Journal: Computational Optimization and Applications

Found 579 papers in total
Inexact trust region PGC method for large sparse unconstrained optimization
Inexact trust region PGC method for large sparse unconstrained optimization
2012,
We present an algorithm, partitioning group correction (PGC) algorithm based on trust...
A benchmark library and a comparison of heuristic methods for the linear ordering problem
A benchmark library and a comparison of heuristic methods for the linear ordering problem
2012,
The linear ordering problem consists of finding an acyclic tournament in a complete...
Non‐monotone projection gradient method for non‐negative matrix factorization
Non‐monotone projection gradient method for non‐negative matrix factorization
2012,
Since Non‐negative Matrix Factorization (NMF) was first proposed over a decade...
A DC programming approach for solving the symmetric Eigenvalue Complementarity Problem
A DC programming approach for solving the symmetric Eigenvalue Complementarity Problem
2012,
In this paper, we investigate a DC (Difference of Convex functions) programming...
A constraint‐reduced variant of Mehrotra’s predictor‐corrector algorithm
A constraint‐reduced variant of Mehrotra’s predictor‐corrector algorithm
2012,
Consider linear programs in dual standard form with n constraints and m variables....
Capital rationing problems under uncertainty and risk
Capital rationing problems under uncertainty and risk
2012,
Capital rationing is a major problem in managerial decision making. The classical...
Reconstructing a matrix from a partial sampling of Pareto eigenvalues
Reconstructing a matrix from a partial sampling of Pareto eigenvalues
2012,
Let Λ={ λ 1 ,…, λ p } be a given set of distinct real...
A Barzilai‐Borwein‐based heuristic algorithm for locating multiple facilities with regional demand
A Barzilai‐Borwein‐based heuristic algorithm for locating multiple facilities with regional demand
2012,
We are interested in locations of multiple facilities in the plane with the aim of...
Using approximate secant equations in limited memory methods for multilevel unconstrained optimization
Using approximate secant equations in limited memory methods for multilevel unconstrained optimization
2012,
The properties of multilevel optimization problems defined on a hierarchy of...
A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure
A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure
2011,
This paper is concerned with solving single CVaR and mixed CVaR minimization problems....
Decomposition algorithms for generalized potential games
Decomposition algorithms for generalized potential games
2011,
We analyze some new decomposition schemes for the solution of generalized Nash...
An interior‐point path‐following algorithm for computing a Leontief economy equilibrium
An interior‐point path‐following algorithm for computing a Leontief economy equilibrium
2011,
In this paper, we present an interior‐point path‐following algorithm for...
Network capacity management under competition
Network capacity management under competition
2011,
We consider capacity management games between airlines who transport passengers over a...
Pricing American options with uncertain volatility through stochastic linear complementarity models
Pricing American options with uncertain volatility through stochastic linear complementarity models
2011,
We consider the problem of pricing American options with uncertain volatility and...
Computation of generalized differentials in nonlinear complementarity problems
Computation of generalized differentials in nonlinear complementarity problems
2011,
Let f and g be continuously differentiable functions on R n . The nonlinear...
Compression and denoising using l 0‐norm
Compression and denoising using l 0‐norm
2011,
In this paper, we deal with l 0 ‐norm data fitting and total variation...
A smoothing Newton‐type method for solving the L 2 spectral estimation problem with lower and upper bounds
A smoothing Newton‐type method for solving the L 2 spectral estimation problem with lower and upper bounds
2011,
This paper discusses the L 2 spectral estimation problem with lower and upper bounds....
Block relaxation and majorization methods for the nearest correlation matrix with factor structure
Block relaxation and majorization methods for the nearest correlation matrix with factor structure
2011,
We propose two numerical methods, namely the alternating block relaxation method and...
The semismooth Newton method for the solution of reactive transport problems including mineral precipitation‐dissolution reactions
The semismooth Newton method for the solution of reactive transport problems including mineral precipitation‐dissolution reactions
2011,
The semismooth Newton method was introduced in a paper by Qi and Sun (1993) and the...
A new approach to the weighted peak‐constrained least‐square error FIR digital filter optimal design problem
A new approach to the weighted peak‐constrained least‐square error FIR digital filter optimal design problem
2011,
This paper deals with the design of linear‐phase finite impulse response (FIR)...
A framework for analyzing sub‐optimal performance of local search algorithms
A framework for analyzing sub‐optimal performance of local search algorithms
2011,
This paper presents a framework for analyzing and comparing sub‐optimal...
The penalized Fischer‐Burmeister SOC complementarity function
The penalized Fischer‐Burmeister SOC complementarity function
2011,
In this paper, we study the properties of the penalized Fischer‐Burmeister (FB)...
An active index algorithm for the nearest point problem in a polyhedral cone
An active index algorithm for the nearest point problem in a polyhedral cone
2011,
We consider the problem of finding the nearest point in a polyhedral cone C ={ x...
Optimal control of the Stokes equations: conforming and non‐conforming finite element methods under reduced regularity
Optimal control of the Stokes equations: conforming and non‐conforming finite element methods under reduced regularity
2011,
This paper deals with a control‐constrained linear‐quadratic optimal...
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