yusuke1997/dblp-id-title huggingface dataset:
Markov chain analysis of genetic algorithms applied to fitness functions perturbed concurrently by additive and multiplicative noise
New Bregman proximal type algorithms for solving DC optimization problems﻿
Branch-and-cut-and-price algorithms for the Degree Constrained Minimum Spanning Tree Problem
A mixed breadth-depth first strategy for the branch and bound tree of Euclidean k -center problems
Measuring Risk for Income Streams
Frequency assignment in a SDMA satellite communication system with beam decentring feature
Optimization reformulations of the generalized Nash equilibrium problem using Nikaido-Isoda-type functions
On a minimization problem of the maximum generalized eigenvalue: properties and algorithms
On the use of the energy norm in trust-region and adaptive cubic regularization subproblems
Algorithms for generalized potential games with mixed-integer variables
A column generation method for the multiple-choice multi-dimensional knapsack problem
Parabolic optimal control problems with combinatorial switching constraints, part III: branch-and-bound algorithm
A stochastic primal-dual method for a class of nonconvex constrained optimization
A computational analysis of lower bounds for big bucket production planning problems
A class of nonlinear Lagrangians for nonconvex second order cone programming
An inexact regularized proximal Newton method without line search
A nested primal-dual FISTA-like scheme for composite convex optimization problems
MDTri: robust and efficient global mixed integer search of spaces of multiple ternary alloys
Minimizing a Sum of Norms Subject to Linear Equality Constraints
A simple convergence analysis of Bregman proximal gradient algorithm
Calmness and Exact Penalization in Vector Optimization with Cone Constraints
The min-cut and vertex separator problem
Convergence Rate of The Trust Region Method for Nonlinear Equations Under Local Error Bound Condition
An exact and heuristic approach for the d -minimum branch vertices problem
Stochastic derivative-free optimization using a trust region framework
Iterative Convex Quadratic Approximation for Global Optimization in Protein Docking
MINQ8: general definite and bound constrained indefinite quadratic programming
Avoiding bad steps in Frank-Wolfe variants
Constrained Dogleg methods for nonlinear systems with simple bounds
Comparison of Two Kinds of Prediction-Correction Methods for Monotone Variational Inequalities
A Globally Convergent Sequential Quadratic Programming Algorithm for Mathematical Programs with Linear Complementarity Constraints
Inertial alternating direction method of multipliers for non-convex non-smooth optimization
A proximal method for identifying active manifolds
Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse
Improved constraint consensus methods for seeking feasibility in nonlinear programs
An improved trust region algorithm for nonlinear equations
Multiple machine continuous setup lotsizing with sequence-dependent setups
A Note on Reducing the Number of Variables in Integer Programming Problems
Extragradient method with feasible inexact projection to variational inequality problem
Conditional gradient method for multiobjective optimization
A Fokker-Planck approach to control collective motion
An augmented Lagrangian ant colony based method for constrained optimization
Correction: On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions
An Efficient Monte Carlo Method for Optimal Control Problems with Uncertainty
On the Interplay among Entropy, Variable Metrics and Potential Functions in Interior-Point Algorithms
Efficient preprocessing for VLSI optimization problems
Gap functions and penalization for solving equilibrium problems with nonlinear constraints
Solving constrained nonsmooth group sparse optimization via group Capped-ℓ 1 relaxation and group smoothing proximal gradient algorithm
Efficient algorithms for robust and stable principal component pursuit problems
Generalized Krasnoselskii-Mann-type iterations for nonexpansive mappings in Hilbert spaces
Semi-definite programming relaxation of quadratic assignment problems based on nonredundant matrix splitting
Approximate dynamic programming for stochastic N -stage optimization with application to optimal consumption under uncertainty
Exact Solutions of Some Nonconvex Quadratic Optimization Problems via SDP and SOCP Relaxations
On an algorithm solving two-level programming problems with nonunique lower level solutions
Error Estimates for the Numerical Approximation of a Semilinear Elliptic Control Problem
Scalarizations for adaptively solving multi-objective optimization problems
Scaling, shifting and weighting in interior-point methods
