Decompositions of compact convex sets.
Decrease of C1,1 property in vector optimization
In the paper we generalize sufficient and necessary optimality conditions obtained by Ginchev, Guerraggio, Rocca, and by authors with the help of the notion of ℓ-stability for vector functions.
Der Satz von Fenchel in der konvexen Optimierung.
Derivative Free Analogues of the Levenberg-Marquardt and Gauss Algorithms for Nonlinear Least Squares Approximation.
Derivative-free nonlinear optimization filter simplex
The filter method is a technique for solving nonlinear programming problems. The filter algorithm has two phases in each iteration. The first one reduces a measure of infeasibility, while in the second the objective function value is reduced. In real optimization problems, usually the objective function is not differentiable or its derivatives are unknown. In these cases it becomes essential to use optimization methods where the calculation of the derivatives or the verification of their existence...
Des exemples de programmation non linéaire en théorie des nombres
Des exemples de programmation non linéaire en théorie des nombres
Deux modèles de minimisation d'une fonction économique concave
Deux problèmes d'affectation non linéaires
Diameter, Width, Closest Line Pair, and Parametric Searching.
Differential evolution algorithm combined with chaotic pattern search
Differential evolution algorithm combined with chaotic pattern search(DE-CPS) for global optimization is introduced to improve the performance of simple DE algorithm. Pattern search algorithm using chaotic variables instead of random variables is used to accelerate the convergence of solving the objective value. Experiments on 6 benchmark problems, including morbid Rosenbrock function, show that the novel hybrid algorithm is effective for nonlinear optimization problems in high dimensional space....
Directional lipschitzian optimal solutions and directional derivative for the optimal value function in nonlinear mathematical programming
Discrepancy Method for Solving Multistage Minimization Problem
Dual of a linear fractional program through geometric programming
Duality in set-valued optimization [Book]
Duality in vector optimization. I. Abstract duality scheme
Duality of transformation functions in the interior point methods.
Duality theorems for a class of non-linear programming problems.
Duality of linear programming is used to establish an important duality theorem for a class of non-linear programming problems. Primal problem has quasimonotonic objective function and a convex polyhedron as its constraint set.