Journal: Computational Optimization and Applications

Found 579 papers in total
Univariate cubic L 1 interpolating splines based on the first derivative and on 5‐point windows: analysis, algorithm and shape‐preserving properties
Univariate cubic L 1 interpolating splines based on the first derivative and on 5‐point windows: analysis, algorithm and shape‐preserving properties
2012,
In this paper, univariate cubic L 1 interpolating splines based on the first...
Recourse‐based stochastic nonlinear programming: properties and Benders‐SQP algorithms
Recourse‐based stochastic nonlinear programming: properties and Benders‐SQP algorithms
2012,
In this paper, we study recourse‐based stochastic nonlinear programs and make...
The impact of sampling methods on bias and variance in stochastic linear programs
The impact of sampling methods on bias and variance in stochastic linear programs
2012,
Stochastic linear programs can be solved approximately by drawing a subset of all...
An efficient label setting/correcting shortest path algorithm
An efficient label setting/correcting shortest path algorithm
2012,
We design a new label shortest path algorithm by applying the concept of a pseudo...
Adaptive constraint reduction for convex quadratic programming
Adaptive constraint reduction for convex quadratic programming
2012,
We propose an adaptive, constraint‐reduced, primal‐dual...
Kernel Search: a new heuristic framework for portfolio selection
Kernel Search: a new heuristic framework for portfolio selection
2012,
In this paper we propose a new heuristic framework, called Kernel Search, to solve the...
TRESNEI, a Matlab trust‐region solver for systems of nonlinear equalities and inequalities
TRESNEI, a Matlab trust‐region solver for systems of nonlinear equalities and inequalities
2012,
The Matlab implementation of a trust‐region Gauss‐Newton method for...
Implementing the Nelder‐Mead simplex algorithm with adaptive parameters
Implementing the Nelder‐Mead simplex algorithm with adaptive parameters
2012,
In this paper, we first prove that the expansion and contraction steps of the...
Machine learning for global optimization
Machine learning for global optimization
2012,
In this paper we introduce the LeGO ( Le arning for G lobal O ptimization) approach...
A GRASP based on DE to solve single machine scheduling problem with SDST
A GRASP based on DE to solve single machine scheduling problem with SDST
2012,
When handling combinatorial optimization problems, we try to get the optimal...
Overlapping restricted additive Schwarz method applied to the linear complementarity problem with an H‐matrix
Overlapping restricted additive Schwarz method applied to the linear complementarity problem with an H‐matrix
2012,
In this paper, a restricted additive Schwarz method is introduced for solving the...
Partitioning planar graphs: a fast combinatorial approach for max‐cut
Partitioning planar graphs: a fast combinatorial approach for max‐cut
2012,
The max‐cut problem asks for partitioning the nodes V of a graph G =( V , E )...
A secant method for nonlinear least‐squares minimization
A secant method for nonlinear least‐squares minimization
2012,
Quasi‐Newton methods have played a prominent role, over many years, in the...
Monte Carlo algorithm for trajectory optimization based on Markovian readings
Monte Carlo algorithm for trajectory optimization based on Markovian readings
2012,
This paper describes an efficient algorithm to find a smooth trajectory joining two...
Semi‐Lagrangian relaxation applied to the uncapacitated facility location problem
Semi‐Lagrangian relaxation applied to the uncapacitated facility location problem
2012,
We show how the performance of general purpose Mixed Integer Programming (MIP)...
A primal‐dual augmented Lagrangian
A primal‐dual augmented Lagrangian
2012,
Nonlinearly constrained optimization problems can be solved by minimizing a sequence...
Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints
Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints
2012,
We consider a reformulation of mathematical programs with complementarity constraints,...
Rank‐two update algorithms for the minimum volume enclosing ellipsoid problem
Rank‐two update algorithms for the minimum volume enclosing ellipsoid problem
2012,
We consider the problem of computing a (1+ ϵ )‐approximation to the...
A branch‐and‐price approach for harvest scheduling subject to maximum area restrictions
A branch‐and‐price approach for harvest scheduling subject to maximum area restrictions
2012,
Recently, research on exact methods has been undertaken to solve forest management...
A smoothing SQP method for nonlinear programs with stability constraints arising from power systems
A smoothing SQP method for nonlinear programs with stability constraints arising from power systems
2012,
This paper investigates a new class of optimization problems arising from power...
Parameter identification in financial market models with a feasible point SQP algorithm
Parameter identification in financial market models with a feasible point SQP algorithm
2012,
The quickly moving market data in the finance industry requires a frequent parameter...
Two complexity results on c‐optimality in experimental design
Two complexity results on c‐optimality in experimental design
2012,
Finding a c ‐optimal design of a regression model is a basic optimization...
New dominance rules and exploration strategies for the 1|ri|ΣUi scheduling problem
New dominance rules and exploration strategies for the 1|ri|ΣUi scheduling problem
2012,
The paper proposes a new exact approach, based on a Branch, Bound, and Remember...
Heuristics for a project management problem with incompatibility and assignment costs
Heuristics for a project management problem with incompatibility and assignment costs
2012,
Consider a project which consists of a set of jobs to be performed, assuming each job...
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