scientific article; zbMATH DE number 7733439
From MaRDI portal
Publication:6137264
zbMath1522.90118arXiv2305.14798MaRDI QIDQ6137264
Junyi Liu, Jong-Shi Pang, Ying Cui
Publication date: 1 September 2023
Full work available at URL: https://arxiv.org/abs/2305.14798
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nearly unbiased variable selection under minimax concave penalty
- DC approximation approaches for sparse optimization
- Mixed-integer nonlinear programs featuring ``on/off constraints
- On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem
- Smoothing methods for nonsmooth, nonconvex minimization
- Mathematical programs with vanishing constraints: optimality conditions and constraint qualifications
- Smoothing by mollifiers. II: Nonlinear optimization
- Smoothing by mollifiers. I: Semi-infinite optimization
- Sample average approximation method for chance constrained programming: Theory and applications
- Mathematical programs with vanishing constraints: Optimality conditions, sensitivity, and a relaxation method
- Complementarity constraint qualifications and simplified \(B\)-stationary conditions for mathematical programs with equilibrium constraints
- On solving discontinuous extremal problems
- Convex analysis approach to d. c. programming: Theory, algorithms and applications
- Perspective functions: properties, constructions, and examples
- On the variational principle
- Learning quantized neural nets by coarse gradient method for nonlinear classification
- Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs
- On mathematical programming with indicator constraints
- Enhanced proximal DC algorithms with extrapolation for a class of structured nonsmooth DC minimization
- Strong oracle optimality of folded concave penalized estimation
- Perspective reformulations of mixed integer nonlinear programs with indicator variables
- Linear-step solvability of some folded concave and singly-parametric sparse optimization problems
- Mathematical programs with vanishing constraints: a new regularization approach with strong convergence properties
- Computing B-Stationary Points of Nonsmooth DC Programs
- Robust Truncated Hinge Loss Support Vector Machines
- Low Probability—High Consequence Considerations in Routing Hazardous Material Shipments
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Mathematical programs with vanishing constraints: constraint qualifications, their applications, and a new regularization method
- The Minimization of Semicontinuous Functions: Mollifier Subgradients
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Modern Nonconvex Nondifferentiable Optimization
- Estimation of Individualized Decision Rules Based on an Optimized Covariate-Dependent Equivalent of Random Outcomes
- Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity
- Convex Analysis
- Convex analysis and monotone operator theory in Hilbert spaces
- Consistent approximations in composite optimization
