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  • Search: subject:"Nonconvex optimization"
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Year of publication
Subject
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Nonconvex optimization 49 Mathematical programming 43 Mathematische Optimierung 43 Theorie 42 Theory 42 nonconvex optimization 27 Nonsmooth optimization 12 Global optimization 10 Algorithm 5 Algorithmus 5 Estimation theory 5 Multiobjective optimization 5 Nichtlineare Optimierung 5 Nonlinear programming 5 Schätztheorie 5 Stochastic process 5 Stochastischer Prozess 5 Portfolio selection 4 Portfolio-Management 4 nonsmooth optimization 4 Decomposition method 3 Dynamic programming 3 Dynamische Optimierung 3 Krylov subspace methods 3 Mixed-integer optimization 3 Risiko 3 Risk 3 Test instances 3 large indefinite linear systems 3 large scale nonconvex optimization 3 proximal gradient method 3 Artificial intelligence 2 Bilevel programming 2 Constrained optimization 2 Consumer behaviour 2 Convergence analysis 2 Convex relaxations 2 Critical angle 2 Dekompositionsverfahren 2 Electricity spot market 2
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Online availability
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Undetermined 70 Free 20
Type of publication
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Article 85 Book / Working Paper 8
Type of publication (narrower categories)
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Article in journal 46 Aufsatz in Zeitschrift 46 Article 9 Graue Literatur 4 Non-commercial literature 4 Arbeitspapier 3 Working Paper 3 Hochschulschrift 1 Nachruf 1
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Language
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English 62 Undetermined 31
Author
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Eichfelder, Gabriele 5 Fasano, Giovanni 4 Roma, Massimo 4 Aravkin, Aleksandr 3 Burachik, Regina 3 Gerlach, Tobias 3 Orban, Dominique 3 Warnow, Leo 3 Beck, Amir 2 Belloni, Alexandre 2 Bompadre, Agustín 2 Bortolossi, H. J. 2 Boulding, William 2 Couzoudis, Eleftherios 2 Diouane, Youssef 2 Fang, Shu-Cherng 2 Jiang, Shan 2 Kasimbeyli, Refail 2 Kaya, C. 2 Kungurtsev, Vyacheslav 2 Li, Guoyin 2 Lovett, Mitchell J. 2 Mitsos, Alexander 2 Pereira, M. V. 2 Renner, Philipp 2 Seeger, Alberto 2 Sossa, David 2 Staelin, Richard 2 Tomei, C. 2 Abraham, Mathew P. 1 Askari, Armin 1 Atasever, İlknur 1 Bagirov, A. 1 Bagirov, Adil M. 1 Baraldi, Robert 1 Barton, Paul 1 Ben-Tal, Aharon 1 Bergou, El Houcine 1 Bertsimas, Dimitris 1 Bi, Yingjie 1
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Institution
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Dipartimento di Management, Università Ca' Foscari Venezia 2 Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti", Facoltà di Ingegneria dell'Informazione Informatica e Statistica 1 Division of Economics and Business, Colorado School of Mines 1
Published in...
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Journal of Global Optimization 24 Mathematics of operations research 8 Operations research letters 7 Computational Optimization and Applications 5 Mathematical Methods of Operations Research 4 Operations research 4 European journal of operational research : EJOR 3 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 3 INFORMS journal on optimization 3 Les cahiers du GERAD 3 Computational Statistics 2 Computers & operations research : and their applications to problems of world concern ; an international journal 2 Top : transactions in operations research 2 Working Papers / Dipartimento di Management, Università Ca' Foscari Venezia 2 4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies 1 Advances in Data Analysis and Classification 1 Asia-Pacific Journal of Operational Research (APJOR) 1 Computational Management Science : CMS 1 Computational management science 1 DIAG Technical Reports 1 Dissertation Series CentER 1 INFORMS journal on computing : JOC 1 International Journal of Grid and High Performance Computing (IJGHPC) 1 International journal of financial engineering 1 International transactions in operational research : a journal of the International Federation of Operational Research Societies 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Marketing Science 1 Marketing science 1 Mathematical methods of operations research 1 Mathematical methods of operations research : ZOR 1 OR spectrum : quantitative approaches in management 1 Operations research forum 1 Top : an official journal of the Spanish Society of Statistics and Operations Research 1 Transportation research / E : an international journal 1 Working Papers / Division of Economics and Business, Colorado School of Mines 1
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Source
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ECONIS (ZBW) 50 RePEc 33 EconStor 9 Other ZBW resources 1
Showing 61 - 70 of 93
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RAROC in portfolio optimization
Xidonas, Panagiotis; Kountzakis, Christos E.; Hassapis, … - In: International journal of financial engineering 3 (2016) 3, pp. 1-14
Persistent link: https://www.econbiz.de/10011588136
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Efficient random coordinate descent algorithms for large-scale structured nonconvex optimization
Patrascu, Andrei; Necoara, Ion - In: Journal of Global Optimization 61 (2015) 1, pp. 19-46
In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function …
Persistent link: https://www.econbiz.de/10011151237
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A heuristic method for simultaneous tower and pattern-free field optimization on solar power systems
Carrizosa, Emilio; Domínguez-Bravo, C.; Fernández-Cara, E. - In: Computers & operations research : and their … 57 (2015), pp. 109-122
Persistent link: https://www.econbiz.de/10010495392
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Global optimization of bounded factorable functions with discontinuities
Wechsung, Achim; Barton, Paul - In: Journal of Global Optimization 58 (2014) 1, pp. 1-30
A deterministic global optimization method is developed for a class of discontinuous functions. McCormick’s method to obtain relaxations of nonconvex functions is extended to discontinuous factorable functions by representing a discontinuity with a step function. The properties of the...
