Journal: Journal of Optimization Theory and Applications

Found 810 papers in total
Hull‐Volume with Applications to Convergence Analysis
Hull‐Volume with Applications to Convergence Analysis
2012,
We introduce and study decompositions of finite sets as well as coverings of their...
Globally Convergent Three‐Term Conjugate Gradient Methods that Use Secant Conditions and Generate Descent Search Directions for Unconstrained Optimization
Globally Convergent Three‐Term Conjugate Gradient Methods that Use Secant Conditions and Generate Descent Search Directions for Unconstrained Optimization
2012,
In this paper, we propose a three‐term conjugate gradient method based on...
Optimal Asset Allocation: A Worst Scenario Expectation Approach
Optimal Asset Allocation: A Worst Scenario Expectation Approach
2012,
Mean‐variance criterion has long been the main stream approach in the optimal...
Some Remarks on the Proximal Point Algorithm
Some Remarks on the Proximal Point Algorithm
2012,
In this paper, we obtain some results on the boundedness and asymptotic behavior of...
Bias and Overtaking Equilibria for Zero‐Sum Stochastic Differential Games
Bias and Overtaking Equilibria for Zero‐Sum Stochastic Differential Games
2012,
This paper deals with zero‐sum stochastic differential games with...
The Extragradient Method for Solving Variational Inequalities in the Presence of Computational Errors
The Extragradient Method for Solving Variational Inequalities in the Presence of Computational Errors
2012,
In a Hilbert space, we study the convergence of the subgradient method to a solution...
A Proof of the Kikuta–Ruckle Conjecture on Cyclic Caching of Resources
A Proof of the Kikuta–Ruckle Conjecture on Cyclic Caching of Resources
2012,
Suppose that a hider possesses a continuously divisible resource that he may...
Necessary Optimality Conditions in Discrete Nonsmooth Optimal Control
Necessary Optimality Conditions in Discrete Nonsmooth Optimal Control
2012,
In this paper, we provide a simple proof of the maximum principle for a nonsmooth...
Invariant Pseudolinearity with Applications
Invariant Pseudolinearity with Applications
2012,
In this paper, we introduce the notion of invariant pseudolinearity for...
A Fresh Variational‐Analysis Look at the Positive Semidefinite Matrices World
A Fresh Variational‐Analysis Look at the Positive Semidefinite Matrices World
2012,
Engineering sciences and applications of mathematics show unambiguously that positive...
Semilocal Convergence of a Class of Modified Super‐Halley Methods in Banach Spaces
Semilocal Convergence of a Class of Modified Super‐Halley Methods in Banach Spaces
2012,
In this paper, we consider the semilocal convergence of a class of modified...
New Average Optimality Conditions for Semi‐Markov Decision Processes in Borel Spaces
New Average Optimality Conditions for Semi‐Markov Decision Processes in Borel Spaces
2012,
This paper deals with semi‐Markov decision processes under the average expected...
An Online Actor–Critic Algorithm with Function Approximation for Constrained Markov Decision Processes
An Online Actor–Critic Algorithm with Function Approximation for Constrained Markov Decision Processes
2012,
We develop an online actor–critic reinforcement learning algorithm with function...
A New Full Nesterov–Todd Step Primal–Dual Path‐Following Interior‐Point Algorithm for Symmetric Optimization
A New Full Nesterov–Todd Step Primal–Dual Path‐Following Interior‐Point Algorithm for Symmetric Optimization
2012,
In this paper, we generalize a primal–dual path‐following...
A Quadratic Hybridization of Polak–Ribière–Polyak and Fletcher–Reeves Conjugate Gradient Methods
A Quadratic Hybridization of Polak–Ribière–Polyak and Fletcher–Reeves Conjugate Gradient Methods
2012,
In order to take advantage of the attractive features of...
Existence of Solutions to Time‐Dependent Nonlinear Diffusion Equations via Convex Optimization
Existence of Solutions to Time‐Dependent Nonlinear Diffusion Equations via Convex Optimization
2012,
This paper aims at providing new existence results for time‐dependent nonlinear...
Polynomial Convergence of Second‐Order Mehrotra‐Type Predictor‐Corrector Algorithms over Symmetric Cones
Polynomial Convergence of Second‐Order Mehrotra‐Type Predictor‐Corrector Algorithms over Symmetric Cones
2012,
This paper presents an extension of the variant of Mehrotra’s...
Numerical Solution of Arbitrary‐Order Ordinary Differential and Integro‐Differential Equations with Separated Boundary Conditions Using Optimal Control Technique
Numerical Solution of Arbitrary‐Order Ordinary Differential and Integro‐Differential Equations with Separated Boundary Conditions Using Optimal Control Technique
2012,
In this paper, a new method for solving arbitrary order ordinary differential...
Controllability of a Nonholonomic Macroeconomic System
Controllability of a Nonholonomic Macroeconomic System
2012,
This paper studies optimal control problems and sub‐Riemannian geometry on a...
Boundary Optimal Control of Time‐Periodic Stokes‐Oseen Flows
Boundary Optimal Control of Time‐Periodic Stokes‐Oseen Flows
2012,
This work deals with the existence of optimal solution and the maximum principle for...
Strict Feasibility for Generalized Mixed Variational Inequality in Reflexive Banach Spaces
Strict Feasibility for Generalized Mixed Variational Inequality in Reflexive Banach Spaces
2012,
The purpose of this paper is to investigate the nonemptiness and boundedness of...
New Generalized Second‐Order Contingent Epiderivatives and Set‐Valued Optimization Problems
New Generalized Second‐Order Contingent Epiderivatives and Set‐Valued Optimization Problems
2012,
In this paper, we introduce the concept of a generalized second‐order composed...
Optimality Conditions for Extended Ky Fan Inequality with Cone and Affine Constraints and Their Applications
Optimality Conditions for Extended Ky Fan Inequality with Cone and Affine Constraints and Their Applications
2012,
The purpose of this paper is to establish necessary and sufficient conditions for a...
Subgradient Method for Convex Feasibility on Riemannian Manifolds
Subgradient Method for Convex Feasibility on Riemannian Manifolds
2012,
In this paper, a subgradient type algorithm for solving convex feasibility problem on...
Papers per page: