Results 21 to 30 of about 162 (141)

Bilevel programming methods for computing single-leader-multi-follower equilibria in normal-form and polymatrix games

EURO Journal on Computational Optimization, 2020
The concept of leader-follower (or Stackelberg) equilibrium plays a central role in a number of real-world applications bordering on mathematical optimization and game theory.
Nicola Basilico, Stefano Coniglio, Nicola Gatti, Alberto Marchesi   +3 more
doaj   +1 more source

A computational comparison of some branch and bound methods for indefinite quadratic programs

, 2008
Quadratic programming, Branch and bound, d.c. decomposition, 90C20, 90C26, 90C31, C61, C63,
Riccardo Cambini, SODINI, CLAUDIO, Claudio Sodini, CAMBINI, RICCARDO   +3 more
core   +1 more source

Hybrid conjugate gradient-BFGS methods based on Wolfe line search [PDF]

, 2022
In this paper, we present some hybrid methods for solving unconstrained optimization problems. These methods are defined using proper combinations of the search directions and included parameters in conjugate gradient and quasi-Newton method of Broyden ...
DJAMEL, Benterki, SAMIA, Khelladi
core   +1 more source

A bounded degree SOS hierarchy for polynomial optimization

EURO Journal on Computational Optimization, 2017
We consider a new hierarchy of semidefinite relaxations for the general polynomial optimization problem (P):f∗=min{f(x):x∈K} on a compact basic semi-algebraic set K⊂Rn.
JeanB. Lasserre, Kim-Chuan Toh, Shouguang Yang   +2 more
doaj   +1 more source

Geometric fit of a point set by generalized circles [PDF]

, 2010
Circle location, Dimensional facility, Minisum, Polyhedral norms, 62J02, 65D10, 90C26, 90B85, 97N50,
Jack Brimberg, Mark-Christoph Körner, Anita Schöbel, Koerner, Mark-Christoph, Körner, Mark-Christopher, Schöbel, Anita, Juel, Henrik, Henrik Juel, Brimberg, Jack, Schoebel, Anita   +9 more
core   +1 more source

A parametric linearizing approach for quadratically inequality constrained quadratic programs

Open Mathematics, 2018
In this paper we propose a new parametric linearizing approach for globally solving quadratically inequality constrained quadratic programs. By utilizing this approach, we can derive the parametric linear programs relaxation problem of the investigated ...
Jiao Hongwei, Chen Rongjiang
doaj   +1 more source

A modification of the αBB method for box-constrained optimization and an application to inverse kinematics

EURO Journal on Computational Optimization, 2016
For many practical applications it is important to determine not only a numerical approximation of one but a representation of the whole set of globally optimal solutions of a non-convex optimization problem.
Gabriele Eichfelder, Tobias Gerlach, Susanne Sumi   +2 more
doaj   +1 more source

Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA

, 2009
Portfolio selection, Downside risk, DC programming, DCA, Branch-and-Bound, 90C11, 90C26, 91B28,
Moeini, Mahdi, Pham Dinh, Tao, Mahdi Moeini, Hoai Le Thi, Le Thi, Hoai An, Tao Pham Dinh   +5 more
core   +1 more source

Convergence of Peaceman-Rachford splitting method with Bregman distance for three-block nonconvex nonseparable optimization

Demonstratio Mathematica
It is of strong theoretical significance and application prospects to explore three-block nonconvex optimization with nonseparable structure, which are often modeled for many problems in machine learning, statistics, and image and signal processing.
Zhao Ying, Lan Heng-you, Xu Hai-yang
doaj   +1 more source

An effective algorithm for globally solving quadratic programs using parametric linearization technique

Open Mathematics, 2018
In this paper, we present an effective algorithm for globally solving quadratic programs with quadratic constraints, which has wide application in engineering design, engineering optimization, route optimization, etc.
Tang Shuai, Chen Yuzhen, Guo Yunrui
doaj   +1 more source