Комп’ютерне моделювання процесів і систем. Методи оптимізації

Contributors: ELAKPI

Subject Terms: Метод покоординатного спуску (підйому), Numerical optimization methods, Метод золотого перетину, Nonlinear mathematical programming, Quadratic programming, Dichotomy method, Оптимізація, Golden ratio method, Метод гілок і меж, Convex programming problems, Стохастичне програмування, Method of branches and bounds, Mathematical programming, Geometric programming, Метод дихотомії, Дискретне програмування, Fibonacci number method, Методи штрафних функцій, Апроксимуюче програмування, Аналітичні методи оптимізації, Методи оптимізації Ньютона, Analytical methods of optimization, Optimization, Operations Research, Distributive optimization problems, Дослідження операцій, Нелінійне математичне програмування, Stochastic programming, Задачі опуклого програмування, Лінійне програмування, Transport task, Квадратичне програмування, Approximate programming, Метод чисел Фібоначчі, Method of fastest descent (ascent), Linear programming, Математичне програмування, Newton's optimization methods, Gradient optimization method, Penalty function methods, Чисельні методи оптимізації, Розподільчі оптимізаційні задачі, Метод Гоморі, Method of coordinate descent (ascent), Метод найшвидшого спуску (підйому), Геометричне програмування, The Gomori method, Discrete programming, Градієнтний метод оптимізації, Транспортна задача

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Access URL: https://ela.kpi.ua/handle/123456789/53876

On Fuzzy Convex Optimization to Portfolio Selection Problem

Authors: Coelho, Ricardo^Aff4

Contributors: Kacprzyk, Janusz, Series editor^Aff1, Pelta, David A., editor^Aff2, Cruz Corona, Carlos, editor^Aff3

Source: Soft Computing Based Optimization and Decision Models : To Commemorate the 65th Birthday of Professor José Luis "Curro" Verdegay. 360:137-151

Fully Inverse Parametric Linear/Quadratic Programming Problems via Convex Liftings

Authors: Nguyen, Ngoc Anh^Aff6, Olaru, Sorin^Aff6, Rodriguez-Ayerbe, Pedro^Aff6, Hovd, Morten^Aff7, Necoara, Ion^Aff8

Contributors: Allgöwer, Frank, Series editor^Aff1, Morari, Manfred, Series editor^Aff2, Olaru, Sorin, editor^Aff3, Grancharova, Alexandra, editor^Aff4, Lobo Pereira, Fernando, editor^Aff5

Source: Developments in Model-Based Optimization and Control : Distributed Control and Industrial Applications. 464:27-47

FIR filter design by iterative convex relaxations with rank refinement

Authors: Dedeoğlu, Mehmet, Alp, Yaşar Kemal, Arıkan, Orhan

Contributors: Arıkan, Orhan

Source: Proceedings of the 22nd Signal Processing and Communications Applications Conference, SIU 2014

Subject Terms: Rank refinement, Convex programming, Convex programming problems, Semidefinite programs, Filter banks, Iterative methods, Relaxation processes, Quadratically constrained quadratic programming, 02 engineering and technology, Quadratic programming, Convex optimization, FIR filter, 0202 electrical engineering, electronic engineering, information engineering, Semidefinite programming, Frequency characteristic

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Access URL: https://hdl.handle.net/11693/27563

(E\)-Convex programming

Authors: Liana Lupşa, Dorel Duca

Source: Journal of Numerical Analysis and Approximation Theory, Vol 33, Iss 2 (2004)

Subject Terms: \(E\)-convex functions, slack 2-convex set with respect to a given set, QA1-939, \(E\)-convex programming problems, Mathematics

Access URL: https://doaj.org/article/036a0181b3ad45b8bc8fd375b9dbb616
https://doaj.org/article/719275d0b33b4819ae199ee0b650122a

New approaches to error estimation to ill-posed problems with applications to inverse problems of heat conductivity

Authors: N.N. Nikolaeva, K.Y. Dorofeev, Anatoly G. Yagola, Valeriy Titarenko

Source: jiip. 10:155-169

Subject Terms: Inverse problems for PDEs, Error bounds for initial value and initial-boundary value problems involving PDEs, inverse problems, Heat equation, Numerical methods for ill-posed problems for initial value and initial-boundary value problems involving PDEs, convex programming problems, linear ill-posed problems, Ill-posed problems for PDEs, heat conduction, error bounds, 0101 mathematics, method of cut convex polyhedrons, 01 natural sciences

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Access URL: https://www.degruyter.com/view/j/jiip.2002.10.issue-2/jiip.2002.10.2.155/jiip.2002.10.2.155.xml

