Pub Date : 2023-11-04DOI: 10.1007/s10898-023-01333-5
Saulius Tautvaišas, Julius Žilinskas
{"title":"Heteroscedastic Bayesian optimization using generalized product of experts","authors":"Saulius Tautvaišas, Julius Žilinskas","doi":"10.1007/s10898-023-01333-5","DOIUrl":"https://doi.org/10.1007/s10898-023-01333-5","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":"39 6","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135773611","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-03DOI: 10.1007/s10898-023-01334-4
Eyal Cohen, D. Russell Luke, Titus Pinta, Shoham Sabach, Marc Teboulle
{"title":"A semi-Bregman proximal alternating method for a class of nonconvex problems: local and global convergence analysis","authors":"Eyal Cohen, D. Russell Luke, Titus Pinta, Shoham Sabach, Marc Teboulle","doi":"10.1007/s10898-023-01334-4","DOIUrl":"https://doi.org/10.1007/s10898-023-01334-4","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":"31 6","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135820217","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-06DOI: 10.1007/s10898-023-01332-6
Yueyao Li, Wenxun Xing
{"title":"Globalized distributionally robust optimization based on samples","authors":"Yueyao Li, Wenxun Xing","doi":"10.1007/s10898-023-01332-6","DOIUrl":"https://doi.org/10.1007/s10898-023-01332-6","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":"68 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135350305","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-03DOI: 10.1007/s10898-023-01331-7
Yongdo Lim, Hoang Ngoc Tuan, Nguyen Dong Yen
{"title":"DC algorithms in Hilbert spaces and the solution of indefinite infinite-dimensional quadratic programs","authors":"Yongdo Lim, Hoang Ngoc Tuan, Nguyen Dong Yen","doi":"10.1007/s10898-023-01331-7","DOIUrl":"https://doi.org/10.1007/s10898-023-01331-7","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":"236 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135695838","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-29DOI: 10.1007/s10898-023-01329-1
Christian Bingane, Michael J. Mossinghoff
{"title":"Small polygons with large area","authors":"Christian Bingane, Michael J. Mossinghoff","doi":"10.1007/s10898-023-01329-1","DOIUrl":"https://doi.org/10.1007/s10898-023-01329-1","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":"43 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135133338","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-25DOI: 10.1007/s10898-023-01325-5
Christian Kanzow, Tanja Neder
Abstract A bundle method for minimizing the difference of convex (DC) and possibly nonsmooth functions is developed. The method may be viewed as an inexact version of the DC algorithm, where each subproblem is solved only approximately by a bundle method. We always terminate the bundle method after the first serious step. This yields a descent direction for the original objective function, and it is shown that a stepsize of at least one is accepted in this way. Using a line search, even larger stepsizes are possible. The overall method is shown to be globally convergent to critical points of DC programs. The new algorithm is tested and compared to some other solution methods on several examples and realistic applications.
{"title":"A bundle-type method for nonsmooth DC programs","authors":"Christian Kanzow, Tanja Neder","doi":"10.1007/s10898-023-01325-5","DOIUrl":"https://doi.org/10.1007/s10898-023-01325-5","url":null,"abstract":"Abstract A bundle method for minimizing the difference of convex (DC) and possibly nonsmooth functions is developed. The method may be viewed as an inexact version of the DC algorithm, where each subproblem is solved only approximately by a bundle method. We always terminate the bundle method after the first serious step. This yields a descent direction for the original objective function, and it is shown that a stepsize of at least one is accepted in this way. Using a line search, even larger stepsizes are possible. The overall method is shown to be globally convergent to critical points of DC programs. The new algorithm is tested and compared to some other solution methods on several examples and realistic applications.","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":"47 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135770714","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-21DOI: 10.1007/s10898-023-01328-2
Zhiming Zhong, Neng Fan, Lei Wu
{"title":"Multistage robust optimization for the day-ahead scheduling of hybrid thermal-hydro-wind-solar systems","authors":"Zhiming Zhong, Neng Fan, Lei Wu","doi":"10.1007/s10898-023-01328-2","DOIUrl":"https://doi.org/10.1007/s10898-023-01328-2","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":"24 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136235730","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-19DOI: 10.1007/s10898-023-01327-3
Wenyan Han, Guolin Yu
{"title":"Optimality and error bound for set optimization with application to uncertain multi-objective programming","authors":"Wenyan Han, Guolin Yu","doi":"10.1007/s10898-023-01327-3","DOIUrl":"https://doi.org/10.1007/s10898-023-01327-3","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135060989","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-16DOI: 10.1007/s10898-023-01326-4
Shimin Zhao, Tao Yan, Yuanguo Zhu
{"title":"Proximal gradient algorithm with trust region scheme on Riemannian manifold","authors":"Shimin Zhao, Tao Yan, Yuanguo Zhu","doi":"10.1007/s10898-023-01326-4","DOIUrl":"https://doi.org/10.1007/s10898-023-01326-4","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":"25 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135307745","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}