒱𝒰-algorithm for convex finite-max problems
• Approximate Cayley transform methods for inverse eigenvalue problems and convergence analysis
• Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies
• An iterated projection approach to variational problems under generalized convexity constraints
• A PDE-constrained SQP algorithm for optical tomography based on the frequency-domain equation of radiative transfer
• A BFGS-IP algorithm for solving strongly convex optimization problems with feasibility enforced by an exact penalty approach
• A quantum genetic algorithm for optimization problems on the Bloch sphere
• A new approach for solving nonlinear algebraic systems with complementarity conditions. Application to compositional multiphase equilibrium problems
• Convergent Conformal Energy Minimization for the Computation of Disk Parameterizations
• Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization
• On solving bilevel optimization problems with a nonconvex lower level: the case of a bimatrix game
• A fast algorithm for the semi-definite relaxation of the state estimation problem in power grids
• Topology optimization design of stretchable metamaterials with Bézier skeleton explicit density (BSED) representation algorithm
• Visualization of the \(\varepsilon \)-subdifferential of piecewise linear-quadratic functions
• Value Function Calculus and Applications
• A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions
• A Nash game based variational model for joint image intensity correction and registration to deal with varying illumination
• An active-set proximal quasi-Newton algorithm for ℓ₁-regularized minimization over a sphere constraint
• Characterizations of solutions in geochemistry: existence, uniqueness, and precipitation diagram
• Properties of the sign gradient descent algorithms
• A primal-dual algorithm for risk minimization
• A Newton solver for micromorphic computational homogenization enabling multiscale buckling analysis of pattern-transforming metamaterials
• A new method based on the proximal bundle idea and gradient sampling technique for minimizing nonsmooth convex functions
• Towards a better integration of modelers and black box constraint solvers within the product design process
• Title not available (Why is that?)
• A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods
• A sliding window algorithm for energy distribution system with storage
• MULTIDIMENSIONAL CALIBRATION OF CRUDE OIL AND REFINED PRODUCTS VIA SEMIDEFINITE PROGRAMMING TECHNIQUES
• A three-term recurrence relation for accurate evaluation of transition probabilities of the simple birth-and-death process
• A unified framework for high-order numerical discretizations of variational inequalities
• Risk-averse stochastic programming and distributionally robust optimization via operator splitting
• Heat and electricity market coordination: a scalable complementarity approach
• A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming
• An Algorithmic Characterization of P-matricity II: Adjustments, Refinements, and Validation
• A proximal interior point algorithm with applications to image processing
• Multiplier stabilization applied to two-stage stochastic programs
• Optimal control approach in inverse radiative transfer problems: the problem on boundary function
• On the stabilization of singular identification problem of an unknown discontinuous diffusion parameter in elliptic equation
• Parameter Identification in Uncertain Scalar Conservation Laws Discretized with the Discontinuous Stochastic Galerkin Scheme
• Accelerating convergence of a globalized sequential quadratic programming method to critical Lagrange multipliers
• Allee optimal control of a system in ecology
• Physics constrained learning for data-driven inverse modeling from sparse observations
• A New Sequential Optimality Condition for Constrained Nonsmooth Optimization
• Constrained optimization based F. E. mesh deforming algorithm for unconfined seepage problems

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