Computational Optimization and Applications

2006 - 2025

Current editor(s): William W. Hager

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Volume 80, issue 3, 2021

A data-driven approach for a class of stochastic dynamic optimization problems pp. 687-729

Thuener Silva, Davi Valladão and Tito Homem- de-Mello

A zeroth order method for stochastic weakly convex optimization pp. 731-753

V. Kungurtsev and F. Rinaldi

Two limited-memory optimization methods with minimum violation of the previous secant conditions pp. 755-780

Jan Vlček and Ladislav Lukšan

A distributed algorithm for high-dimension convex quadratically constrained quadratic programs pp. 781-830

Run Chen and Andrew L. Liu

A parallel splitting ALM-based algorithm for separable convex programming pp. 831-851

Shengjie Xu and Bingsheng He

Optimal portfolio selections via $$\ell _{1, 2}$$ ℓ 1, 2 -norm regularization pp. 853-881

Hongxin Zhao, Lingchen Kong and Hou-Duo Qi

T-product factorization method for internet traffic data completion with spatio-temporal regularization pp. 883-913

Chen Ling, Gaohang Yu, Liqun Qi and Yanwei Xu

$${\text {B}}$$ B -subdifferentials of the projection onto the matrix simplex pp. 915-941

Shenglong Hu and Guoyin Li

Accelerating convergence of a globalized sequential quadratic programming method to critical Lagrange multipliers pp. 943-978

A. F. Izmailov

Nonsmooth exact penalization second-order methods for incompressible bi-viscous fluids pp. 979-1025

Sergio González-Andrade, Sofía López-Ordóñez and Pedro Merino

Volume 80, issue 2, 2021

Forward-reflected-backward method with variance reduction pp. 321-346

Ahmet Alacaoglu, Yura Malitsky and Volkan Cevher

MADAM: a parallel exact solver for max-cut based on semidefinite programming and ADMM pp. 347-375

Timotej Hrga and Janez Povh

Two new bidirectional search algorithms pp. 377-409

John A. Pavlik, Edward C. Sewell and Sheldon H. Jacobson

An augmented subgradient method for minimizing nonsmooth DC functions pp. 411-438

A. M. Bagirov, N. Hoseini Monjezi and S. Taheri

On solving a class of fractional semi-infinite polynomial programming problems pp. 439-481

Feng Guo and Liguo Jiao

Exploiting term sparsity in noncommutative polynomial optimization pp. 483-521

Jie Wang and Victor Magron

Two methods for the maximization of homogeneous polynomials over the simplex pp. 523-548

Faizan Ahmed and Georg Still

Strengthened splitting methods for computing resolvents pp. 549-585

Francisco J. Aragón Artacho, Rubén Campoy and Matthew K. Tam

Newton-type methods near critical solutions of piecewise smooth nonlinear equations pp. 587-615

A. Fischer, A. F. Izmailov and M. Jelitte

The selection of the optimal parameter in the modulus-based matrix splitting algorithm for linear complementarity problems pp. 617-638

Zhizhi Li, Huai Zhang and Le Ou-Yang

A proximal gradient method for control problems with non-smooth and non-convex control cost pp. 639-677

Carolin Natemeyer and Daniel Wachsmuth

Correction to: Globalized inexact proximal Newton-type methods for nonconvex composite functions pp. 679-680

Christian Kanzow and Theresa Lechner

Volume 80, issue 1, 2021

An effective procedure for feature subset selection in logistic regression based on information criteria pp. 1-32

Enrico Civitelli, Matteo Lapucci, Fabio Schoen and Alessio Sortino

A parameter-free unconstrained reformulation for nonsmooth problems with convex constraints pp. 33-53

Giulio Galvan, Marco Sciandrone and Stefano Lucidi

Compact representations of structured BFGS matrices pp. 55-88

Johannes J. Brust, Zichao (Wendy) Di, Sven Leyffer and Cosmin G. Petra

An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation pp. 89-120

Xiaodong Ding, Hezhi Luo, Huixian Wu and Jianzhen Liu

Minibatch stochastic subgradient-based projection algorithms for feasibility problems with convex inequalities pp. 121-152

Ion Necoara and Angelia Nedić

Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches pp. 153-184

Shen Peng and Jie Jiang

Sequential optimality conditions for cardinality-constrained optimization problems with applications pp. 185-211

Christian Kanzow, Andreas B. Raharja and Alexandra Schwartz

Quadratic convergence analysis of a nonmonotone Levenberg–Marquardt type method for the weighted nonlinear complementarity problem pp. 213-244

Jingyong Tang and Jinchuan Zhou

Alternating conditional gradient method for convex feasibility problems pp. 245-269

