Pub Date : 2024-03-21DOI: 10.1080/02331934.2024.2329788
Thanh Quoc Trinh, Phan Tu Vuong
We consider a first-order dynamical system for solving inverse quasi-variational inequalities in finite dimensional spaces. Through an explicit time discrete version of the proposed dynamical syste...
{"title":"The projection algorithm for inverse quasi-variational inequalities with applications to traffic assignment and network equilibrium control problems","authors":"Thanh Quoc Trinh, Phan Tu Vuong","doi":"10.1080/02331934.2024.2329788","DOIUrl":"https://doi.org/10.1080/02331934.2024.2329788","url":null,"abstract":"We consider a first-order dynamical system for solving inverse quasi-variational inequalities in finite dimensional spaces. Through an explicit time discrete version of the proposed dynamical syste...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"26 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140202111","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 : 2024-03-20DOI: 10.1080/02331934.2024.2329779
S.-M. Grad, F. Lara, R. T. Marcavillaca
We show that the recent relaxed-inertial proximal point algorithm due to Attouch and Cabot remains convergent when the function to be minimized is not convex, being only endowed with certain genera...
{"title":"Proximal point type algorithms with relaxed and inertial effects beyond convexity","authors":"S.-M. Grad, F. Lara, R. T. Marcavillaca","doi":"10.1080/02331934.2024.2329779","DOIUrl":"https://doi.org/10.1080/02331934.2024.2329779","url":null,"abstract":"We show that the recent relaxed-inertial proximal point algorithm due to Attouch and Cabot remains convergent when the function to be minimized is not convex, being only endowed with certain genera...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"96 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140167903","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 : 2024-03-19DOI: 10.1080/02331934.2024.2329271
Liqian Qin, Qiao-Li Dong, Yaxuan Zhang, D. R. Sahu
In this paper, we present a forward-backward-half forward splitting algorithm with deviations for solving the structured monotone inclusion problem composed of a maximally monotone operator, a maxi...
{"title":"Forward-backward-half forward splitting algorithm with deviations","authors":"Liqian Qin, Qiao-Li Dong, Yaxuan Zhang, D. R. Sahu","doi":"10.1080/02331934.2024.2329271","DOIUrl":"https://doi.org/10.1080/02331934.2024.2329271","url":null,"abstract":"In this paper, we present a forward-backward-half forward splitting algorithm with deviations for solving the structured monotone inclusion problem composed of a maximally monotone operator, a maxi...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"23 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140167847","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 : 2024-03-12DOI: 10.1080/02331934.2024.2313688
Lateef O. Jolaoso, Patrick Mehlitz, Alain B. Zemkoho
In this paper, we revisit the classical problem of solving over-determined systems of nonsmooth equations numerically. We suggest a nonsmooth Levenberg–Marquardt method for its solution which, in c...
{"title":"A fresh look at nonsmooth Levenberg–Marquardt methods with applications to bilevel optimization","authors":"Lateef O. Jolaoso, Patrick Mehlitz, Alain B. Zemkoho","doi":"10.1080/02331934.2024.2313688","DOIUrl":"https://doi.org/10.1080/02331934.2024.2313688","url":null,"abstract":"In this paper, we revisit the classical problem of solving over-determined systems of nonsmooth equations numerically. We suggest a nonsmooth Levenberg–Marquardt method for its solution which, in c...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"7 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140105943","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 : 2024-03-12DOI: 10.1080/02331934.2024.2326589
Akhtar A. Khan, Stanisław Migórski, Shengda Zeng
This paper investigates evolutionary quasi-variational inequalities that involve multi-valued monotone and pseudo-monotone maps. The purpose of including the pseudo-monotone map is to encompass gen...
{"title":"New existence results for evolutionary quasi-hemi-variational inequalities and their optimal control","authors":"Akhtar A. Khan, Stanisław Migórski, Shengda Zeng","doi":"10.1080/02331934.2024.2326589","DOIUrl":"https://doi.org/10.1080/02331934.2024.2326589","url":null,"abstract":"This paper investigates evolutionary quasi-variational inequalities that involve multi-valued monotone and pseudo-monotone maps. The purpose of including the pseudo-monotone map is to encompass gen...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"42 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140114919","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 : 2024-03-11DOI: 10.1080/02331934.2024.2323686
Pierre-Cyril Aubin-Frankowski, Alessandro Rudi
Handling an infinite number of inequality constraints in infinite-dimensional spaces occurs in many fields, from global optimization to optimal transport. These problems have been tackled individua...
