A DECOMPOSITION ALGORITHM FOR TWO-STAGE STOCHASTIC PROGRAMS WITH NONCONVEX RECOURSE FUNCTIONS. [PDF]
SIAM J OptimLi H, Cui Y.
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A radial basis function method for noisy global optimisation. [PDF]
Math ProgramBanholzer D, Fliege J, Werner R.
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A convergent relaxation of the Douglas-Rachford algorithm. [PDF]
Comput Optim Appl, 2018 Thao NH.
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Trust Region Affine Scaling Algorithms for Linearly Constrained Convex and Concave Programs
, 1996 We study a trust region affine scaling algorithm for solving the linearly constrained convex or concave programming problem. Under primal nondegeneracy assumption, we prove that every accumulation point of the sequence generated by the algorithm ...
Yanhui Wang, Renato D.C. Monteiro
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A conjugate gradient algorithm for large-scale unconstrained optimization problems and nonlinear equations. [PDF]
J Inequal Appl, 2018 Yuan G, Hu W.
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A Support Based Algorithm for Optimization with Eigenvalue Constraints
, 2013 Optimization of convex functions subject to eigenvalue constraints is intriguing because of peculiar analytical properties of eigenvalues, and is of practical interest because of wide range of applications in fields such as structural design and control ...
Emre Mengi
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Rigorous packing of unit squares into a circle. [PDF]
J Glob Optim, 2019 Montanher T +4 more
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Global Optimization by Multilevel Coordinate Search
, 1998 . Inspired by a method by Jones et al. (1993), we present a global optimization algorithm based on multilevel coordinate search. It is guaranteed to converge if the function is continuous in the neighborhood of a global minimizer.
Waltraud Huyer, Arnold Neumaier
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A modified three-term PRP conjugate gradient algorithm for optimization models. [PDF]
J Inequal Appl, 2017 Wu Y.
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Global solutions to nonconvex optimization of 4th-order polynomial and log-sum-exp functions
, 2014 This paper presents a canonical dual approach for solving a nonconvex global op-timization problem governed by a sum of fourth-order polynomial and a log-sum-exp function. Such a problem arises extensively in engineering and sciences.
Yi Chen, David Y Gao
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