Search Results - "Minimax problems in mathematical programming"

The MDM Algorithm and the Sylvester Problem: The MDM algorithm and the Sylvester problem

Authors: Malozemov, V. N. Solov'eva, N. A. Tamasyan, G. Sh.

Source: Computational Mathematics and Mathematical Physics. 64:1396-1412

Subject Terms: quadratic programming, Quadratic programming, Sylvester problem, MDM algorithm, Minimax problems in mathematical programming, \(n\)-dimensional polytopes

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Robust vertex centdian facility location problem on tree networks

Authors: Soudabeh Seyyedi Ghomi Fahimeh Baroughi

Source: Annals of Operations Research. 341:1135-1149

Subject Terms: Discrete location and assignment, centdian location problem, minmax criterion, Deterministic network models in operations research, robust optimization, minmax regret, Minimax problems in mathematical programming

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Two sufficient descent spectral conjugate gradient algorithms for unconstrained optimization with application

Authors: Ibrahim, Sulaiman Mohammed Salihu, Nasiru

Source: Optimization and Engineering. 26:655-679

Subject Terms: Large-scale problems in mathematical programming, Applications of mathematical programming, Numerical mathematical programming methods, Nonlinear programming, conjugate gradient, Minimax problems in mathematical programming, spectral parameter, image restoration, large scale optimization, convergence analysis

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Access URL: https://zbmath.org/8008782
https://doi.org/10.1007/s11081-024-09899-z

First-Order Penalty Methods for Bilevel Optimization: First-order penalty methods for bilevel optimization

Authors: Zhaosong Lu Sanyou Mei

Source: SIAM Journal on Optimization. 34:1937-1969

Subject Terms: bilevel optimization, first-order methods, FOS: Computer and information sciences, Computer Science - Machine Learning, 0211 other engineering and technologies, operation complexity, Machine Learning (stat.ML), 02 engineering and technology, Numerical Analysis (math.NA), Nonconvex programming, global optimization, Minimax problems in mathematical programming, Machine Learning (cs.LG), penalty methods, Numerical mathematical programming methods, Nonlinear programming, Statistics - Machine Learning, Optimization and Control (math.OC), FOS: Mathematics, minimax optimization, Mathematics - Numerical Analysis, 90C26, 90C30, 90C47, 90C99, 65K05, Mathematics - Optimization and Control

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Access URL: http://arxiv.org/abs/2301.01716

Optimality conditions and sensitivity analysis in parametric nonconvex minimax programming

Authors: D. T. V. An N. H. Hung D. T. Ngoan et al.

Source: Journal of Global Optimization. 90:53-72

Subject Terms: optimality conditions, Mordukhovich subdifferentials, Sensitivity, stability, parametric optimization, metric qualification condition, optimal value function, Optimality conditions and duality in mathematical programming, Minimax problems in mathematical programming, subdifferentiation of maximum functions, Multi-objective and goal programming, parametric nonconvex minimax programming

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Access URL: https://zbmath.org/7914897
https://doi.org/10.1007/s10898-024-01388-y

Global algorithm for effectively solving min-max affine fractional programs

Authors: Jiao, Hongwei Sun, Yudong Wang, Wenjie et al.

Source: Journal of Applied Mathematics and Computing. 70:1787-1811

Subject Terms: algorithmic complexity, linear relaxation technique, branch-relaxation-bound algorithm, min-max affine fractional programs, Fractional programming, Nonconvex programming, global optimization, Minimax problems in mathematical programming

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Designing tractable piecewise affine policies for multi-stage adjustable robust optimization

Authors: Simon Thomä Grit Walther Maximilian Schiffer

Source: Mathematical programming 208(1/2), 661-716 (2024). doi:10.1007/s10107-023-02053-0

Subject Terms: 0209 industrial biotechnology, adjustable optimization, 05 social sciences, 0211 other engineering and technologies, robust optimization, 02 engineering and technology, Minimax problems in mathematical programming, Approximation methods and heuristics in mathematical programming, 90C47, 90C57, 90C59, 49K35, ddc, Optimization and Control (math.OC), multi-stage problem, 0502 economics and business, Polyhedral combinatorics, branch-and-bound, branch-and-cut, FOS: Mathematics, Full Length Paper, Robust optimization, Multi-stage problem, Adjustable optimization, Approximation bounds, 90C47, 90C57, 90C59, 49K35, approximation bounds, Mathematics - Optimization and Control

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Access URL: http://arxiv.org/abs/2207.00403
https://zbmath.org/7940332
https://doi.org/10.1007/s10107-023-02053-0
https://mediatum.ub.tum.de/doc/1770766/document.pdf
https://publications.rwth-aachen.de/record/979796

