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Resultados globales: 9 registros encontrados en 0.02 segundos.
Artículos, Encontrados 9 registros
Artículos Encontrados 9 registros  
1.
9 p, 292.0 KB On the existence of a saddle value / Bonenti, F. (Università degli Studi di Brescia. Dipartimento di Economia e Management) ; Martínez Legaz, Juan Enrique (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica)
In this work, we achieve a complete characterization of the existence of a saddle value, for bifunctions which are convex, proper, and lower semi continuous in their first argument, by considering new suitably defined notions of special directions of recession. [...]
2015 - 10.1007/s10957-014-0665-9
Journal of optimization theory and applications, Vol. 165, Núm. 3 (2015) , P. 785-792  
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2.
16 p, 444.8 KB γ-Active constraints in convex semi-infinite programming / Martínez Legaz, Juan Enrique (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica) ; Todorov, Maxim Ivanov (Universidad de las Américas) ; Zetina, Carlos Armando (Universidad de las Américas)
In this article, we extend the definition of γ-active constraints for linear semi-infinite programming to a definition applicable to convex semi-infinite programming, by two approaches. The first approach entails the use of the subdifferentials of the convex constraints at a point, while the second approach is based on the linearization of the convex inequality system by means of the convex conjugates of the defining functions. [...]
2014 - 10.1080/01630563.2014.895745
Numerical Functional Analysis and Optimization, Vol. 35, Núm. 7-9 (2014) , p. 1078-1094  
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3.
59 p, 2.2 MB Discrete convex analysis / Murota, Kazuo
A theory of "discrete convex analysis" is developed for integer-valued functions defined on integer lattice points. The theory parallels the ordinary convex analysis, covering discrete analogues of the fundamental concepts such as conjugacy, subgradients, the Fenchel min-max duality, separation theorems and the Lagrange duality framework for convex/nonconvex optimization. [...]
1998
Mathematical Programming, vol. 83 n. 3 (1998) p. 313-371  
 Acceso restringido a la UAB
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4.
13 p, 702.2 KB Interior-point methods : An old and new approach to nonlinear programming / Nesterov, Yu.
In this paper we discuss the main concepts of structural optimization, a field of nonlinear programming, which was formed by the intensive development of modern interior-point schemes. .
1997
Mathematical Programming, vol. 79 n. 1-3 (1997) p. 285-297  
 Acceso restringido a la UAB
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5.
16 p, 789.7 KB How to deal with the unbounded in optimization : Theory and algorithms / Auslender, A.
The aim of this survey is to show how the unbounded arises in optimization problems and how it leads to fundamental notions which are not only useful for proving theoretical results such as convergence of algorithms and the existence of optimal solutions, but also for constructing new methods. [...]
1997
Mathematical Programming, vol. 79 n. 1-3 (1997) p. 3-18  
 Acceso restringido a la UAB
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6.
20 p, 1010.2 KB First and second order analysis of nonlinear semidefinite programs / Shapiro, Alexander
In this paper we study nonlinear semidefinite programming problems. Convexity, duality and first-order optimality conditions for such problems are presented. A second-order analysis is also given. Second-order necessary and sufficient optimality conditions are derived. [...]
1997
Mathematical Programming, vol. 77 n. 2 (1997) p. 301-320  
 Acceso restringido a la UAB
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7.
13 p, 621.7 KB Equilibrium programming using proximal-like algorithms / Flå, Sjur Didrik ; Antipin, Anatoly S.
We compute constrained equilibria satisfying an optimality condition. Important examples include convex programming, saddle problems, noncooperative games, and variational inequalities. Under a monotonicity hypothesis we show that equilibrium solutions can be found via iterative convex minimization. [...]
1997
Mathematical Programming, vol. 78 n. 1 (1997) p. 29-41  
 Acceso restringido a la UAB
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8.
27 p, 1.1 MB A dual-active-set algorithm for positive semi-definite quadratic programming / Boland, N. L.
Because of the many important applications of quadratic programming, fast and efficient methods for solving quadratic programming problems are valued. Goldfarb and Idnani (1983) describe one such method. [...]
1997
Mathematical Programming, vol. 78 n. 1 (1997) p. 1-27  
 Acceso restringido a la UAB
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9.
27 p, 1.2 MB An infeasible interior-point algorithm for solving primal and dual geometric programs / Kortanek, K. O. ; Xiaojie, Xu ; Yinyu, Ye
In this paper an algorithm is presented for solving the classical posynomial geometric programming dual pair of problems simultaneously. The approach is by means of a primal-dual infeasible algorithm developed simultaneously for (i) the dual geometric program after logarithmic transformation of its objective function, and (ii) its Lagrangian dual program. [...]
1997
Mathematical Programming, vol. 76 n. 1 (1997) p. 155-181  
 Acceso restringido a la UAB
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