Optimality condition and iterative thresholding algorithm for [Formula: see text]-regularization problems. [PDF]
Jiao H, Chen Y, Yin J.
europepmc +1 more source
Global search based on efficient diagonal partitions and a set of Lipschitz constants
. 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
Fast convergence of trust-regions for non-isolated minima via analysis of CG on indefinite matrices. [PDF]
Rebjock Q, Boumal N.
europepmc +1 more source
An efficient method for generalized linear multiplicative programming problem with multiplicative constraints. [PDF]
Zhao Y, Liu S.
europepmc +1 more source
A DECOMPOSITION ALGORITHM FOR TWO-STAGE STOCHASTIC PROGRAMS WITH NONCONVEX RECOURSE FUNCTIONS. [PDF]
Li H, Cui Y.
europepmc +1 more source
A conjugate gradient algorithm for large-scale unconstrained optimization problems and nonlinear equations. [PDF]
Yuan G, Hu W.
europepmc +1 more source
Trust Region Affine Scaling Algorithms for Linearly Constrained Convex and Concave Programs
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
core
A robust method based on LOVO functions for solving least squares problems
The robust adjustment of nonlinear models to data is considered in this paper. When data comes from real experiments, it is possible that measurement errors cause the appearance of discrepant values, which should be ignored when adjusting models to them.
W. V. I. Shirabayashi +3 more
core +1 more source
A radial basis function method for noisy global optimisation. [PDF]
Banholzer D, Fliege J, Werner R.
europepmc +1 more source
A Support Based Algorithm for Optimization with Eigenvalue Constraints
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
core

