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research-article
A method based on parametric convex programming for solving convex multiplicative programming problem
Abstract

We propose a new parametric approach to convex multiplicative programming problem. This problem is nonconvex optimization problem with a lot of practical applications. Compared with preceding methods based on branch-and-bound procedure and other ...

research-article
Stochastic optimization problems with nonlinear dependence on a probability measure via the Wasserstein metric
Abstract

Nonlinear dependence on a probability measure has recently been encountered with increasing intensity in stochastic optimization. This type of dependence corresponds to many situations in applications; it can appear in problems static (one-stage), ...

research-article
Online non-monotone diminishing return submodular maximization in the bandit setting
Abstract

In this paper, we study online diminishing return submodular (DR-submodular for short) maximization in the bandit setting. Our focus is on problems where the reward functions can be non-monotone, and the constraint set is a general convex set. We ...

research-article
Packing spheres with quasi-containment conditions
Abstract

A novel sphere packing problem is introduced. A maximum number of spheres of different radii should be placed such that the spheres do not overlap and their centers fulfill a quasi-containment condition. The latter allows the spheres to lie ...

research-article
Curvature-constrained Steiner networks with three terminals
Abstract

A procedure is presented for finding the shortest network connecting three given undirected points, subject to a curvature constraint on both the path joining two of the points and the path that connects to the third point. The problem is a ...

research-article
Modified general splitting method for the split feasibility problem
Abstract

Based on the equivalent optimization problems of the splitting feasibility problem, we investigate this problem by using modified general splitting method in this paper. One is a relaxation splitting method with linearization, and the other ...

research-article
A generalized alternating direction implicit method for consensus optimization: application to distributed sparse logistic regression
Abstract

A large family of paradigmatic models arising in the area of image/signal processing, machine learning and statistics regression can be boiled down to consensus optimization. This paper is devoted to a class of consensus optimization by ...

research-article
A Two-Step Proximal Point Algorithm for Nonconvex Equilibrium Problems with Applications to Fractional Programming
Abstract

We present a proximal point type algorithm tailored for tackling pseudomonotone equilibrium problems in a Hilbert space which are not necessarily convex in the second argument of the involved bifunction. Motivated by the extragradient algorithm, ...

research-article
Hierarchy relaxations for robust equilibrium constrained polynomial problems and applications to electric vehicle charging scheduling
Abstract

In this paper, we consider a polynomial problem with equilibrium constraints in which the constraint functions and the equilibrium constraints involve data uncertainties. Employing a robust optimization approach, we examine the uncertain ...

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