The purpose of this paper is to apply the scatter search methodology to general classes of binary problems. We focus on optimization problems for which the solutions are represent...
Sparse additive models are families of d-variate functions with the additive decomposition f∗ = ∑j∈S f∗ j , where S is an unknown subset of cardinality s d. In this paper,...
We analyze the rate of local convergence of the augmented Lagrangian method for nonlinear semidefinite optimization. The presence of the positive semidefinite cone constraint requ...
Abstract. Given an optimization problem with a composite of a convex and componentwise increasing function with a convex vector function as objective function, by means of the conj...
Abstract We present a matrix-free line search algorithm for large-scale equality constrained optimization that allows for inexact step computations. For sufficiently convex problem...