Results 91 to 100 of about 146 (138)

Determinantmaxrmin Tion Of A Nonsymmetric Matrix With Quadratic Constraints

, 2002
This paper presents the problem of maximizing the determinant of a K-square real matrix B, subject to the constraint that each row b k of B satisfies b 1, where # 1 ,...,# K , are K given real symmetric positive definite matrices.
Abdelhamid Zaïdi, Serge Dégerine, Serge Egerine And   +2 more
core  

Sample Average Approximation with Sparsity-Inducing Penalty for High-Dimensional Stochastic Programming. [PDF]

Math Program, 2019
Liu H, Wang X, Yao T, Li R, Ye Y.
europepmc   +1 more source

Using the Primal Dual Infeasible Newton Method in the Analytic Center Method for Problems Defined by Deep Cutting Planes.

, 1998
The convergence and the complexity of a primal-dual column generation and cutting plane algorithm from approximate analytic centers for solving convex feasibility problems defined by a "deep cut" separation oracle is studied.
Faranak Sharifi-Mokhtarian, Jean-louis Goffin   +1 more
core  

Optimality condition and iterative thresholding algorithm for [Formula: see text]-regularization problems. [PDF]

Springerplus, 2016
Jiao H, Chen Y, Yin J.
europepmc   +1 more source

Saddle Points and Pareto Points in Multiple Objective Programming

, 2007
In this paper relationships between Pareto points and saddle points in multiple objective programming are investigated. Convex and nonconvex problems are considered and the equivalence between Pareto points and saddle points is proved in both cases.
Matthias Ehrgott, Margaret M. Wiecek
core  

A general double-proximal gradient algorithm for d.c. programming. [PDF]

Math Program, 2019
Banert S, Boț RI.
europepmc   +1 more source

A Derivative-Free Line Search and Global Convergence of Broyden-Like Method for Nonlinear Equations

, 1999
In this paper, by using derivative-free line search, we propose quasi-Newton methods for smooth nonlinear equations. Under appropriate conditions, we show that the proposed quasi-Newton methods converge globally and superlinearly.
Dong-hui Li, Masao Fukushima
core  

Fast convergence of trust-regions for non-isolated minima via analysis of CG on indefinite matrices. [PDF]

Math Program
Rebjock Q, Boumal N.
europepmc   +1 more source

An efficient method for generalized linear multiplicative programming problem with multiplicative constraints. [PDF]

Springerplus, 2016
Zhao Y, Liu S.
europepmc   +1 more source

Global search based on efficient diagonal partitions and a set of Lipschitz constants

, 2006
. In the paper, the global optimization problem of a multidimensional “black-box” function satisfying the Lipschitz condition over a hyperinterval with an unknown Lipschitz constant is considered.
Yaroslav D. Sergeyev, Dmitri, E. Kvasov
core