Results 41 to 50 of about 1,105 (105)
An ADMM-based heuristic algorithm for optimization problems over nonconvex second-order cone
Open Computer ScienceThe nonconvex second-order cone (nonconvex SOC) is a nonconvex extension to the convex second-order cone, in the sense that it consists of any vector divided into two sub-vectors for which the Euclidean norm of the first sub-vector is at least as large ...
Alzalg Baha, Benakkouche Lilia
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Solution for the system of generalized nonlinear mixed variational inequality problems
Demonstratio MathematicaWe propose in this paper a class of generalized nonlinear mixed variational inequality problems on Banach spaces, which is composed of three elliptic generalized nonlinear mixed variational inequality problems.
Gissy Hussain +2 more
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On the Necessity of the Sufficient Conditions in Cone-Constrained Vector Optimization [PDF]
, 2014 The object of investigation in this paper are vector nonlinear programming problems with cone constraints. We introduce the notion of a Fritz John pseudoinvex cone-constrained vector problem.
Ivanov, Vsevolod I.
core
Computing Integral Solutions of Complementarity Problems [PDF]
AMS classifications: 90C33, 90C26, 91B50.Discrete set;complementarity problem;algorithm ...
Laan, G. van der +2 more
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A new convergence proof for the higher-order power method and generalizations [PDF]
, 2015 A proof for the point-wise convergence of the factors in the higher-order power method for tensors towards a critical point is given. It is obtained by applying established results from the theory of \L{}ojasiewicz inequalities to the equivalent ...
Uschmajew, André
core
Algorithms Based on Unions of Nonexpansive Maps
, 2018 In this note, we consider a framework for the analysis of iterative algorithms which can described in terms of a structured set-valued operator. More precisely, at each point in the ambient space, we assume that the value of operator can be expressed as ...
Tam, Matthew K.
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Open MathematicsIn this article, we work on vector optimization problems in linear topological spaces. Our vector optimization problems have weakened convex inequality constraints and weakened affine equality constraints.
Zeng Renying
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On a stochastic differential equation arising in a price impact model
, 2012 We provide sufficient conditions for the existence and uniqueness of solutions to a stochastic differential equation which arises in a price impact model.
Dmitry Kramkov +6 more
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A hybrid approach to the solution of a pricing model with continuous demand segmentation
EURO Journal on Computational Optimization, 2013 Price optimization fits naturally the framework of bilevel programming, where a leader integrates within its decision process the reaction of rational customers.
Patrice Marcotte +2 more
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Nonsmooth spectral gradient methods for unconstrained optimization
EURO Journal on Computational Optimization, 2017 To solve nonsmooth unconstrained minimization problems, we combine the spectral choice of step length with two well-established subdifferential-type schemes: the gradient sampling method and the simplex gradient method.
Milagros Loreto +3 more
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