Journal: Optimization

Found 266 papers in total
A new variational principle
A new variational principle
1994,
A variational principle, an extension of the principle of Ekeland, is derived by...
Maximum principles for discrete-time nonlinear stochastic control systems
Maximum principles for discrete-time nonlinear stochastic control systems
1993,
This paper treats discrete-time stochastic control systems. Using corresponding...
LQG problems with a possibly infinite final cost
LQG problems with a possibly infinite final cost
1994,
This note considers two particular one-dimensional dynamic systems of the form d...
Remarks on maximal mean/standard deviation ratio in undiscounted MDPs
Remarks on maximal mean/standard deviation ratio in undiscounted MDPs
1992,
In the steady state of an undiscounted Markov decision process, the paper considers...
A special stochastic decision problem
A special stochastic decision problem
1993,
A special Markov decision process, connected with the transportation process and with...
A queue with a pair of instantaneous independent Bernoulli feedback processes
A queue with a pair of instantaneous independent Bernoulli feedback processes
1993,
In this paper the authors are concerned with several random processes that occur in...
Discrete type shock semi-Markov decision processes with Borel state space
Discrete type shock semi-Markov decision processes with Borel state space
1994,
This paper investigates discrete type shock semi-Markov decision processes (SMDP for...
A partial linearization method for the traffic assignment problem
A partial linearization method for the traffic assignment problem
1993,
This paper presents a new solution technique for the traffic assignment problem. The...
Penalty functions in subanalytic optimization
Penalty functions in subanalytic optimization
1992,
The paper defines an exact penalty for optimization problems defined by subanalytic...
Convexification and decomposition of separable nonconvex optimization problems
Convexification and decomposition of separable nonconvex optimization problems
1992,
A new approach is presented for decomposition of additive separable, nonconvex...
Convergence properties of descent methods for unconstrained minimization
Convergence properties of descent methods for unconstrained minimization
1992,
This paper studies the convergence properties of a class of descent methods, proposes...
A parallel global optimization method and its implementation on a transputer system
A parallel global optimization method and its implementation on a transputer system
1992,
This paper deals with a new parallel method for solving one-dimensional global...
A nonmonotone line search technique for improved projected quasi-Newton methods
A nonmonotone line search technique for improved projected quasi-Newton methods
1993,
Some improved projected quasi-Newton methods are presented in which a nonmonotone line...
Critical stationary points and descent from saddlepoints in constrained optimization via implicit automatic differentiation
Critical stationary points and descent from saddlepoints in constrained optimization via implicit automatic differentiation
1993,
A stationary point of a constrained optimization problem is called critical, if the...
Nondifferentiable optimization in Banach space
Nondifferentiable optimization in Banach space
1993,
Necessary optimality conditions for nondifferentiable optimization problems in Banach...
Necessary and sufficient conditions for regularity of constraints in convex programming
Necessary and sufficient conditions for regularity of constraints in convex programming
1992,
This paper derives some necessary and sufficient conditions for (Lagrangean)...
A practicable way for computing the directional derivative of the optimal value function in convex programming
A practicable way for computing the directional derivative of the optimal value function in convex programming
1992,
Formulas for computing the directional derivative of the optimal value function or of...
The complexity of a special convex programming problem connected with nonlinear optimization
The complexity of a special convex programming problem connected with nonlinear optimization
1993,
In this paper, an algorithm for solving a special convex programming problem (CPP) is...
An unconstrained convex programming approach to solving convex quadratic programming problems
An unconstrained convex programming approach to solving convex quadratic programming problems
1993,
In this paper, the authors derive an unconstrained convex programming approach to...
Minimizing the sum of a convex function and a specially structured nonconvex function
Minimizing the sum of a convex function and a specially structured nonconvex function
1994,
A linearly constrained global optimization problem is studied, where the objective...
Finite dimensional approximation to solutions of minimization problems in functional spaces
Finite dimensional approximation to solutions of minimization problems in functional spaces
1992,
In this paper the authors consider minimization problems whose objectives are defined...
Weyl-Minkowski duality for integral monoids
Weyl-Minkowski duality for integral monoids
1994,
The abstract linear duality model of Carvalho and Trotter is extended to accommodate a...
Generalized capacities in linear programming
Generalized capacities in linear programming
1992,
Within the framework of linear programming in paired spaces (Duffin, Kretschmer) the...
An optimality test for semi-infinite linear programming
An optimality test for semi-infinite linear programming
1992,
In this paper the authors present a test to characterize the optimal solutions for the...
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