First-Order Algorithms for Generalized Semi-Infinite Min-Max Problems
A new method for interpolating in a convex subset of a Hilbert space
Error estimates for Runge-Kutta schemes of optimal control problems with index 1 DAEs
Single-forward-step projective splitting: exploiting cocoercivity
Guest Editorial
Spherical Minimax Location Problem
Interior Point Methods for Second-Order Cone Programming and OR Applications
A smoothing Newton-type method for solving the L 2 spectral estimation problem with lower and upper bounds
Global Optimization Techniques for Solving the General Quadratic Integer Programming Problem
A Primal-Dual Algorithm for Monotropic Programming and its Application to Network Optimization
Random problem generation and the computation of efficient extreme points in multiple objective linear programming
Quartic Barriers
Rank-two update algorithms for the minimum volume enclosing ellipsoid problem
Two-commodity opposite direction network flow formulations for the travelling salesman problem
Stabilization of Interior-Point Methods for Linear Programming
A special class of set covering problems
An efficient computational method for large scale surgery scheduling problems with chance constraints
Weak convergence of iterative methods for solving quasimonotone variational inequalities
Gradient Methods with Adaptive Step-Sizes
A successive centralized circumcentered-reflection method for the convex feasibility problem
On the inexact scaled gradient projection method
Reduced quasi-Newton method for simultaneous design and optimization
A smoothing Levenberg-Marquardt algorithm for semi-infinite programming
A combinatorial algorithm for the TDMA message scheduling problem
The Uzawa-MBB type algorithm for nonsymmetric saddle point problems
On Generalizations of the Frank-Wolfe Theorem to Convex and Quasi-Convex Programmes
Generic linear convergence through metric subregularity in a variable-metric extension of the proximal point algorithm
A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure
A Scaled Gradient Projection method for the realization of the balancing principle in TGV-based image restoration
The Lagrange-Newton method for state constrained optimal control problems
Efficient Computation of Optimal Controls for the Exchange Processes During the Dialysis Therapy
Long-step path-following algorithm for solving symmetric programming problems with nonlinear objective functions
Minimal containment under homothetics: a simple cutting plane approach
A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme
Primal-dual proximal point algorithm for linearly constrained convex programming problems
Decomposition Methods for Differentiable Optimization Problems over Cartesian Product Sets
A Global Regularization Method for Solving the Finite Min-Max Problem
Optimality conditions for Tucker low-rank tensor optimization
Diagonal BFGS updates and applications to the limited memory BFGS method
A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem
A New Lagrangian Relaxation Based Algorithm for a Class of Multidimensional Assignment Problems
An extrapolated iteratively reweighted ℓ 1 method with complexity analysis
Bundle Methods in Stochastic Optimal Power Management: A Disaggregated Approach Using Preconditioners
Application of the alternating direction method of multipliers to separable convex programming problems
Shunting Minimal Rail Car Allocation
Experimental Results on Using General Disjunctions in Branch-and-Bound for General-Integer Linear Programs
Branch and cut algorithms for detecting critical nodes in undirected graphs
Algorithms with high order convergence speed for blind source extraction
Linear convergence analysis of the use of gradient projection methods on total variation problems
Novel update techniques for the revised simplex method
Particle methods for stochastic optimal control problems
Automatic differentiation of explicit Runge-Kutta methods for optimal control
An augmented subgradient method for minimizing nonsmooth DC functions
Hybridizing local search algorithms for global optimization
A matrix nonconvex relaxation approach to unconstrained binary polynomial programs
Convergence analysis of truncated incomplete Hessian Newton minimization method and application in biomolecular potential energy minimization
An adaptive gradient method for computing generalized tensor eigenpairs
A polynomial optimization approach to constant rebalanced portfolio selection
Derivative-free methods for bound constrained mixed-integer optimization
A general preconditioner for a class of vertical tensor complementarity problems
An iterative approach for cone complementarity problems for nonsmooth dynamics
A practical but rigorous approach to sum-of-ratios optimization in geometric applications
