DOI10.1007/978-3-319-31484-6zbMath1362.90001OpenAlexW4249840661MaRDI QIDQ5890563
Hoang Tuy
Publication date: 13 April 2016
Published in: Springer Optimization and Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-31484-6
A splitting algorithm for finding fixed points of nonexpansive mappings and solving equilibrium problems,
New LP-based local and global algorithms for continuous and mixed-integer nonconvex quadratic programming,
A successive linear approximation algorithm for the global minimization of a concave quadratic program,
The ABC of DC programming,
A revision of the rectangular algorithm for a class of DC optimization problems,
A characterization of sets in ${\mathbb R}^2$ with DC distance function,
Kurdyka-Łojasiewicz exponent via inf-projection,
Improving the min-max method for multiobjective programming,
Global algorithm for solving linear multiplicative programming problems,
Convexifications of rank-one-based substructures in QCQPs and applications to the pooling problem,
Multivariate geometric expectiles,
Derivatives of probability functions: unions of polyhedra and elliptical distributions,
Global optimization for optimal power flow over transmission networks,
A refined convergence analysis of \(\mathrm{pDCA}_{e}\) with applications to simultaneous sparse recovery and outlier detection,
Solving linear multiplicative programs via branch-and-bound: a computational experience,
Book review of: B. S. Mordukhovich and N. M. Nam, Convex analysis and beyond. Volume I. Basic theory,
A practicable contraction approach for the sum of the generalized polynomial ratios problem,
Globally minimizing a class of linear multiplicative forms via simplicial branch-and-bound,
Sequential difference-of-convex programming,
New bounds for nonconvex quadratically constrained quadratic programming,
On the relation between the extended supporting hyperplane algorithm and Kelley's cutting plane algorithm,
Interior Gradient Estimates for General Prescribed Curvature Equations,
Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies,
The Convex Hull of a Quadratic Constraint over a Polytope,
Optimizing a multi-stage production/inventory system by DC programming based approaches,
Global optimization for generalized linear multiplicative programming using convex relaxation,
A new mixed integer programming approach for optimization over the efficient set of a multiobjective linear programming problem,
Maximization of a PSD quadratic form and factorization,
A proximal difference-of-convex algorithm with extrapolation,
A non-DC function which is DC along all convex curves,
Global optimization based on bisection of rectangles, function values at diagonals, and a set of Lipschitz constants,
A new algorithm for concave quadratic programming,
On sets in \(\mathbb{R}^d\) with DC distance function,
Outer space branch and bound algorithm for solving linear multiplicative programming problems,
Proximal bundle methods for nonsmooth DC programming,
Underestimation functions for a rank-two partitioning method,
Some fixed point theorems for \(s\)-convex subsets in \(p\)-normed spaces based on measures of noncompactness,
A bundle method for nonsmooth DC programming with application to chance-constrained problems,
An inertial algorithm for DC programming,
Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality,
Monotonic optimization for sensor cover energy problem,
Essentials of numerical nonsmooth optimization,
A new concave minimization algorithm for the absolute value equation solution,
Global optimization from concave minimization to concave mixed variational inequality,
Tilt stability for quadratic programs with one or two quadratic inequality constraints,
New SOCP relaxation and branching rule for bipartite bilinear programs,
Revisiting augmented Lagrangian duals,
Essentials of numerical nonsmooth optimization