Results 11 to 20 of about 106 (96)
We consider the problem of projecting a point onto a region defined by a linear equality or inequality constraint and two‐sided bounds on the variables. Such problems are interesting because they arise in various practical problems and as subproblems of gradient‐type methods for constrained optimization.
Stefan M. Stefanov
wiley +1 more source
Method for solving a convex integer programming problem
We consider a convex integer program which is a nonlinear version of the assignment problem. This problem is reformulated as an equivalent problem. An algorithm for solving the original problem is suggested which is based on solving the simple assignment problem via some of known algorithms.
Stefan M. Stefanov
wiley +1 more source
Iterative algorithms with seminorm‐induced oblique projections
A definition of oblique projections onto closed convex sets that use seminorms induced by diagonal matrices which may have zeros on the diagonal is introduced. Existence and uniqueness of such projections are secured via directional affinity of the sets with respect to the diagonal matrices involved. A block‐iterative algorithmic scheme for solving the
Yair Censor, Tommy Elfving
wiley +1 more source
A global method for some class of optimization and control problems
The problem of maximizing a nonsmooth convex function over an arbitrary set is considered. Based on the optimality condition obtained by Strekalovsky in 1987 an algorithm for solving the problem is proposed. We show that the algorithm can be applied to the nonconvex optimal control problem as well.
R. Enkhbat
wiley +1 more source
We analyze the proximal alternating linearized minimization algorithm (PALM) for solving non-smooth convex minimization problems where the objective function is a sum of a smooth convex function and block separable non-smooth extended real-valued convex ...
Ron Shefi, Marc Teboulle
doaj +1 more source
A proximal point method for nonsmooth convex optimization problems in Banach spaces
In this paper we show the weak convergence and stability of the proximal point method when applied to the constrained convex optimization problem in uniformly convex and uniformly smooth Banach spaces. In addition, we establish a nonasymptotic estimate of convergence rate of the sequence of functional values for the unconstrained case.
Y. I. Alber, R. S. Burachik, A. N. Iusem
wiley +1 more source
General algorithm and sensitivity analysis for variational inequalities
The fixed point technique is used to prove the existence of a solution for a class of variational inequalities related to odd order boundary value problems, and to suggest a general algorithm. We also study the sensitivity analysis for these variational inequalities and complementarity problems using the projection technique.
Muhammad Aslam Noor
wiley +1 more source
Uncontrolled inexact information within bundle methods
We consider convex non-smooth optimization problems where additional information with uncontrolled accuracy is readily available. It is often the case when the objective function is itself the output of an optimization solver, as for large-scale energy ...
Jérôme Malick +2 more
doaj +1 more source
Two Relaxed Inertial Forward–Reflected–Backward Splitting Algorithms With Momentum Terms
In this paper, to solve the monotone inclusion problem consisting of the sum of two monotone operators in Hilbert spaces, we propose and study two modifications of Malitsky–Tam’s forward–reflection–backward splitting methods with double momentum terms. Meanwhile, we consider a relaxed inertial version to expand the range of allowable step sizes.
Binbin Zhang +3 more
wiley +1 more source
Algebraic and metric structures of the geometric mean cone
The geometric mean cone (GMC) is a higher-order generalization of the second-order cone and the rotated quadratic cone. While these lower-order cones admit well-established Euclidean Jordan algebraic representations, no analogous framework is currently ...
Alzalg Baha
doaj +1 more source

