Related papers: Conic optimization and complementarity problems
We consider optimization problems with a disjunctive structure of the constraints. Prominent examples of such problems are mathematical programs with equilibrium constraints or vanishing constraints. Based on the concepts of directional…
We consider relationships between optimality conditions using Newton diagrams and sums of squares of polynomials and power series.
For every list of integers x_1, ..., x_m there is some j such that x_1 + ... + x_j - x_{j+1} - ... - x_m \approx 0. So the list can be nearly balanced and for this we only need one alternation between addition and subtraction. But what if…
We provide a generalization of first-order necessary conditions of optimality for infinite-dimensional optimization problems with a finite number of inequality constraints and with a finite number of inequality and equality constraints. Our…
Some metric and graphical regularity properties of generalized constraint systems are investigated. Then, these properties are applied in order to penalize (in the sense of Clarke) various scalar and vector optimization problems. This…
We provide a simple and short proof of the Karush-Kuhn-Tucker theorem with finite number of equality and inequality constraints. The proof relies on an elementary linear algebra lemma and the local inverse theorem.
In this paper, a robust sequential quadratic programming method for constrained optimization is generalized to problem with an {expectation} objective function {and} deterministic equality and inequality constraints. A stochastic line…
A class of time-optimal control problems governed by semilinear parabolic equations with mixed pointwise constraints and final point constraints is considered. By introducing the so-called locally optimal solution to time-optimal control…
We describe a new approach based on tropical optimization techniques to solve the problem of rating alternatives from pairwise comparison data. The problem is formulated to approximate, in the log-Chebyshev sense, pairwise comparison…
Motivated by the minimal tower problem, an earlier work studied diagonalizations of covers where the covers are related to linear quasiorders (tau-covers). We deal with two types of combinatorial questions which arise from this study. 1.…
Separable convex optimization problems with linear ascending inequality and equality constraints are addressed in this paper. Under an ordering condition on the slopes of the functions at the origin, an algorithm that determines the optimum…
Recent advances in quantum computers are demonstrating the ability to solve problems at a scale beyond brute force classical simulation. As such, a widespread interest in quantum algorithms has developed in many areas, with optimization…
In the past few decades there has been a good deal of papers which are concerned with optimization problems in different areas of mathematics (along 0-1 words, finite or infinite) and which yield - sometimes quite unexpectedly - balanced…
This paper aims to solve a class of CEC benchmark constrained optimization problems that have been widely studied by nature-inspired optimization algorithms. Global optimality condition based on canonical duality theory is derived.…
We consider the constrained assortment optimization problem under the mixed multinomial logit model. Even moderately sized instances of this problem are challenging to solve directly using standard mixed-integer linear optimization…
We consider the convex quadratic optimization problem with indicator variables and arbitrary constraints on the indicators. We show that a convex hull description of the associated mixed-integer set in an extended space with a quadratic…
We consider methods for aggregating preferences that are based on the resolution of discrete optimization problems. The preferences are represented by arbitrary binary relations (possibly weighted) or incomplete paired comparison matrices.…
In this paper, we propose second-order sufficient optimality conditions for a very general nonconvex constrained optimization problem, which covers many prominent mathematical programs.Unlike the existing results in the literature, our…
In this paper, we generalize (accelerated) Newton's method with cubic regularization under inexact second-order information for (strongly) convex optimization problems. Under mild assumptions, we provide global rate of convergence of these…
The KKT optimality conditions for multi-objective interval-valued optimization problem on Hadamard manifold are studied in this paper. Several concepts of Pareto optimal solutions, considered under LU and CW ordering on the class of all…