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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
• Strongly sub-feasible direction method for constrained optimization problems with nonsmooth objective functions
• Conjugate gradient-type algorithms for frictional multi-contact problems: applications to granular materials
• Nonsmooth bundle trust-region algorithm with applications to robust stability
• Full Waveform Inversion and the Truncated Newton Method
• Composite proximal bundle method
• A doubly stabilized bundle method for nonsmooth convex optimization
• 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 numerical approach for shape optimization of fluid flow domains
• Global convergence of quasi-Newton methods based on adjoint Broyden updates
• 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
• Interactive model-based search for global optimization
• Numerical approximation of continuous traffic congestion equilibria
• A polyhedral investigation of star colorings
• Local convergence of filter methods for equality constrained non-linear programming
• Sharp Primal Superlinear Convergence Results for Some Newtonian Methods for Constrained Optimization
• 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
• Title not available (Why is that?)
• On a Solving Bilevel D.C.-Convex Optimization Problems
• 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
• 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
• 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
• Smoothed penalty algorithms for optimization of nonlinear models
• Probabilistic clustering via Pareto solutions and significance tests
• Application of Nelder-Mead simplex method for unconfined seepage problems
• Incremental-like bundle methods with application to energy planning
• Identifying Structure of Nonsmooth Convex Functions by the Bundle Technique
• Robust continuation methods for tracing solution curves of parameterized systems

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