Journal: Computational Optimization and Applications

Found 579 papers in total
A nonsmooth algorithm for cone‐constrained eigenvalue problems
A nonsmooth algorithm for cone‐constrained eigenvalue problems
2011,
We study several variants of a nonsmooth Newton‐type algorithm for solving an...
On saturation effects in the Neumann boundary control of elliptic optimal control problems
On saturation effects in the Neumann boundary control of elliptic optimal control problems
2011,
A Neumann boundary control problem for a linear‐quadratic elliptic optimal...
Applying Powell’s symmetrical technique to conjugate gradient methods
Applying Powell’s symmetrical technique to conjugate gradient methods
2011,
A new conjugate gradient method is proposed by applying Powell’s symmetrical...
Inexact restoration method for minimization problems arising in electronic structure calculations
Inexact restoration method for minimization problems arising in electronic structure calculations
2011,
An inexact restoration (IR) approach is presented to solve a matricial optimization...
Gradient algorithms for quadratic optimization with fast convergence rates
Gradient algorithms for quadratic optimization with fast convergence rates
2011,
We propose a family of gradient algorithms for minimizing a quadratic function f ( x...
On solving the dual for portfolio selection by optimizing Conditional Value at Risk
On solving the dual for portfolio selection by optimizing Conditional Value at Risk
2011,
This note is focused on computational efficiency of the portfolio selection models...
Multi‐product lot‐sizing and sequencing on a single imperfect machine
Multi‐product lot‐sizing and sequencing on a single imperfect machine
2011,
A problem of lot‐sizing and sequencing several products on a single machine is...
Genetic Tabu search for robust fixed channel assignment under dynamic traffic data
Genetic Tabu search for robust fixed channel assignment under dynamic traffic data
2011,
The contribution of this work is twofold. Firstly, we introduce a new channel...
On solving Linear Complementarity Problems by DC programming and DCA
On solving Linear Complementarity Problems by DC programming and DCA
2011,
In this paper, we consider four optimization models for solving the Linear...
Numerical experiments with an inexact Jacobian trust‐region algorithm
Numerical experiments with an inexact Jacobian trust‐region algorithm
2011,
We present the adaptation and implementation of a composite‐step trust region...
Minimal containment under homothetics: a simple cutting plane approach
Minimal containment under homothetics: a simple cutting plane approach
2011,
Minimal containment problems arise in a variety of applications, such as shape fitting...
A coordinate gradient descent method for ℓ 1‐regularized convex minimization
A coordinate gradient descent method for ℓ 1‐regularized convex minimization
2011,
In applications such as signal processing and statistics, many problems involve...
Convergence analysis of truncated incomplete Hessian Newton minimization method and application in biomolecular potential energy minimization
Convergence analysis of truncated incomplete Hessian Newton minimization method and application in biomolecular potential energy minimization
2011,
This paper gives a general convergence analysis to the truncated incomplete Hessian...
Convex constrained optimization for large‐scale generalized Sylvester equations
Convex constrained optimization for large‐scale generalized Sylvester equations
2011,
We propose and study the use of convex constrained optimization techniques for solving...
Maximum utility product pricing models and algorithms based on reservation price
Maximum utility product pricing models and algorithms based on reservation price
2011,
We consider a revenue management model for pricing a product line with several...
Construction of a portfolio with shorter downside tail and longer upside tail
Construction of a portfolio with shorter downside tail and longer upside tail
2011,
The purpose of this paper is to propose an algorithm for solving Rachev ratio...
Minimization of the Tikhonov functional in Banach spaces smooth and convex of power type by steepest descent in the dual
Minimization of the Tikhonov functional in Banach spaces smooth and convex of power type by steepest descent in the dual
2011,
For Tikhonov functionals of the form Ψ ( x )=∥ Ax - y ∥ Y r + α...
Relaxations and exact solution of the variable sized bin packing problem
Relaxations and exact solution of the variable sized bin packing problem
2011,
We address a generalization of the classical one‐dimensional bin packing...
Scheduling with uncertainties on new computing platforms
Scheduling with uncertainties on new computing platforms
2011,
New distributed computing platforms (grids) are based on interconnections of a large...
Heuristic approaches to discrete‐continuous project scheduling problems to minimize the makespan
Heuristic approaches to discrete‐continuous project scheduling problems to minimize the makespan
2011,
In this paper some discrete‐continuous project scheduling problems to minimize...
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints
2011,
We consider the generalized Nash equilibrium problem (GNEP), in which each...
Weighted variational inequalities in non‐pivot Hilbert spaces with applications
Weighted variational inequalities in non‐pivot Hilbert spaces with applications
2011,
We introduce variational inequalities defined in non‐pivot Hilbert spaces and...
Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection
Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection
2011,
We recommend an implementation of the Markowitz problem to generate stable portfolios...
A global optimization method for the design of space trajectories
A global optimization method for the design of space trajectories
2011,
The problem of optimally designing a trajectory for a space mission is considered in...
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