Sensitivity Analysis of the Maximal Value Function with Applications in Nonconvex Minimax Programs: Sensitivity analysis of the maximal value function with applications in nonconvex minimax programs

Authors: Lei Guo Jane J. Ye Jin Zhang

Source: Mathematics of Operations Research. 49:536-556

Subject Terms: 0211 other engineering and technologies, 02 engineering and technology, Wolfe duality, Minimax problems in mathematical programming, 01 natural sciences, value function, sensitivity analysis, Optimization and Control (math.OC), Sensitivity, stability, parametric optimization, FOS: Mathematics, necessary optimality, nonconvex minimax problem, 90C30, 90C31, 90C47, non-Lipschitz continuity, 0101 mathematics, Mathematics - Optimization and Control

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Access URL: http://arxiv.org/abs/2303.01474
https://zbmath.org/7812933
https://doi.org/10.1287/moor.2023.1366

Min-Max Framework for Majorization-Minimization Algorithms in Signal Processing Applications: An Overview: Min-max framework for majorization-minimization algorithms in signal processing applications: an overview

Authors: Saini, Astha Stoica, Petre Babu, Prabhu et al.

Source: Foundations and Trends® in Signal Processing. 18:310-389

Subject Terms: majorization-minimization, Signal Processing (eess.SP), Applications of mathematical programming, nonconvex optimization, FOS: Electrical engineering, electronic engineering, information engineering, conjugate function, min-max problem, Electrical Engineering and Systems Science - Signal Processing, Minimax problems in mathematical programming

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Access URL: http://arxiv.org/abs/2411.07561
https://zbmath.org/7944745
https://doi.org/10.1561/2000000129

A New Inertial-Projection Method for Solving Split Generalized Mixed Equilibrium and Hierarchical Fixed Point Problems: A new inertial-projection method for solving split generalized mixed equilibrium and hierarchical fixed point problems

Authors: Oyewole, Olawale Kazeem Mewomo, Oluwatosin Temitope

Source: Kragujevac Journal of Mathematics. 48:199-223

Subject Terms: strong convergence, pseudomonotone, hierachical fixed point, Hilbert space, Contraction-type mappings, nonexpansive mappings, \(A\)-proper mappings, etc, Existence of solutions for minimax problems, inertial, Minimax problems in mathematical programming, equilibrium problem

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Access URL: https://zbmath.org/7958438

Enhanced Balancing of Bias-Variance Tradeoff in Stochastic Estimation: A Minimax Perspective: Enhanced balancing of bias-variance tradeoff in stochastic estimation: a minimax perspective

Authors: Henry Lam Xinyu Zhang Xuhui Zhang

Source: Operations Research. 71:2352-2373

Subject Terms: FOS: Computer and information sciences, 0209 industrial biotechnology, finite difference, 0211 other engineering and technologies, minimax analysis, robust optimization, 02 engineering and technology, Minimax problems in mathematical programming, 01 natural sciences, stochastic estimation, Methodology (stat.ME), bias-variance tradeoff, 0101 mathematics, Statistics - Methodology

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Access URL: http://arxiv.org/abs/1902.04673
https://zbmath.org/7819194
https://doi.org/10.1287/opre.2022.2319

Interval division and linearization algorithm for minimax linear fractional program

Authors: Bo Zhang Yuelin Gao Xia Liu et al.

Source: Numerical Algorithms. 95:839-858

Subject Terms: minimax linear fractional programming, computational complexity, Numerical mathematical programming methods, Linear programming, global optimization, decision problem, polynomial approximation algorithm, linear programming, interval partition, Fractional programming, Minimax problems in mathematical programming

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Optimal algorithms for differentially private stochastic monotone variational inequalities and saddle-point problems

Authors: Digvijay Boob Cristóbal Guzmán

Source: Mathematical Programming. 204:255-297

Subject Terms: FOS: Computer and information sciences, Convex programming, Computer Science - Machine Learning, 65K10, 49M37, 68T09, algorithmic stability, 0211 other engineering and technologies, Stochastic programming, Machine Learning (stat.ML), 02 engineering and technology, Minimax problems in mathematical programming, 01 natural sciences, Machine Learning (cs.LG), stochastic algorithms, Statistics - Machine Learning, Optimization and Control (math.OC), differential privacy, Sensitivity, stability, parametric optimization, FOS: Mathematics, saddle-point problems, 0101 mathematics, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), Mathematics - Optimization and Control, variational inequalities

