Computational Optimization and Applications
Công bố khoa học tiêu biểu
* Dữ liệu chỉ mang tính chất tham khảo
Sắp xếp:
On NCP-Functions
Computational Optimization and Applications - Tập 13 - Trang 201-220 - 1999
In this paper we reformulate several NCP-functions for the nonlinear complementarity problem (NCP) from their merit function forms and study some important properties of these NCP-functions. We point out that some of these NCP-functions have all the nice properties investigated by Chen, Chen and Kanzow [2] for a modified Fischer-Burmeister function, while some other NCP-functions may lose one or s......
A study of progressive hedging for stochastic integer programming
Computational Optimization and Applications - Tập 86 - Trang 989-1034 - 2023
Motivated by recent literature demonstrating the surprising effectiveness of the heuristic application of progressive hedging (PH) to stochastic mixed-integer programming (SMIP) problems, we provide theoretical support for the inclusion of integer variables, bridging the gap between theory and practice. We provide greater insight into the following observed phenomena of PH as applied to SMIP where......
A Heuristic for Moment-Matching Scenario Generation
Computational Optimization and Applications - Tập 24 - Trang 169-185 - 2003
In stochastic programming models we always face the problem of how to represent the random variables. This is particularly difficult with multidimensional distributions. We present an algorithm that produces a discrete joint distribution consistent with specified values of the first four marginal moments and correlations. The joint distribution is constructed by decomposing the multivariate proble......
Using approximate secant equations in limited memory methods for multilevel unconstrained optimization
Computational Optimization and Applications - Tập 51 - Trang 967-979 - 2011
The properties of multilevel optimization problems defined on a hierarchy of discretization grids can be used to define approximate secant equations, which describe the second-order behavior of the objective function. Following earlier work by Gratton and Toint (2009) we introduce a quasi-Newton method (with a linesearch) and a nonlinear conjugate gradient method that both take advantage of this n......
An alternating structured trust region algorithm for separable optimization problems with nonconvex constraints
Computational Optimization and Applications - Tập 57 - Trang 365-386 - 2013
In this paper, we propose a structured trust-region algorithm combining with filter technique to minimize the sum of two general functions with general constraints. Specifically, the new iterates are generated in the Gauss-Seidel type iterative procedure, whose sizes are controlled by a trust-region type parameter. The entries in the filter are a pair: one resulting from feasibility; the other res......
A constrained optimization reformulation and a feasible descent direction method for $$L_{1/2}$$ regularization
Computational Optimization and Applications - Tập 59 - Trang 263-284 - 2014
In this paper, we first propose a constrained optimization reformulation to the
$$L_{1/2}$$
regularization problem. The constrained problem is to minimize a smooth function subject to some quadratic constraints and nonnegative constraints. A good......
TRESNEI, a Matlab trust-region solver for systems of nonlinear equalities and inequalities
Computational Optimization and Applications - - 2010
The Matlab implementation of a trust-region Gauss-Newton method for bound-constrained nonlinear least-squares problems is presented. The solver, called TRESNEI, is adequate for zero and small-residual problems and handles the solution of nonlinear systems of equalities and inequalities. The structure and the usage of the solver are described and an extensive numerical comparison with functions fro......
$${\text {B}}$$ -subdifferentials of the projection onto the matrix simplex
Computational Optimization and Applications - Tập 80 - Trang 915-941 - 2021
An important tool in matrix optimization problems is the strong semismoothness of the projection mapping onto the cone of real symmetric positive semidefinite matrices, and the explicit formula for its
$${\text {B}}$$
(ouligand)-subdifferentials. In this paper, we examine the corresponding results ......
A Trust Region SQP Algorithm for Equality Constrained Parameter Estimation with Simple Parameter Bounds
Computational Optimization and Applications - Tập 28 - Trang 51-86 - 2004
We describe a new algorithm for a class of parameter estimation problems, which are either unconstrained or have only equality constraints and bounds on parameters. Due to the presence of unobservable variables, parameter estimation problems may have non-unique solutions for these variables. These can also lead to singular or ill-conditioned Hessians and this may be responsible for slow or non-con......
A comparison of reduced and unreduced KKT systems arising from interior point methods
Computational Optimization and Applications - Tập 68 - Trang 1-27 - 2017
We address the iterative solution of KKT systems arising in the solution of convex quadratic programming problems. Two strictly related and well established formulations for such systems are studied with particular emphasis on the effect of preconditioning strategies on their relation. Constraint and augmented preconditioners are considered, and the choice of the augmentation matrix is discussed. ......
Tổng số: 1,400
- 1
- 2
- 3
- 4
- 5
- 6
- 10