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Online Optimization Problems with Functional Constraints Under Relative Lipschitz Continuity and Relative Strong Convexity Conditions
In this work, we consider the problem of strongly convex online optimization with convex inequality constraints. A scheme with switching over...
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Relative Entropy Methods in Constrained Polynomial and Signomial Optimization
Relative entropy programs belong to the class of convex optimization problems. Within techniques based on the arithmetic-geometric mean inequality,...
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Inexact generalized ADMM with relative error criteria for linearly constrained convex optimization problems
The alternating direction method of multipliers (ADMM) and its variants are widely used in solving practical problems. However, the efficiency of...
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A general class of relative optimization problems
We consider relative or subjective optimization problems where the goal function and feasible set are dependent on the current state of the system...
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Optimal investment based on relative performance and weighted utility
This paper studies the optimal portfolio allocation of a fund manager when he bases decisions on both the absolute level of terminal relative...
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Motion, Dual Quaternion Optimization and Motion Optimization
We regard a dual quaternion as a real eight-dimensional vector and present a dual quaternion optimization model. Then we introduce motions as real...
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Newton Polytopes and Relative Entropy Optimization
Certifying function nonnegativity is a ubiquitous problem in computational mathematics, with especially notable applications in optimization. We...
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Optimization
Optimization is a concept of prime importance in economic analysis. Companies endeavour to maximize profit and minimize costs. Governments hope to...
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An inexact proximal point method for quasiconvex multiobjective optimization
In this work, we propose an inexact proximal point method for solving unconstrained quasiconvex multiobjective optimization problems. Two error...
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Hermite least squares optimization: a modification of BOBYQA for optimization with limited derivative information
Derivative-free optimization tackles problems, where the derivatives of the objective function are unknown. However, in practical optimization...
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Existence of Pseudo-Relative Sharp Minimizers in Set-Valued Optimization
In this paper, we propose new concepts of sharp minimality in set-valued optimization problems by means of the pseudo-relative interior, namely...
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Linear Optimization by Conical Projection
This article focuses on numerical efficiency of projection algorithms for solving linear optimization problems. The theoretical foundation for this...
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Adjustability in robust linear optimization
We investigate the concept of adjustability—the difference in objective values between two types of dynamic robust optimization formulations: one...
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A PAC algorithm in relative precision for bandit problem with costly sampling
This paper considers the problem of maximizing an expectation function over a finite set, or finite-arm bandit problem. We first propose a naive...
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Aerodynamic shape optimization of wind turbine rotor blades using the continuous adjoint method
This paper presents the development of the continuous adjoint method for incompressible fluid flows, solved for the absolute velocity in the relative...
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Global optimization via optimal decision trees
The global optimization literature places large emphasis on reducing intractable optimization problems into more tractable structured optimization...
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Nash equilibria for relative investors with (non)linear price impact
We consider the strategic interaction of n investors who are able to influence a stock price process and at the same time measure their utilities...
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Mean field game of optimal relative investment with jump risk
In this paper, we study the n-player game and the mean field game under the constant relative risk aversion relative performance on terminal wealth,...
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Numerical Investigation of Optimization Algorithms for Adapting the Hydrodynamic Model Based on the Results of Well Tests
AbstractThis study presents a numerical investigation of optimization algorithms for the adaptation of hydrodynamic models based on well test...
