On three-term conjugate gradient method for optimization problems with applications on COVID-19 model and robotic motion control. [PDF]
Sulaiman IM +5 more
europepmc +1 more source
. The Nelder-Mead algorithm can stagnate and converge to a non-optimal point, even for very simple problems. In this note we propose a test for sufficient decrease which, if passed for the entire iteration, will guarantee convergence of the Nelder-Mead ...
C. T. Kelley
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A NOVEL MONOTONIZATION TRANSFORMATION FOR SOME CLASSES OF GLOBAL OPTIMIZATION PROBLEMS
A novel monotonization method is proposed for converting a non-monotone programming problem into a monotone programming problem. An equivalent monotone programming problem with only inequality constraints is obtained via this monotonization method.
FU-SHENG BAI, ZHI-YOU WU
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Merit Functions and Descent Algorithms for a Class of Variational Inequality Problems
. We consider a variational inequality problem, where the cost mapping is the sum of a single-valued mapping and the subdifferential mapping of a convex function. For this problem we introduce a new class of equivalent optimization formulations; based on
Michael Patriksson, Patriksson, Michael
core
A double projection algorithm for quasimonotone variational inequalities in Banach spaces. [PDF]
Zheng L.
europepmc +1 more source
On the accurate identification of active constraints
. We consider nonlinear programs with inequality constraints, and we focus on the problem of identifying those constraints which will be active at an isolated local solution.
Francisco Facchinei +2 more
core
Robust solutions to box-constrained stochastic linear variational inequality problem. [PDF]
Luo MJ, Zhang Y.
europepmc +1 more source
Global solutions to nonconvex optimization of 4th-order polynomial and log-sum-exp functions
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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Efficient First-Order Algorithms for Large-Scale, Non-Smooth Maximum Entropy Models with Application to Wildfire Science. [PDF]
Provencher Langlois G, Buch J, Darbon J.
europepmc +1 more source

