Add to ORKGWe consider the parametric minimization problem with a Lipschitz objective function. We propose an approach for solving the original problem in a finite number of steps in order to obtain a solution with a given accuraly
In [1], Nesterov has introduced an optimal algorithm with constant step-size, with is th...
Abstract. Optimality conditions are established in terms of Lagrange– Kuhn–Tucker multipliers for mu...
This paper introduces an innovative extension of the DIRECT algorithm specifically designed to solve...
A well-known example of global optimization that provides solutions within fixed error limits is opt...
The global optimization problem min f(x), x in S with S=[a,b], a, b in Rn and f(x) satisfying the L...
This thesis is a study of convex parametric programs on regions of stability. The main tools are com...
A well-known example of global optimization that provides solutions within fixed error limits is opt...
Lecture Notes in Computer Science book series (LNCS, volume 11653)In a (linear) parametric optimizat...
In this thesis, Direct (DIviding RECTangles) type algorithms based on Lipschitz objective function m...
Methods of Lipschitz optimization allow one to find and confirm the global minimum of multivariate L...
AbstractA new algorithm for full global optimization of a Lipschitzian function over an arbitrary bo...
This paper deals with two kinds of the one-dimensional global optimization problem over a closed fin...
The problem of optimizing a nonlinear function of one or more variables in the sense of locating the...
. We propose a new elimination method for linear and quadratic optimization involving parametric coe...
The global optimisation problem has received much attention in the past twenty-five years. The probl...
In [1], Nesterov has introduced an optimal algorithm with constant step-size, with is th...
Abstract. Optimality conditions are established in terms of Lagrange– Kuhn–Tucker multipliers for mu...
This paper introduces an innovative extension of the DIRECT algorithm specifically designed to solve...
A well-known example of global optimization that provides solutions within fixed error limits is opt...
The global optimization problem min f(x), x in S with S=[a,b], a, b in Rn and f(x) satisfying the L...
This thesis is a study of convex parametric programs on regions of stability. The main tools are com...
A well-known example of global optimization that provides solutions within fixed error limits is opt...
Lecture Notes in Computer Science book series (LNCS, volume 11653)In a (linear) parametric optimizat...
In this thesis, Direct (DIviding RECTangles) type algorithms based on Lipschitz objective function m...
Methods of Lipschitz optimization allow one to find and confirm the global minimum of multivariate L...
AbstractA new algorithm for full global optimization of a Lipschitzian function over an arbitrary bo...
This paper deals with two kinds of the one-dimensional global optimization problem over a closed fin...
The problem of optimizing a nonlinear function of one or more variables in the sense of locating the...
. We propose a new elimination method for linear and quadratic optimization involving parametric coe...
The global optimisation problem has received much attention in the past twenty-five years. The probl...
In [1], Nesterov has introduced an optimal algorithm with constant step-size, with is th...
Abstract. Optimality conditions are established in terms of Lagrange– Kuhn–Tucker multipliers for mu...
This paper introduces an innovative extension of the DIRECT algorithm specifically designed to solve...