Scheduling Classes on a College Campus
Convergence and Error Bound for Perturbation of Linear Programs
New biconvex optimization for planning of battery energy storage systems
Duality of nonconvex optimization with positively homogeneous functions
Optimal Security Liquidation Algorithms
A Truncated Nonmonotone Gauss-Newton Method for Large-Scale Nonlinear Least-Squares Problems
A generalized elastic net regularization with smoothed \(\ell _{q}\) penalty for sparse vector recovery
Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach
Heuristics for convex mixed integer nonlinear programs
Randomized Kaczmarz methods for tensor complementarity problems
Parameter identification in financial market models with a feasible point SQP algorithm
A variation of Broyden class methods using Householder adaptive transforms
Globalized inexact proximal Newton-type methods for nonconvex composite functions
An improved proximal alternating direction method for monotone variational inequalities with separable structure
The Lagrange method for the regularization of discrete ill-posed problems
A stochastic first-order trust-region method with inexact restoration for finite-sum minimization
Efficient Computation of the Hausdorff Distance Between Polytopes by Exterior Random Covering
Minimizing the Mean Damage for Parallel-Series Systems with Two Failure Modes
The continuous stochastic gradient method: part II-application and numerics
A computational study of exact knapsack separation for the generalized assignment problem
Nonsmooth optimization reformulations characterizing all solutions of jointly convex generalized Nash equilibrium problems
Global convergence and rate of convergence of a method of centers
Branch-and-Price Algorithms for the One-Dimensional Cutting Stock Problem
Approximation of low rank solutions for linear quadratic control of partial differential equations
On Improvements to the Analytic Center Cutting Plane Method
A Filippov approximation theorem for strengthened one-sided Lipschitz differential inclusions
A generalized conditional gradient method and its connection to an iterative shrinkage method
Inverse sorting problem by minimizing the total weighted number of changes and partial inverse sorting problems
A leapfrog semi-smooth Newton-multigrid method for semilinear parabolic optimal control problems
A semismooth Newton based dual proximal point algorithm for maximum eigenvalue problem
Level bundle methods for constrained convex optimization with various oracles
Determination of initial temperature in fast simulated annealing
Optimization Techniques for Solving Elliptic Control Problems with Control and State Constraints. Part 2: Distributed Control
Variable neighborhood scatter search for the incremental graph drawing problem
Efficient local search procedures for quadratic fractional programming problems
A general theorem on error estimates with application to a quasilinear elliptic optimal control problem
Approximated perspective relaxations: a project and lift approach
An inexact successive quadratic approximation method for a class of difference-of-convex optimization problems
Efficient calculation of regular simplex gradients
Incremental Gradient Algorithms with Stepsizes Bounded Away from Zero
Minimization over the ℓ 1 -ball using an active-set non-monotone projected gradient
Ultra-small world detection in networks: subgraphs with prescribed distance distributions
A new proximal heavy ball inexact line-search algorithm
A Preconditioned Conjugate Gradient Approach to Linear Equality Constrained Minimization
Zero-norm regularized problems: equivalent surrogates, proximal MM method and statistical error bound
Increasing reliability of price signals in long term energy management problems
A Partitioned ∈-Relaxation Algorithm for Separable Convex Network Flow Problems
Distributed versus Centralized Storage and Control for Parallel Branch and Bound: Mixed Integer Programming on the CM-5
A parallel optimisation approach for the realisation problem in intensity modulated radiotherapy treatment planning
A Staged Continuous Tabu Search Algorithm for the Global Optimization and its Applications to the Design of Fiber Bragg Gratings
An algorithm for the estimation of a regression function by continuous piecewise linear functions
A Modified Barrier-Augmented Lagrangian Method for Constrained Minimization
COAP 2019 Best Paper Prize: Paper of Andreas Tillmann
Parallel splitting augmented Lagrangian methods for monotone structured variational inequalities
Finding the global optimum of a class of quartic minimization problem
Numerical Gradients for Shape Optimization Based on Embedding Domain Techniques
Regularized methods via cubic model subspace minimization for nonconvex optimization
