A penalty barrier framework for nonconvex constrained optimization [PDF]
Journal of Nonsmooth Analysis and OptimizationWe consider minimization problems with structured objective function and smooth constraints, and present a flexible framework that combines the beneficial regularization effects of (exact) penalty and interior-point methods.
Alberto De Marchi, Andreas Themelis
doaj +1 more source
Adjoint-based Monte Carlo calibration of financial market models
Adjoint equation, Monte Carlo calibration, Multi-layer method, 65C05, 65K05, 90C30, 90C90, 91B28, C61, C63,
E. Sachs, C. Kaebe, J. Maruhn
core +1 more source
Hybrid conjugate gradient-BFGS methods based on Wolfe line search
, 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
Multicommodity long-term hydrogeneration optimization with capacity and energy constraints
Hydrogeneration Optimization, Hydrothermal Scheduling, Long-Term Operating Planning, Electricity Generation, Nonlinear Optimization, 90C15, 90C30, 90B30, 90B15, 90B05,
Narcís Nabona, José González
core +1 more source
An approximation of feasible sets in semi-infinite optimization
Semi-infinite optimization, approximation of the feasible set, extended Mangasarian-Fromovitz constraint qualification, (quadratic) distance function, 90C30, 90C34, 49M39,
Francisco Vázquez, Jan-J. Rückmann
core +1 more source
Closed formulas in local sensitivity analysis for some classes of linear and non-linear problems
Local sensitivity, Mathematical programming, Duality, Closed formulas for sensitivities, 90C31, 90C05, 90C30,
A. Conejo +3 more
core +1 more source
Generalized derivatives and nonsmooth optimization, a finite dimensional tour
, 2005 Convex optimization, nonsmooth analysis, nonsmooth optimization, set-valued maps, variational analysis, mathematical programming, nonconvex programming, nonlinear programming, optimality conditions, second order conditions, tangent cones, normal cones ...
Joydeep Dutta
core +1 more source
A comparison of edge-preserving approaches for differential interference contrast microscopy [PDF]
, 2017 International audienceIn this paper we address the problem of estimating the phase from color images acquired with differential–interference–contrast microscopy.
Bautista, Lola +12 more
core +1 more source
Multiobjective fractional programming with generalized convexity
Multiobjective fractional programming problem, weakly efficient solution, generalized convexity, 90C30, 90C25,
P. Ruíz-Canales +2 more
core +1 more source
Using truncated conjugate gradient method in trust-region method with two subproblems and backtracking line search [PDF]
, 2010 A trust-region method with two subproblems and backtracking line search for solving unconstrained optimization is proposed. At every iteration, we use the truncated conjugate gradient method or its variation to solve one of the two subproblems ...
Mingyun Tang +3 more
core +1 more source