Journal: Journal of Global Optimization

Found 560 papers in total
Self-concordance is NP-hard
Self-concordance is NP-hard
2017,
We show that deciding whether a convex function is self‐concordant is in...
Accelerated parallel and distributed algorithm using limited internal memory for nonnegative matrix factorization
Accelerated parallel and distributed algorithm using limited internal memory for nonnegative matrix factorization
2017,
Nonnegative matrix factorization (NMF) is a powerful technique for dimension...
Kantorovich’s theorem on Newton’s method under majorant condition in Riemannian manifolds
Kantorovich’s theorem on Newton’s method under majorant condition in Riemannian manifolds
2017,
Extension of concepts and techniques of linear spaces for the Riemannian setting has...
Chebyshev model arithmetic for factorable functions
Chebyshev model arithmetic for factorable functions
2017,
This article presents an arithmetic for the computation of Chebyshev models for...
Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization
Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization
2017,
In a recent paper, we introduced a trust‐region method with variable norms for...
A hybrid discretization algorithm with guaranteed feasibility for the global solution of semi-infinite programs
A hybrid discretization algorithm with guaranteed feasibility for the global solution of semi-infinite programs
2017,
A discretization‐based algorithm for the global solution of...
Equal Risk Bounding is better than Risk Parity for portfolio selection
Equal Risk Bounding is better than Risk Parity for portfolio selection
2017,
Risk Parity (RP), also called equally weighted risk contribution, is a recent approach...
Solving discrete linear bilevel optimization problems using the optimal value reformulation
Solving discrete linear bilevel optimization problems using the optimal value reformulation
2017,
In this article, we consider two classes of discrete bilevel optimization problems...
Multivariate McCormick relaxations
Multivariate McCormick relaxations
2014,
McCormick (Math Prog 10(1):147–175, 1976) provides the framework for...
Optimizing assortment and pricing of multiple retail categories with cross-selling
Optimizing assortment and pricing of multiple retail categories with cross-selling
2016,
This paper investigates the joint optimization of assortment and pricing decisions for...
On the integration of row and column uncertainty in robust linear programming
On the integration of row and column uncertainty in robust linear programming
2016,
The usual formulation of a linear program is max c · x : A x ≤ b , x ≥ 0...
On the quadratic eigenvalue complementarity problem
On the quadratic eigenvalue complementarity problem
2016,
We introduce several new results on the Quadratic Eigenvalue Complementarity Problem...
A class of algorithms for mixed-integer bilevel min‐max optimization
A class of algorithms for mixed-integer bilevel min‐max optimization
2016,
In this paper, we introduce a new class of algorithms for solving the...
Surrogate-RLT cuts for zero‐one integer programs
Surrogate-RLT cuts for zero‐one integer programs
2016,
In this paper, we consider the class of 0–1 integer problems and develop an...
Two-stage, single-lot, lot streaming problem for a 1+2 hybrid flow shop
Two-stage, single-lot, lot streaming problem for a 1+2 hybrid flow shop
2016,
In this paper, we address a single‐lot, lot streaming problem for a...
Delaunay-based derivative-free optimization via global surrogates, part I: linear constraints
Delaunay-based derivative-free optimization via global surrogates, part I: linear constraints
2016,
A new derivative‐free optimization algorithm is introduced for nonconvex...
A block coordinate variable metric forward‐backward algorithm
A block coordinate variable metric forward‐backward algorithm
2016,
A number of recent works have emphasized the prominent role played by the...
SOP: parallel surrogate global optimization with Pareto center selection for computationally expensive single objective problems
SOP: parallel surrogate global optimization with Pareto center selection for computationally expensive single objective problems
2016,
This paper presents a parallel surrogate‐based global optimization method for...
Sufficient conditions for error bounds of difference functions and applications
Sufficient conditions for error bounds of difference functions and applications
2016,
This paper establishes verifiable sufficient conditions for the existence of error...
Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints
Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints
2016,
We consider a stochastic non‐smooth programming problem with equality,...
An optimal algorithm for Global Optimization and adaptive covering
An optimal algorithm for Global Optimization and adaptive covering
2016,
The general class of zero‐order Global Optimization problems is split into...
Global versus local search: the impact of population sizes on evolutionary algorithm performance
Global versus local search: the impact of population sizes on evolutionary algorithm performance
2016,
In the field of Evolutionary Computation, a common myth that ‘An Evolutionary...
Delaunay-based derivative-free optimization via global surrogates, part II: convex constraints
Delaunay-based derivative-free optimization via global surrogates, part II: convex constraints
2016,
The derivative‐free global optimization algorithms developed in Part I of this...
Convex hull characterizations of lexicographic orderings
Convex hull characterizations of lexicographic orderings
2016,
Given a p ‐dimensional nonnegative, integral vector ‐ α , this...
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