A new infeasible proximal bundle algorithm for nonsmooth nonconvex constrained optimization
Exploiting separability in large-scale linear support vector machine training
Adversarial perturbations of physical signals
Undominated d.c. Decompositions of Quadratic Functions and Applications to Branch-and-Bound Approaches
Distortion compensation as a shape optimisation problem for a sharp interface model
Convergence Analysis of an Infeasible Interior Point Algorithm Based on a Regularized Central Path for Linear Complementarity Problems
Strengthened splitting methods for computing resolvents
Convergence rates of subgradient methods for quasi-convex optimization problems
Stable barrier-projection and barrier-Newton methods in linear programming
Decomposition Algorithms for Some Deterministic and Two-Stage Stochastic Single-Leader Multi-Follower Games
On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
A class of quasi-variational inequalities for adaptive image denoising and decomposition
An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems
Error estimates for the discretization of elliptic control problems with pointwise control and state constraints
A semidefinite relaxation method for second-order cone polynomial complementarity problems
Exploiting derivative-free local searches in DIRECT-type algorithms for global optimization
Finding search directions in quasi-Newton methods for minimizing a quadratic function subject to uncertainty
Optimization over the Pareto front of nonconvex multi-objective optimal control problems
Predictor-Corrector Smoothing Methods for Linear Programs with a More Flexible Update of the Smoothing Parameter
A computational study of several heuristics for the DRPP
Real eigenvalues of nonsymmetric tensors
On handling indicator constraints in mixed integer programming
A GRASP for Coloring Sparse Graphs
A collision detection approach for maximizing the material utilization
Metric-Based Symmetric Rank-One Updates
A Tabu Search Algorithm for the Quadratic Assignment Problem
General-purpose preconditioning for regularized interior point methods
Solving the linear multiple choice knapsack problem with two objectives: profit and equity
Average curvature FISTA for nonconvex smooth composite optimization problems
Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming
Fastest rates for stochastic mirror descent methods
A priori error analysis of the upwind symmetric interior penalty Galerkin (SIPG) method for the optimal control problems governed by unsteady convection diffusion equations
Regularized standard polynomial programming formulations for the maximum clique problem
An efficient global algorithm for indefinite separable quadratic knapsack problems with box constraints
Mixed-integer nonlinear programs featuring "on/off" constraints
A second-order sequential optimality condition for nonlinear second-order cone programming problems
Approximate and exact algorithms for the double-constrained two-dimensional guillotine cutting stock problem
Fast algorithm for singly linearly constrained quadratic programs with box-like constraints
Concave programming for minimizing the zero-norm over polyhedral sets
A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint
Feasible Interior Methods Using Slacks for Nonlinear Optimization
Truncated regularized Newton method for convex minimizations
Regularity and well-posedness of a dual program for convex best C 1 -spline interpolation
A level set method for Laplacian eigenvalue optimization subject to geometric constraints
Computing Aviation Sparing Policies: Solving a Large Nonlinear Integer Program
A randomized feasible algorithm for optimization with orthogonal constraints
On the convergence of alternating minimization methods in variational PGD
A convergent relaxation of the Douglas-Rachford algorithm
Spectral conjugate gradient methods for vector optimization problems
Newton's method with feasible inexact projections for solving constrained generalized equations
An efficient sampling method for stochastic inverse problems
Learning Equilibrium Play: A Myopic Approach
On the convergence of primal-dual interior-point methods with wide neighborhoods
New results for molecular formation under pairwise potential minimization
Inverse problems and solution methods for a class of nonlinear complementarity problems
Restarting the accelerated coordinate descent method with a rough strong convexity estimate
Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates
A new Branch and Bound method for a discrete truss topology design problem
Double-Regularization Proximal Methods, with Complementarity Applications
Best interpolation in a strip II: Reduction to unconstrained convex optimization
Optimization with Variable Sets of Constraints and an Application to Truss Design