Convergence of duality bound method in partly convex programming

Authors: Nguyen Van Thoai

Source: Journal of Global Optimization. 22:263-270

Subject Terms: Decomposition branch and bound algorithms, Partly convex programming problems, Polyhedral combinatorics, branch-and-bound, branch-and-cut, 0211 other engineering and technologies, 02 engineering and technology, Optimality conditions and duality in mathematical programming, Nonconvex programming, global optimization, Lagrangian duality

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Access URL: https://zbmath.org/2088645
https://doi.org/10.1023/a:1013871532570
https://dblp.uni-trier.de/db/journals/jgo/jgo22.html#Thoai02
https://link.springer.com/article/10.1023%2FA%3A1013871532570

A path following algorithm for a class of convex programming problems

Authors: Jishan Zhu

Source: ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research. 36:359-377

Subject Terms: Convex programming, scaled Lipschitz condition, entropy optimization, primal-dual path following interior algorithm, Computational methods for problems pertaining to operations research and mathematical programming, linearly constrained convex programming problems, 0211 other engineering and technologies, 02 engineering and technology, 0101 mathematics, 01 natural sciences

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Access URL: https://zbmath.org/89435
https://doi.org/10.1007/bf01416235
https://dblp.uni-trier.de/db/journals/mmor/mmor36.html#Zhu92
https://link.springer.com/article/10.1007/BF01416235

A PARAMETRIC SUCCESSIVE UNDERESTIMATION METHOD FOR CONVEX PROGRAMMING PROBLEMS WITH AN ADDITIONAL CONVEX MULTIPLICATIVE CONSTRAINT: A parametric successive underestimation method for convex programming problems with an additional convex multiplicative constraint

Authors: Takahito Kuno, Hiroshi Konno, Yoshitsugu Yamamoto

Source: Journal of the Operations Research Society of Japan. 35:290-299

Subject Terms: Convex programming, 0211 other engineering and technologies, branch-and-bound, 02 engineering and technology, convex minimization, additional convex multiplicative constraint, sequence of convex programming problems

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Access URL: https://www.jstage.jst.go.jp/article/jorsj/35/3/35_KJ00001202844/_pdf
http://ci.nii.ac.jp/naid/110001184361/en/
http://ci.nii.ac.jp/naid/110001184361

A parametric successive underestimation method for convex multiplicative programming problems

Authors: Hiroshi Konno, Takahito Kuno

Source: Journal of Global Optimization. 1:267-285

Subject Terms: Computational methods for problems pertaining to operations research and mathematical programming, product of two nonnegative convex functions, branch-and-bound, global minimum, underestimating function, Nonconvex programming, global optimization, nonconvex problem, convex multiplicative function, sequence of convex programming problems

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Access URL: https://zbmath.org/95614
https://doi.org/10.1007/bf00119935

Iterative processes for solving incorrect convex variational problems

Authors: Kaplan, A., Tichatschke, R.

Source: Journal of Global Optimization: An International Journal Dealing with Theoretical and Computational Aspects of Seeking Global Optima and Their Applications in Science, Management, and Engineer. June 1993 3(2):243-255

ε-optimality criteria for convex programming problems via exact penalty functions

Authors: Yokoyama, Kazunori

Source: Mathematical Programming. August 1992 56(1-3):233-243

Typical convex programming problem is very well posed

Authors: IOFFE A, LUCCHETTI, ROBERTO

Subject Terms: convex programming problems, linear perturbations, well posed problems, sigma porous sets

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Access URL: https://hdl.handle.net/11311/528329

The alternating direction method of multipliers for separable convex programming problems and its application to second-order cone programming problems / 分離可能な凸計画問題に対する交互方向乗数法と二次錐計画問題への応用

Authors: Masao Fukushima, Ryota Otsubo, 大坪 亮太, 福嶋 雅夫

Source: Proceedings of the Annual Conference of the Institute of Systems, Control and Information Engineers. 2008, :244

Fully inverse parametric linear/quadratic programming problems via convex liftings

Authors: Anh Nguyen, Ngoc, Olaru, Sorin, Rodriguez-Ayerbe, Pedro, Hovd, Morten, Ion, Necoara