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Access URL: http://arxiv.org/abs/2104.02988
https://zbmath.org/7807810
https://doi.org/10.1007/s10107-023-01953-5

A note on the linear convergence of generalized primal-dual hybrid gradient methods

Authors: Wang, Kai Wang, Qun

Source: Pacific Journal of Optimization. 19:551-567

Subject Terms: linear convergence rate, predictor-corrector, Variational and other types of inequalities involving nonlinear operators (general), error bound, Rate of convergence, degree of approximation, saddle point problem, Minimax problems in mathematical programming, primal-dual hybrid gradient algorithm, Numerical methods for variational inequalities and related problems

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Access URL: https://zbmath.org/7778581

Outer approximation for generalized convex mixed-integer nonlinear robust optimization problems

Authors: Martina Kuchlbauer

Source: Operations Research Letters. 60:107243

Subject Terms: generalized convexity, Nonlinear programming, Mixed integer programming, robust optimization, bundle method, mixed-integer nonlinear optimization, outer approximation, Robustness in mathematical programming, Minimax problems in mathematical programming, Operations research, mathematical programming

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Non-ergodic convergence rate of an inertial accelerated primal–dual algorithm for saddle point problems: Non-ergodic convergence rate of an inertial accelerated primal-dual algorithm for saddle point problems

Authors: Xin He Nan-Jing Huang Ya-Ping Fang

Source: Communications in Nonlinear Science and Numerical Simulation. 140:108289

Subject Terms: inertial accelerated primal-dual algorithm, Convex programming, Numerical mathematical programming methods, Nesterov acceleration, Optimization and Control (math.OC), FOS: Mathematics, saddle point problem, Minimax problems in mathematical programming, non-ergodic rate, Mathematics - Optimization and Control

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Access URL: http://arxiv.org/abs/2311.11274
https://zbmath.org/7954646
https://doi.org/10.1016/j.cnsns.2024.108289

A Lagrangian dual method for two-stage robust optimization with binary uncertainties

Authors: Subramanyam, Anirudh

Source: Optimization and Engineering. 23:1831-1871

Subject Terms: binary uncertainty, 0209 industrial biotechnology, two-stage problems, Optimization and Control (math.OC), FOS: Mathematics, 0211 other engineering and technologies, robust optimization, Lagrangian dual, 02 engineering and technology, Minimax problems in mathematical programming, Mathematics - Optimization and Control, 90C47

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Access URL: http://arxiv.org/abs/2112.13138

Min-Max Optimal Design of Two-Armed Trials with Side Information: Min-max optimal design of two-armed trials with side information

Authors: Qiong Zhang Amin Khademi Yongjia Song

Source: INFORMS Journal on Computing. 34:165-182

Subject Terms: Optimal statistical designs, clinical trials, Applications of mathematical programming, experimental design, precision medicine, 0211 other engineering and technologies, minimax optimization, 02 engineering and technology, 0101 mathematics, Minimax problems in mathematical programming, 01 natural sciences, Applications of statistics to biology and medical sciences, meta analysis, 3. Good health

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Access URL: https://pubsonline.informs.org/doi/10.1287/ijoc.2021.1068

A relative robust approach on expected returns with bounded CVaR for portfolio selection

Authors: Benati, Stefano Conde, Eduardo

Source: European Journal of Operational Research. 296:332-352

Subject Terms: Portfolio theory, investment analysis, conditional value-at-risk, 8. Economic growth, Conditional value-at-risk, Investment analysis, Minmax regret models, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology, minmax regret models, Minimax problems in mathematical programming, Statistical methods, risk measures

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Access URL: https://zbmath.org/7421377
https://doi.org/10.1016/j.ejor.2021.04.038
https://www.sciencedirect.com/science/article/abs/pii/S0377221721003702
https://dblp.uni-trier.de/db/journals/eor/eor296.html#BenatiC22
https://doi.org/10.1016/j.ejor.2021.04.038
https://hdl.handle.net/11572/317519
https://www.sciencedirect.com/science/article/abs/pii/S0377221721003702
https://doi.org/10.1016/j.ejor.2021.04.038

The Box Convolution and the Dilworth Truncation of Bisubmodular Functions: The box convolution and the Dilworth truncation of bisubmodular functions

Authors: Fujishige, Satoru Patkar, Sachin B.

Source: Pacific Journal of Optimization.

Subject Terms: box convolution, Combinatorial optimization, Dilworth truncation, Polyhedral combinatorics, branch-and-bound, branch-and-cut, submodular functions, bisubmodular functions, Minimax problems in mathematical programming

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