Inexact penalty decomposition methods for optimization problems with geometric constraints
A constrained optimization reformulation and a feasible descent direction method for L 1/2 regularization
Linear equalities in blackbox optimization
On the convergence of steepest descent methods for multiobjective optimization
A Set of Greedy Randomized Adaptive Local Search Procedure (GRASP) Implementations for the Multidimensional Assignment Problem
An alternating structured trust region algorithm for separable optimization problems with nonconvex constraints
Lifted stationary points of sparse optimization with complementarity constraints
Quantitative analysis for a class of two-stage stochastic linear variational inequality problems
Solution Methodologies for the Smallest Enclosing Circle Problem
A numerical method for nonconvex multi-objective optimal control problems
An inexact modified subgradient algorithm for nonconvex optimization
Applying the Minimum Risk Criterion in Stochastic Recourse Programs
Optimal averaged Hausdorff archives for bi-objective problems: theoretical and numerical results
A branch-and-prune algorithm for discrete Nash equilibrium problems
Continuous optimization by a variant of simulated annealing
Semidefinite programming approach for the quadratic assignment problem with a sparse graph
Efficiently solving total least squares with Tikhonov identical regularization
Improved approximation rates for a parabolic control problem with an objective promoting directional sparsity
Globally convergent Jacobian smoothing inexact Newton methods for NCP
Parallel cyclic reduction strategies for linear systems that arise in dynamic optimization problems
Fast feasibility check of the multi-material vertical alignment problem in road design
Stable local volatility function calibration using spline kernel
Global optimization via inverse distance weighting and radial basis functions
Global and Superlinear Convergence of a Restricted Class of Self-Scaling Methods with Inexact Line Searches, for Convex Functions
An adaptive accelerated proximal gradient method and its homotopy continuation for sparse optimization
Partially Strictly Monotone and Nonlinear Penalty Functions for Constrained Mathematical Programs
Global convergence of a BFGS-type algorithm for nonconvex multiobjective optimization problems
A comparative study of decomposition algorithms for stochastic combinatorial optimization
A trust-region-based derivative free algorithm for mixed integer programming
A proximal point algorithm based on decomposition method for cone constrained multiobjective optimization problems
A primal-dual augmented Lagrangian
Finding a best approximation pair of points for two polyhedra
A New branch-and-cut algorithm for linear sum-of-ratios problem based on SLO method and LO relaxation
Treasury Management Model with Foreign Exchange Exposure
Augmented Lagrangian and exact penalty methods for quasi-variational inequalities
Local Convergence of a Primal-Dual Method for Degenerate Nonlinear Programming
Convex reformulations for solving a nonlinear network design problem
A hybrid inexact regularized Newton and negative curvature method
Proximal-like contraction methods for monotone variational inequalities in a unified framework I: Effective quadruplet and primary methods
Robust truss topology optimization via semidefinite programming with complementarity constraints: a difference-of-convex programming approach
Adaptive l 1 -regularization for short-selling control in portfolio selection
A Proximal Bundle Method Based on Approximate Subgradients
Solving Posynomial Geometric Programming Problems via Generalized Linear Programming
Globally convergent evolution strategies for constrained optimization
Maximum-norm a posteriori error estimates for an optimal control problem
Limited memory BFGS method based on a high-order tensor model
COAP 2023 best paper prize
Asymptotic Results for Random Multidimensional Assignment Problems
Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach
Selective Search for Global Optimization of Zero or Small Residual Least-Squares Problems: A Numerical Study
An efficient method for solving a matrix least squares problem over a matrix inequality constraint
Maximum utility product pricing models and algorithms based on reservation price
A homogeneous model for monotone mixed horizontal linear complementarity problems
Designing a majorization scheme for the recourse function in two-stage stochastic linear programming
Comparative study of RPSALG algorithm for convex semi-infinite programming
Multiobjective swarm intelligence for the traffic grooming problem
An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation
A Class of Augmented Filled Functions