Related papers: A Computational Procedure for solving a Non-Convex…
A multi-convex optimization problem is one in which the variables can be partitioned into sets over which the problem is convex when the other variables are fixed. Multi-convex problems are generally solved approximately using variations on…
Geometric programming problem is a powerful tool for solving some special type non-linear programming problems. It has a wide range of applications in optimization and engineering for solving some complex optimization problems. Many…
In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…
In this article, a globally convergent sequential quadratic programming (SQP) method is developed for multi-objective optimization problems with inequality type constraints. A feasible descent direction is obtained using a linear…
Quadratic systems with lossless quadratic terms arise in many applications, including models of atmosphere and incompressible fluid flows. Such systems have a trapping region if all trajectories eventually converge to and stay within a…
This paper aims to find efficient solutions to a multi-objective optimization problem (MP) with convex polynomial data. To this end, a hybrid method, which allows us to transform problem (MP) into a scalar convex polynomial optimization…
In this paper, we find a non-dominated solution of a fuzzy maximum-return problem ( unconstrained single-variable fuzzy optimization problem ) . We establish Newton method to find the solution of the unconstrained single-variable fuzzy…
This paper presents a canonical dual approach to the problem of minimizing the sum of a quadratic function and the ratio of nonconvex function and quadratic functions, which is a type of non-convex optimization problem subject to an…
The paper covers a formulation of the inverse quadratic programming problem in terms of unconstrained optimization where it is required to find the unknown parameters (the matrix of the quadratic form and the vector of the quasi-linear part…
This work aims to introduce the framework of polynomial optimization theory to solve fractional polynomial problems (FPPs). Unlike other widely used optimization frameworks, the proposed one applies to a larger class of FPPs, not…
The fuzzy integral is a powerful parametric nonlin-ear function with utility in a wide range of applications, from information fusion to classification, regression, decision making,interpolation, metrics, morphology, and beyond. While the…
In this paper, we investigate a class of non-convex sum-of-ratios programs relevant to decision-making in key areas such as product assortment and pricing, and facility location and cost planning. These optimization problems, characterized…
The research interest of this paper is focused on the efficient clustering task for an arbitrary color data. In order to tackle this problem, we have tried to model the inherent uncertainty and vagueness of color data using fuzzy color…
This paper presents a piecewise convexification method for solving non-convex multi-objective optimization problems with box constraints. Based on the ideas of the $\alpha$-based Branch and Bound (${\rm \alpha BB}$) method of global…
In this paper, we present a new approach to linearizing zero-one quadratic minimization problem which has many applications in computer science and communications. Our algorithm is based on the observation that the quadratic term of…
In the first part of this work [32], we introduce a convex parabolic relaxation for quadratically-constrained quadratic programs, along with a sequential penalized parabolic relaxation algorithm to recover near-optimal feasible solutions.…
In this paper we introduce an open-source software package written in C++ for efficiently finding solutions to quadratic programming problems with linear complementarity constraints. These problems arise in a wide range of applications in…
We extend Robust Optimization to fractional programming, where both the objective and the constraints contain uncertain parameters. Earlier work did not consider uncertainty in both the objective and the constraints, or did not use Robust…
CPU Scheduling is the base of multiprogramming. Scheduling is a process which decides order of task from a set of multiple tasks that are ready to execute. There are number of CPU scheduling algorithms available, but it is very difficult…
We develop a spatial branch-and-cut approach for nonconvex Quadratically Constrained Quadratic Programs with bounded complex variables (CQCQP). Linear valid inequalities are added at each node of the search tree to strengthen semidefinite…