R. Díaz Millán, O. P. Ferreira and L. F. Prudente

Sparse Dirichlet optimal control problems pp. 271-300

Mariano Mateos

A third-order weighted essentially non-oscillatory scheme in optimal control problems governed by nonlinear hyperbolic conservation laws pp. 301-320

David Frenzel and Jens Lang

Volume 79, issue 3, 2021

Subspace quadratic regularization method for group sparse multinomial logistic regression pp. 531-559

Rui Wang, Naihua Xiu and Kim-Chuan Toh

Computing mixed strategies equilibria in presence of switching costs by the solution of nonconvex QP problems pp. 561-599

G. Liuzzi, M. Locatelli, V. Piccialli and S. Rass

An effective logarithmic formulation for piecewise linearization requiring no inequality constraint pp. 601-631

F. J. Hwang and Yao-Huei Huang

On the use of Jordan Algebras for improving global convergence of an Augmented Lagrangian method in nonlinear semidefinite programming pp. 633-648

R. Andreani, E. H. Fukuda, G. Haeser, D. O. Santos and L. D. Secchin

A FISTA-type accelerated gradient algorithm for solving smooth nonconvex composite optimization problems pp. 649-679

Jiaming Liang, Renato D. C. Monteiro and Chee-Khian Sim

Multi-block Bregman proximal alternating linearized minimization and its application to orthogonal nonnegative matrix factorization pp. 681-715

Masoud Ahookhosh, Le Thi Khanh Hien, Nicolas Gillis and Panagiotis Patrinos

Fastest rates for stochastic mirror descent methods pp. 717-766

Filip Hanzely and Peter Richtárik

A dual simplex-type algorithm for the smallest enclosing ball of balls pp. 767-787

Marta Cavaleiro and Farid Alizadeh

Exact linesearch limited-memory quasi-Newton methods for minimizing a quadratic function pp. 789-816

David Ek and Anders Forsgren

Volume 79, issue 2, 2021

Matrix optimization based Euclidean embedding with outliers pp. 235-271

Qian Zhang, Xinyuan Zhao and Chao Ding

Low-rank factorization for rank minimization with nonconvex regularizers pp. 273-300

April Sagan and John E. Mitchell

DMulti-MADS: mesh adaptive direct multisearch for bound-constrained blackbox multiobjective optimization pp. 301-338

Jean Bigeon, Sébastien Le Digabel and Ludovic Salomon

A stochastic subspace approach to gradient-free optimization in high dimensions pp. 339-368

David Kozak, Stephen Becker, Alireza Doostan and Luis Tenorio

Fast and safe: accelerated gradient methods with optimality certificates and underestimate sequences pp. 369-404

Majid Jahani, Naga Venkata C. Gudapati, Chenxin Ma, Rachael Tappenden and Martin Takáč

Accelerated Bregman proximal gradient methods for relatively smooth convex optimization pp. 405-440

Filip Hanzely, Peter Richtárik and Lin Xiao

A Laplacian approach to $$\ell _1$$ ℓ 1 -norm minimization pp. 441-469

Vincenzo Bonifaci

An accelerated first-order method with complexity analysis for solving cubic regularization subproblems pp. 471-506

Rujun Jiang, Man-Chung Yue and Zhishuo Zhou

The circumcentered-reflection method achieves better rates than alternating projections pp. 507-530

Reza Arefidamghani, Roger Behling, Yunier Bello-Cruz, Alfredo N. Iusem and Luiz-Rafael Santos

Volume 79, issue 1, 2021

Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates pp. 1-34

Charles Audet, Kwassi Joseph Dzahini, Michael Kokkolaras and Sébastien Le Digabel

Generating set search using simplex gradients for bound-constrained black-box optimization pp. 35-65

Sander Dedoncker, Wim Desmet and Frank Naets

A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure pp. 67-99

Haodong Yu, Jie Sun and Yanjun Wang

Quantitative results on a Halpern-type proximal point algorithm pp. 101-125

Laurenţiu Leuştean and Pedro Pinto

Inexact proximal memoryless quasi-Newton methods based on the Broyden family for minimizing composite functions pp. 127-154

Shummin Nakayama, Yasushi Narushima and Hiroshi Yabe

Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization pp. 155-191

David Ek and Anders Forsgren

Convergence of sum-up rounding schemes for cloaking problems governed by the Helmholtz equation pp. 193-221

Sven Leyffer, Paul Manns and Malte Winckler

MINLP formulations for continuous piecewise linear function fitting pp. 223-233

Noam Goldberg, Steffen Rebennack, Youngdae Kim, Vitaliy Krasko and Sven Leyffer