Search Results - subject:"Nonconvex optimization"

A test instance generator for multiobjective mixed-integer optimization

Eichfelder, Gabriele; Gerlach, Tobias; Warnow, Leo - In: Mathematical Methods of Operations Research 100 (2023) 1, pp. 385-410

Application problems can often not be solved adequately by numerical algorithms as several difficulties might arise at the same time. When developing and improving algorithms which hopefully allow to handle those difficulties in the future, good test instances are required. These can then be...

Persistent link: https://www.econbiz.de/10015400892

A penalty decomposition algorithm with greedy improvement for mean-reverting portfolios with sparsity and volatility constraints

Mousavi, Ahmad; Shen, Jinglai - In: International transactions in operational research : a … 30 (2023) 5, pp. 2415-2435

Persistent link: https://www.econbiz.de/10014259187

Solving linear multiplicative programs via branch-and-bound : a computational experience

Cambini, Riccardo; Riccardi, R.; Scopelliti, D. - In: Computational management science 20 (2023) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10014393412

Multimodal transportation pricing alliance design : large-scale optimization for rapid gains

Cummings, Kayla; Vaze, Vikrant; Ergun, Özlem; … - In: Transportation science 59 (2025) 3, pp. 451-472

Persistent link: https://www.econbiz.de/10015444786

Efficient algorithms for a class of stochastic hidden convex optimization and its applications in network revenue management

Chen, Xin; He, Niao; Hu, Yifan; Ye, Zikun - In: Operations research 73 (2025) 2, pp. 704-719

Persistent link: https://www.econbiz.de/10015445417

Low-rank matrix estimation via nonconvex spectral regularized methods in errors-in-variables matrix regression

Li, Xin; Wu, Dongya - In: European journal of operational research : EJOR 323 (2025) 2, pp. 626-641

Persistent link: https://www.econbiz.de/10015416985

Nonconvex low-rank tensor completion from noisy data

Cai, Changxiao; Li, Gen; Poor, H. Vincent; Chen, Yuxin - In: Operations research 70 (2022) 2, pp. 1219-1237

Persistent link: https://www.econbiz.de/10013365875

Federated optimization under intermittent client availability

Yan, Yikai; Niu, Chaoyue; Ding, Yucheng; Zheng, Zhenzhe; … - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 1, pp. 185-202

Persistent link: https://www.econbiz.de/10014474911

Recursive importance sketching for rank constrained least squares : algorithms and high-order convergence

Luo, Yuetian; Huang, Wen; Li, Xudong; Zhang, Anru - In: Operations research 72 (2024) 1, pp. 237-256

Persistent link: https://www.econbiz.de/10014505097

Naive feature selection : a nearly tight convex relaxation for sparse naive Bayes

Askari, Armin; D'Aspremont, Alexandre; El Ghaoui, Laurent - In: Mathematics of operations research 49 (2024) 1, pp. 278-296

Persistent link: https://www.econbiz.de/10014527945