Convergence d'un schéma de minimisation alternée
Curves from variational principles
Decisión multicriterio a través de problemas de optimización cuadrático-fraccionales.
Dual method for solving a special problem of quadratic programming as a subproblem at nonlinear minimax approximation
The paper describes the dual method for solving a special problem of quadratic programming as a subproblem at nonlinear minimax approximation. Two cases are analyzed in detail, differring in linear dependence of gradients of the active functions. The complete algorithm of the dual method is presented and its finite step convergence is proved.
Dual method for solving a special problem of quadratic programming as a subproblem at linearly constrained nonlinear minimax approximation
Effective dual-mode fuzzy DMC algorithms with on-line quadratic optimization and guaranteed stability
Dual-mode fuzzy dynamic matrix control (fuzzy DMC-FDMC) algorithms with guaranteed nominal stability for constrained nonlinear plants are presented. The algorithms join the advantages of fuzzy Takagi-Sugeno modeling and the predictive dual-mode approach in a computationally efficient version. Thus, they can bring an improvement in control quality compared with predictive controllers based on linear models and, at the same time, control performance similar to that obtained using more demanding algorithms...
Efficient trust region method for nonlinear least squares
Ein notwendiges und hinreichendes Optimalitätskriterium für allgemeine quadratische Optimierungsprobleme
Further study on strong Lagrangian duality property for invex programs via penalty functions.
Fuzzy nonlinear optimization.
Graphs with least eigenvalue -2 attaining a convex quadratic upper bound for the stability number
Imperfect Conjugate Gradient Algorithms for Extended Quadratic Functions.
Indefinite Quadratic Fractional Functional Programming.
Inexact solution of auxiliary problems in Polyak type algorithms
Inexact trust region method for large sparse nonlinear least squares
Interval linear regression analysis based on Minkowski difference – a bridge between traditional and interval linear regression models
In this paper, we extend the traditional linear regression methods to the (numerical input)-(interval output) data case assuming both the observation/measurement error and the indeterminacy of the input-output relationship. We propose three different models based on three different assumptions of interval output data. In each model, the errors are defined as intervals by solving the interval equation representing the relationship among the interval output, the interval function and the interval...
Inverse problem in engineering plasticity: a quadratic programming approach
Si considera un modello discreto (per elementi finiti) di un solido o un sistema strutturale perfettamente elastoplastico, con condizioni di snervamento «linearizzate a tratti», nell’ipotesi di olonomia assunta per processi di caricamento proporzionali. Supponendo noti su base sperimentale certi spostamenti sotto assegnate azioni esterne, si formula il problema di identificare i limiti di snervamento, ossia le resistenze locali. Si dimostra che questo problema inverso di meccanica strutturale non...
Lagrange multipliers method and quadratic programming in Hilbert space
Lagrangian stability and global optimality in nonconvex quadratic minimization over Euclidean balls and spheres.
Large quadratic programming problems generated by rigid body simulation.