OptimizationPub Date : 2024-03-21DOI: 10.1080/02331934.2024.2329788
Thanh Quoc Trinh, Phan Tu Vuong
{"title":"The projection algorithm for inverse quasi-variational inequalities with applications to traffic assignment and network equilibrium control problems","authors":"Thanh Quoc Trinh, Phan Tu Vuong","doi":"10.1080/02331934.2024.2329788","DOIUrl":"https://doi.org/10.1080/02331934.2024.2329788","url":null,"abstract":"We consider a first-order dynamical system for solving inverse quasi-variational inequalities in finite dimensional spaces. Through an explicit time discrete version of the proposed dynamical syste...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"26 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140202111","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
OptimizationPub Date : 2024-03-20DOI: 10.1080/02331934.2024.2329779
S.-M. Grad, F. Lara, R. T. Marcavillaca
{"title":"Proximal point type algorithms with relaxed and inertial effects beyond convexity","authors":"S.-M. Grad, F. Lara, R. T. Marcavillaca","doi":"10.1080/02331934.2024.2329779","DOIUrl":"https://doi.org/10.1080/02331934.2024.2329779","url":null,"abstract":"We show that the recent relaxed-inertial proximal point algorithm due to Attouch and Cabot remains convergent when the function to be minimized is not convex, being only endowed with certain genera...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"96 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140167903","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
OptimizationPub Date : 2024-03-19DOI: 10.1080/02331934.2024.2329271
Liqian Qin, Qiao-Li Dong, Yaxuan Zhang, D. R. Sahu
{"title":"Forward-backward-half forward splitting algorithm with deviations","authors":"Liqian Qin, Qiao-Li Dong, Yaxuan Zhang, D. R. Sahu","doi":"10.1080/02331934.2024.2329271","DOIUrl":"https://doi.org/10.1080/02331934.2024.2329271","url":null,"abstract":"In this paper, we present a forward-backward-half forward splitting algorithm with deviations for solving the structured monotone inclusion problem composed of a maximally monotone operator, a maxi...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"23 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140167847","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
OptimizationPub Date : 2024-03-12DOI: 10.1080/02331934.2024.2313688
Lateef O. Jolaoso, Patrick Mehlitz, Alain B. Zemkoho
{"title":"A fresh look at nonsmooth Levenberg–Marquardt methods with applications to bilevel optimization","authors":"Lateef O. Jolaoso, Patrick Mehlitz, Alain B. Zemkoho","doi":"10.1080/02331934.2024.2313688","DOIUrl":"https://doi.org/10.1080/02331934.2024.2313688","url":null,"abstract":"In this paper, we revisit the classical problem of solving over-determined systems of nonsmooth equations numerically. We suggest a nonsmooth Levenberg–Marquardt method for its solution which, in c...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"7 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140105943","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
OptimizationPub Date : 2024-03-12DOI: 10.1080/02331934.2024.2326589
Akhtar A. Khan, Stanisław Migórski, Shengda Zeng
{"title":"New existence results for evolutionary quasi-hemi-variational inequalities and their optimal control","authors":"Akhtar A. Khan, Stanisław Migórski, Shengda Zeng","doi":"10.1080/02331934.2024.2326589","DOIUrl":"https://doi.org/10.1080/02331934.2024.2326589","url":null,"abstract":"This paper investigates evolutionary quasi-variational inequalities that involve multi-valued monotone and pseudo-monotone maps. The purpose of including the pseudo-monotone map is to encompass gen...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"42 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140114919","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
OptimizationPub Date : 2024-03-11DOI: 10.1080/02331934.2024.2323686
Pierre-Cyril Aubin-Frankowski, Alessandro Rudi
{"title":"Approximation of optimization problems with constraints through kernel Sum-of-Squares","authors":"Pierre-Cyril Aubin-Frankowski, Alessandro Rudi","doi":"10.1080/02331934.2024.2323686","DOIUrl":"https://doi.org/10.1080/02331934.2024.2323686","url":null,"abstract":"Handling an infinite number of inequality constraints in infinite-dimensional spaces occurs in many fields, from global optimization to optimal transport. These problems have been tackled individua...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"25 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140117468","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
OptimizationPub Date : 2024-03-08DOI: 10.1080/02331934.2024.2323107
Daniel Hoff, Patrick Mehlitz
{"title":"Notes on the value function approach to multiobjective bilevel optimization","authors":"Daniel Hoff, Patrick Mehlitz","doi":"10.1080/02331934.2024.2323107","DOIUrl":"https://doi.org/10.1080/02331934.2024.2323107","url":null,"abstract":"This paper is concerned with the value function approach to multiobjective bilevel optimization which exploits a lower-level frontier-type mapping in order to replace the hierarchical model of two ...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"44 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140075541","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
OptimizationPub Date : 2024-03-06DOI: 10.1080/02331934.2024.2325552
Dirk A. Lorenz, Jannis Marquardt, Emanuele Naldi
{"title":"The degenerate variable metric proximal point algorithm and adaptive stepsizes for primal–dual Douglas–Rachford","authors":"Dirk A. Lorenz, Jannis Marquardt, Emanuele Naldi","doi":"10.1080/02331934.2024.2325552","DOIUrl":"https://doi.org/10.1080/02331934.2024.2325552","url":null,"abstract":"In this paper, the degenerate preconditioned proximal point algorithm will be combined with the idea of varying preconditioners leading to the degenerate variable metric proximal point algorithm. T...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"23 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140075564","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
OptimizationPub Date : 2024-03-05DOI: 10.1080/02331934.2024.2324143
Kerem Uğurlu
{"title":"Terminal wealth maximization under drift uncertainty","authors":"Kerem Uğurlu","doi":"10.1080/02331934.2024.2324143","DOIUrl":"https://doi.org/10.1080/02331934.2024.2324143","url":null,"abstract":"We study the portfolio optimization problem of an investor seeking to maximize his terminal wealth. The portfolio is composed of one risky asset, a stock, and one riskless asset, a bond. We assume ...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"80 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140032556","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
OptimizationPub Date : 2024-03-03DOI: 10.1080/02331934.2024.2323684
Bingdi Huang, Peiping Shen
{"title":"A new branch and bound method for solving linear multiplicative programming problems","authors":"Bingdi Huang, Peiping Shen","doi":"10.1080/02331934.2024.2323684","DOIUrl":"https://doi.org/10.1080/02331934.2024.2323684","url":null,"abstract":"This paper studies a class of linear multiplicative problems (LMP). To find a global optimal solution of problem (LMP), we first convert problem (LMP) into an equivalent problem (EP) via auxiliary ...","PeriodicalId":54671,"journal":{"name":"Optimization","volume":"39 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-03-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140032674","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}