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Absolute minimizer in convex programming by exponential penalty.
(2000)
We consider a nonlinear convex program. Under some general hy-potheses, we prove that approximate solutions obtained by exponential penalty converge toward a particular solution of the original convex program as the penalty ...
A convex analysis approach for convex multiplicative programming
(SpringerDordrechtHolanda, 2008)
An outcome space approach for generalized convex multiplicative programs
(SpringerDordrechtHolanda, 2010)
The heavy ball with friction dynamical system for convex constrained minimization problems
(2000)
The “heavy ball with friction” dynamical system u¨+γu˙+∇Φ(u)=0 is a non-linear oscillator with damping (γ > 0). In [2], Alvarez proved that when H is a real Hilbert space and Ф : H → ℝ is a smooth convex function whose ...
Reformulation of variational inequalities on a simplex and compactification of complementarity problems
(Siam PublicationsPhiladelphiaEUA, 2000)
Extensions of the standard quadratic optimization problem: strong duality, optimality, hidden convexity and S-lemma
(2018)
Many formulations of quadratic allocation problems, portfolio optimization problems, the maximum weight clique problem, among others, take the form as the well-known standard quadratic optimization problem, which consists ...