Persistent link: https://www.econbiz.de/10010896411
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Interior Epigraph Directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality
Burachik, Regina; Freire, Wilhelm; Kaya, C. - In: Journal of Global Optimization 60 (2014) 3, pp. 501-529
nonsmooth and nonconvex optimization. The IED method considers the dual problem induced by a generalized augmented Lagrangian …
Persistent link: https://www.econbiz.de/10010938217
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Computing generalized Nash equilibria by polynomial programming
Couzoudis, Eleftherios; Renner, Philipp - In: Computational Statistics 77 (2013) 3, pp. 459-472
We present a new way to solve generalized Nash equilibrium problems. We assume the feasible set to be compact. Furthermore all functions are assumed to be polynomials. However we do not impose convexity on either the utility functions or the action sets. The key idea is to use Putinar’s...
Persistent link: https://www.econbiz.de/10010847952
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Computing generalized Nash equilibria by polynomial programming
Couzoudis, Eleftherios; Renner, Philipp - In: Mathematical Methods of Operations Research 77 (2013) 3, pp. 459-472
We present a new way to solve generalized Nash equilibrium problems. We assume the feasible set to be compact. Furthermore all functions are assumed to be polynomials. However we do not impose convexity on either the utility functions or the action sets. The key idea is to use Putinar’s...
Persistent link: https://www.econbiz.de/10010950331
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Convergence analysis of Taylor models and McCormick-Taylor models
Bompadre, Agustín; Mitsos, Alexander; Chachuat, Benoît - In: Journal of Global Optimization 57 (2013) 1, pp. 75-114
This article presents an analysis of the convergence order of Taylor models and McCormick-Taylor models, namely Taylor models with McCormick relaxations as the remainder bounder, for factorable functions. Building upon the analysis of McCormick relaxations by Bompadre and Mitsos (J Glob Optim...
Persistent link: https://www.econbiz.de/10010994016
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A polynomial case of the cardinality-constrained quadratic optimization problem
Gao, Jianjun; Li, Duan - In: Journal of Global Optimization 56 (2013) 4, pp. 1441-1455
We propose in this paper a fixed parameter polynomial algorithm for the cardinality-constrained quadratic optimization problem, which is NP-hard in general. More specifically, we prove that, given a problem of size n (the number of decision variables) and s (the cardinality), if the n−k...
Persistent link: https://www.econbiz.de/10010994084
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A class of semi-supervised support vector machines by DC programming
Yang, Liming; Wang, Laisheng - In: Advances in Data Analysis and Classification 7 (2013) 4, pp. 417-433
This paper investigate a class of semi-supervised support vector machines (<InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\text{ S }^3\mathrm{VMs}$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mspace width="4.pt"/> <mtext>S</mtext> <msup> <mspace width="4.pt"/> <mn>3</mn> </msup> <mi mathvariant="normal">VMs</mi> </mrow> </math> </EquationSource> </InlineEquation>) with arbitrary norm. A general framework for the <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$\text{ S }^3\mathrm{VMs}$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mspace width="4.pt"/> <mtext>S</mtext> <msup> <mspace width="4.pt"/> <mn>3</mn> </msup> <mi mathvariant="normal">VMs</mi> </mrow> </math> </EquationSource> </InlineEquation> was first constructed based on a robust DC (Difference of Convex...</equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10010995280
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