{"title":"Approximation of optimization problems with constraints through kernel Sum-of-Squares","authors":"Pierre-Cyril Aubin-Frankowski, Alessandro Rudi","doi":"10.1080/02331934.2024.2323686","DOIUrl":"https://doi.org/10.1080/02331934.2024.2323686","url":null,"abstract":"Handling an infinite number of inequality constraints in infinite-dimensional spaces occurs in many fields, from global optimization to optimal transport. These problems have been tackled individua...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"25 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140117468","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 : 2024-03-08DOI: 10.1080/02331934.2024.2323107
Daniel Hoff, Patrick Mehlitz
This paper is concerned with the value function approach to multiobjective bilevel optimization which exploits a lower-level frontier-type mapping in order to replace the hierarchical model of two ...
本文关注多目标双层优化的价值函数方法，该方法利用了低层前沿类型映射，以取代双层优化的分层模型。
{"title":"Notes on the value function approach to multiobjective bilevel optimization","authors":"Daniel Hoff, Patrick Mehlitz","doi":"10.1080/02331934.2024.2323107","DOIUrl":"https://doi.org/10.1080/02331934.2024.2323107","url":null,"abstract":"This paper is concerned with the value function approach to multiobjective bilevel optimization which exploits a lower-level frontier-type mapping in order to replace the hierarchical model of two ...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"44 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140075541","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 : 2024-03-06DOI: 10.1080/02331934.2024.2325552
Dirk A. Lorenz, Jannis Marquardt, Emanuele Naldi
In this paper, the degenerate preconditioned proximal point algorithm will be combined with the idea of varying preconditioners leading to the degenerate variable metric proximal point algorithm. T...
在本文中，退化预处理近点算法将与变化预处理思想相结合，从而产生退化可变度量近点算法。T...
{"title":"The degenerate variable metric proximal point algorithm and adaptive stepsizes for primal–dual Douglas–Rachford","authors":"Dirk A. Lorenz, Jannis Marquardt, Emanuele Naldi","doi":"10.1080/02331934.2024.2325552","DOIUrl":"https://doi.org/10.1080/02331934.2024.2325552","url":null,"abstract":"In this paper, the degenerate preconditioned proximal point algorithm will be combined with the idea of varying preconditioners leading to the degenerate variable metric proximal point algorithm. T...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"23 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140075564","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 : 2024-03-05DOI: 10.1080/02331934.2024.2324143
Kerem Uğurlu
We study the portfolio optimization problem of an investor seeking to maximize his terminal wealth. The portfolio is composed of one risky asset, a stock, and one riskless asset, a bond. We assume ...
{"title":"Terminal wealth maximization under drift uncertainty","authors":"Kerem Uğurlu","doi":"10.1080/02331934.2024.2324143","DOIUrl":"https://doi.org/10.1080/02331934.2024.2324143","url":null,"abstract":"We study the portfolio optimization problem of an investor seeking to maximize his terminal wealth. The portfolio is composed of one risky asset, a stock, and one riskless asset, a bond. We assume ...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"80 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140032556","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 : 2024-03-03DOI: 10.1080/02331934.2024.2323684
Bingdi Huang, Peiping Shen
This paper studies a class of linear multiplicative problems (LMP). To find a global optimal solution of problem (LMP), we first convert problem (LMP) into an equivalent problem (EP) via auxiliary ...
{"title":"A new branch and bound method for solving linear multiplicative programming problems","authors":"Bingdi Huang, Peiping Shen","doi":"10.1080/02331934.2024.2323684","DOIUrl":"https://doi.org/10.1080/02331934.2024.2323684","url":null,"abstract":"This paper studies a class of linear multiplicative problems (LMP). To find a global optimal solution of problem (LMP), we first convert problem (LMP) into an equivalent problem (EP) via auxiliary ...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"39 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140032674","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}
京公网安备 11010802042870号
京ICP备2023020795号-1
扫码关注我们
求助内容：
应助结果提醒方式：