Related papers: A Computational Procedure for solving a Non-Convex…
Estimation of a quadratic functional over parameter spaces that are not quadratically convex is considered. It is shown, in contrast to the theory for quadratically convex parameter spaces, that optimal quadratic rules are often rate…
We discuss non-Euclidean deterministic and stochastic algorithms for optimization problems with strongly and uniformly convex objectives. We provide accuracy bounds for the performance of these algorithms and design methods which are…
In semi-supervised fuzzy clustering, this paper extends the traditional pairwise constraint (i.e., must-link or cannot-link) to fuzzy pairwise constraint. The fuzzy pairwise constraint allows a supervisor to provide the grade of similarity…
An abstract indefinite least squares problem with a quadratic constraint is considered. This is a quadratic programming problem with one quadratic equality constraint, where neither the objective nor the constraint are convex functions.…
In this paper, we consider the nonconvex quadratically constrained quadratic programming (QCQP) with one quadratic constraint. By employing the conjugate gradient method, an efficient algorithm is proposed to solve QCQP that exploits the…
In this paper defuzzification method of WABL is investigated, its properties are analyzed. The WABL method is applied to some fuzzy models. The package of applied programs is worked out on the base of proposed algorithms. The obtained in…
Sum-of-squares (SOS) optimization provides a computationally tractable framework for certifying polynomial nonnegativity. If the considered problem is convex, the SOS problem can be transcribed into and solved by semi-definite programs.…
Random fuzzy variables join the modeling of the impreciseness (due to their ``fuzzy part'') and randomness. Statistical samples of such objects are widely used, and their direct, numerically effective generation is therefore necessary.…
We propose a new method for linear second-order cone programs. It is based on the sequential quadratic programming framework for nonlinear programming. In contrast to interior point methods, it can capitalize on the warm-start capabilities…
A new fuzzy optimization framework that extends FCM causality is proposed. This model utilizes the dynamics to map data into metrics and create a framework that examines logical implication and hierarchy of concepts using a multiplex.…
Quadratic cone programs are rapidly becoming the standard canonical form for convex optimization problems. In this paper we address the question of differentiating the solution map for such problems, generalizing previous work for linear…
This paper presents a convex approach to the optimization of a cooperative rendezvous, that is, the problem of two distant spacecraft that simultaneously operate to get closer. Convex programming guarantees convergence towards the optimal…
Modification of a conceptual clustering algorithm Cobweb for the purpose of its application for numerical data is offered. Keywords: clustering, algorithm Cobweb, numerical data, fuzzy membership function.
In this paper, I obtain an $S$-type fuzzy point when two fuzzy numbers for two independent variables and a corresponding fuzzy number for the dependent variable are given. A comprehensive study on a conceptualization of a fuzzy plane as a…
In this study, we consider a linear differential equation with fuzzy boundary values. We express the solution of the problem in terms of a fuzzy set of crisp real functions. Each real function from the solution set satisfies differential…
In this paper, we propose a branch-and-bound algorithm for solving nonconvex quadratic programming problems with box constraints (BoxQP). Our approach combines existing tools, such as semidefinite programming (SDP) bounds strengthened…
Quadratic hypersurfaces are a natural generalization of affine subspaces, and projections are elementary blocks of algorithms in optimization and machine learning. It is therefore intriguing that no proper studies and tools have been…
Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The main focus is an algorithm proposed for the case when the constraint functions are deterministic,…
Linear projection schemes like Proper Orthogonal Decomposition can efficiently reduce the dimensions of dynamical systems but are naturally limited, e.g., for convection-dominated problems. Nonlinear approaches have shown to outperform…
Quadratically constrained quadratic programs (QCQPs) are ubiquitous in optimization: Such problems arise in applications from operations research, power systems, signal processing, chemical engineering, and portfolio theory, among others.…