Keyword: programming: convex

Found 402 papers in total
Gap inequalities for non‐convex mixed‐integer quadratic programs
Gap inequalities for non‐convex mixed‐integer quadratic programs
2011,
The gap inequalities form a very general class of cutting planes for the...
A Unified Framework for Dynamic Prediction Market Design
A Unified Framework for Dynamic Prediction Market Design
2011,
Recently, coinciding with and perhaps driving the increased popularity of prediction...
On duality theory for non‐convex semidefinite programming
On duality theory for non‐convex semidefinite programming
2011,
In this paper, with the help of convex-like function, we discuss the duality theory...
Passivity‐based control for Hopfield neural networks using convex representation
Passivity‐based control for Hopfield neural networks using convex representation
2011,
This paper considers the problem of passivity‐based controller design for...
Three‐term conjugate gradient method for the convex optimization problem over the fixed point set of a nonexpansive mapping
Three‐term conjugate gradient method for the convex optimization problem over the fixed point set of a nonexpansive mapping
2011,
Many constrained sets in problems such as signal processing and optimal control can be...
A combined interactive approach for solving E‐convex multiobjective nonlinear programming problem
A combined interactive approach for solving E‐convex multiobjective nonlinear programming problem
2011,
In general, there is no single optimal solution in multiobjective problems, but rather...
Approximate dynamic programming via direct search in the space of value function approximations
Approximate dynamic programming via direct search in the space of value function approximations
2011,
This paper deals with approximate value iteration (AVI) algorithms applied to...
A conic quadratic formulation for a class of convex congestion functions in network flow problems
A conic quadratic formulation for a class of convex congestion functions in network flow problems
2011,
In this paper we consider a multicommodity network flow problem with flow routing and...
A Polynomial‐time Interior‐point Algorithm for Convex QuadraticSemidefinite Optimization
A Polynomial‐time Interior‐point Algorithm for Convex QuadraticSemidefinite Optimization
2010,
In this paper we propose a primal‐dual interior‐point algorithm for...
Second‐Order Global Optimality Conditions for Optimization Problems
Second‐Order Global Optimality Conditions for Optimization Problems
2004,
Second‐order optimality conditions are studied for the constrained optimization...
Characterizing strict efficiency for convex multiobjective programming problems
Characterizing strict efficiency for convex multiobjective programming problems
2011,
The article pertains to characterize strict local efficient solution (s.l.e.s.) of...
Bi-parametric convex quadratic optimization
Bi-parametric convex quadratic optimization
2010,
In this paper, we consider the convex quadratic optimization problem with simultaneous...
Convergence analysis of a modified BFGS method on convex minimizations
Convergence analysis of a modified BFGS method on convex minimizations
2010,
A modified Broyden–Fletcher–Goldfarb–Shanno (BFGS) method is proposed for...
Portfolio selection under downside risk measures and cardinality constraints based on DC (Difference of Convex) programming and DCA (DC Algorithms)
Portfolio selection under downside risk measures and cardinality constraints based on DC (Difference of Convex) programming and DCA (DC Algorithms)
2009,
In this paper, we consider the case of downside risk measures with cardinality and...
DC (Difference of Convex) programming and DCA (CD Algorithms) for globally solving the value-at-risk
DC (Difference of Convex) programming and DCA (CD Algorithms) for globally solving the value-at-risk
2009,
The value-at-risk is an important risk measure that has been used extensively in...
Lagrangian Relaxation via Ballstep Subgradient Methods
Lagrangian Relaxation via Ballstep Subgradient Methods
2007,
We exhibit useful properties of ballstep subgradient methods for convex optimization...
An Analytic Center Cutting Plane Approach for Conic Programming
An Analytic Center Cutting Plane Approach for Conic Programming
2008,
We analyze the problem of finding a point strictly interior to a bounded, convex, and...
On Zero Duality Gap and the Farkas Lemma for Conic Programming
On Zero Duality Gap and the Farkas Lemma for Conic Programming
2008,
Recently S. A. Clark published an interesting duality result in linear conic...
Sequential Lagrange multiplier conditions for minimax programming problems
Sequential Lagrange multiplier conditions for minimax programming problems
2008,
In this article, we study nonsmooth convex minimax programming problems with cone...
An efficient interior-point method for convex multicriteria optimization problems
An efficient interior-point method for convex multicriteria optimization problems
2006,
In multicriteria optimization, several objective functions have to be minimized...
Note on the continuity of M-convex and L-convex functions in continuous variables
Note on the continuity of M-convex and L-convex functions in continuous variables
2008,
M–convex and L–convex functions in continuous variables constitute...
Simulated annealing for convex optimization
Simulated annealing for convex optimization
2006,
We apply the method known as simulated annealing to the following problem in convex...
On the Algorithm of Determination of Immobile Indices for Convex SIP (semi-infinite programming) Problems
On the Algorithm of Determination of Immobile Indices for Convex SIP (semi-infinite programming) Problems
2008,
We consider convex Semi–Infinite Programming (SIP) problems with a continuum of...
Equality based contraction of semidefinite programming relaxations in polynomial optimization
Equality based contraction of semidefinite programming relaxations in polynomial optimization
2008,
The SDP (semidefinite programming) relaxation for general POPs (polynomial...
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