Contributors: CentraleSupélec, Laboratoire des signaux et systèmes (L2S), Université Paris-Sud - Paris 11 (UP11)-CentraleSupélec-Centre National de la Recherche Scientifique (CNRS), Dynamical Interconnected Systems in COmplex Environments (DISCO), Université Paris-Sud - Paris 11 (UP11)-CentraleSupélec-Centre National de la Recherche Scientifique (CNRS)-Université Paris-Sud - Paris 11 (UP11)-CentraleSupélec-Centre National de la Recherche Scientifique (CNRS)-Centre Inria de Saclay, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), Norwegian University of Science and Technology Trondheim (NTNU), Norwegian University of Science and Technology (NTNU), Department of Automatic Control and Systems Engineering Bucharest, Faculty of Automatic Control and Computer Science Bucharest, Polytechnic University of Bucharest Romania = Université Politehnica de Bucarest Roumanie = Universitatea Națională de Știință și Tehnologie Politehnica București România (UPB)-Polytechnic University of Bucharest Romania = Université Politehnica de Bucarest Roumanie = Universitatea Națională de Știință și Tehnologie Politehnica București România (UPB)

Source: Developments in Model-Based Optimization and Control ; https://centralesupelec.hal.science/hal-01259951 ; Developments in Model-Based Optimization and Control , 464, pp.27-47, 2015

Subject Terms: Parametric convex programming problems Convex liftings Inverse parametric convex programming Continuous piecewise affine functions, [SPI]Engineering Sciences [physics], [SPI.AUTO]Engineering Sciences [physics]/Automatic

Availability: https://centralesupelec.hal.science/hal-01259951

Duality for nonproper problems in linear programming

Authors: I. I. Eremin

Source: Mathematical Notes of the Academy of Sciences of the USSR. 32:594-599

Subject Terms: Convex programming, Linear programming, strong duality, 0101 mathematics, Duality theory (optimization), 01 natural sciences, primal-dual pair of linear programming problems, pair of convex programming problems

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Access URL: https://link.springer.com/article/10.1007/BF01142713

Row-Action Methods for Huge and Sparse Systems and Their Applications: Row-action methods for huge and sparse systems and their applications

Authors: Yair Censor

Source: SIAM Review. 23:444-466

Subject Terms: game theory, Convex programming, pattern recognition, 0211 other engineering and technologies, image reconstruction from projection, operations research, iterative procedures, 02 engineering and technology, linearly constrained optimization problems, 01 natural sciences, linear feasibility problems, interval convex programming problems, Numerical mathematical programming methods, learning theory, Linear programming, row-action methods, transportation theory, nonlinear convex feasibility problem, 0101 mathematics

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Access URL: https://zbmath.org/3736915
https://doi.org/10.1137/1023097
https://epubs.siam.org/doi/10.1137/1023097
https://www.jstor.org/stable/2029650

Convex ordering of sojourn times in single-server queues: extremal properties of FIFO and LIFO service disciplines: Convex ordering of sojourn times in single-server queues: Extremal properties of FIFO and LIFO service disciplines

Authors: Ushio Sumita, J. George Shanthikumar

Source: Journal of Applied Probability. 24:737-748

Subject Terms: ergodic sojourn times, convex programming problems, work-conserving non-preemptive disciplines, 0101 mathematics, Queues and service in operations research, 01 natural sciences, Queueing theory (aspects of probability theory), Performance evaluation, queueing, and scheduling in the context of computer systems, convex ordering

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Access URL: https://www.cambridge.org/core/services/aop-cambridge-core/content/view/4CEC697078170AB62571BE3C5384132D/S0021900200031442a.pdf/div-class-title-convex-ordering-of-sojourn-times-in-single-server-queues-extremal-properties-of-fifo-and-lifo-service-disciplines-div.pdf
https://www.cambridge.org/core/services/aop-cambridge-core/content/view/S0021900200031442

A Branch and Bound Method for Integer Nonlinear Fractional Programs: A branch and bound method for integer nonlinear fractional programs

Authors: Suresh Chandra, M. Chandramohan

Source: ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik. 60:735-737

Subject Terms: Numerical mathematical programming methods, branch and bound method, 0211 other engineering and technologies, Integer programming, finite number of convex programming problems, 0102 computer and information sciences, 02 engineering and technology, Fractional programming, 01 natural sciences, integer nonlinear fractional programs

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Access URL: https://zbmath.org/3724245
https://doi.org/10.1002/zamm.19800601214
http://ui.adsabs.harvard.edu/abs/1980ZaMM...60..735C/abstract
https://onlinelibrary.wiley.com/doi/10.1002/zamm.19800601214

An equilibrium problem and methods of its solution

Authors: Antipin, A. S.

Subject Terms: Applications of mathematical programming, convergence, Numerical mathematical programming methods, system of convex programming problems, General equilibrium theory, three-level equilibrium model

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Access URL: https://zbmath.org/3995395