Journal of Optimization Theory and Applications

1997 - 2025

Current editor(s): Franco Giannessi and David G. Hull

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Volume 187, issue 3, 2020

Computational Optimization for Structural Engineering Applications pp. 609-612

Patrizia Trovalusci, Giulio Maier and Vincenzo Gattulli

On the Optimal Prediction of the Stress Field Associated with Discrete Element Models pp. 613-629

Ada Amendola

Machine-Learning Techniques for the Optimal Design of Acoustic Metamaterials pp. 630-653

Andrea Bacigalupo, Giorgio Gnecco, Marco Lepidi and Luigi Gambarotta

Hierarchical Infills for Additive Manufacturing Through a Multiscale Approach pp. 654-682

Matteo Bruggi and Alberto Taliercio

Strength Optimisation of Variable Angle-Tow Composites Through a Laminate-Level Failure Criterion pp. 683-706

Anita Catapano and Marco Montemurro

Static Upper/Lower Thrust and Kinematic Work Balance Stationarity for Least-Thickness Circular Masonry Arch Optimization pp. 707-757

Giuseppe Cocchetti and Egidio Rizzi

Optimal Sensors Placement in Dynamic Damage Detection of Beams Using a Statistical Approach pp. 758-775

Egidio Lofrano, Marco Pingaro, Patrizia Trovalusci and Achille Paolone

Multi-scale Least-Weight Design of a Wing-Box Through a Global/Local Modelling Approach pp. 776-799

Enrico Panettieri, Marco Montemurro, Daniele Fanteria and Francesco Coccia

Analysis and Damage Identification of a Moderately Thick Cracked Beam Using an Interdependent Locking-Free Element pp. 800-821

Marco Pingaro, Giacomo Maurelli and Paolo Venini

Stochastic Multi-objective Optimisation of Exoskeleton Structures pp. 822-841

Anna Reggio, Rita Greco, Giuseppe Carlo Marano and Giuseppe Andrea Ferro

Semi-Automated Operational Modal Analysis Methodology to Optimize Modal Parameter Estimation pp. 842-854

Eleonora M. Tronci, Maurizio Angelis, Raimondo Betti and Vittorio Altomare

Learning Models for Seismic-Induced Vibrations Optimal Control in Structures via Random Forests pp. 855-874

Francesco Smarra, Giovanni Domenico Di Girolamo, Vincenzo Gattulli, Fabio Graziosi and Alessandro D’Innocenzo

Volume 187, issue 2, 2020

On the Role of the Objective in the Optimization of Compartmental Models for Biomedical Therapies pp. 305-335

Urszula Ledzewicz and Heinz Schättler

An Existence Result for Quasi-equilibrium Problems via Ekeland’s Variational Principle pp. 336-355

John Cotrina, Michel Théra and Javier Zúñiga

Conditional Interior and Conditional Closure of Random Sets pp. 356-369

Meriam El Mansour and Emmanuel Lépinette

Representation of Weak Solutions of Convex Hamilton–Jacobi–Bellman Equations on Infinite Horizon pp. 370-390

Vincenzo Basco

Existence of Solutions for Implicit Obstacle Problems of Fractional Laplacian Type Involving Set-Valued Operators pp. 391-407

Dumitru Motreanu, Nguyen Van Thien and Shengda Zeng

The Engulfing Property from a Convex Analysis Viewpoint pp. 408-420

Andrea Calogero and Rita Pini

On the Extension of Continuous Quasiconvex Functions pp. 421-430

Carlo Alberto Bernardi

Is a Finite Intersection of Balls Covered by a Finite Union of Balls in Euclidean Spaces? pp. 431-447

Vincent Runge

A Frank–Wolfe-Type Theorem for Cubic Programs and Solvability for Quadratic Variational Inequalities pp. 448-468

Tran Nghi and Nguyen Nang Tam

Constraint Qualifications for Karush–Kuhn–Tucker Conditions in Multiobjective Optimization pp. 469-487

Gabriel Haeser and Alberto Ramos

Generalized Farkas Lemma with Adjustable Variables and Two-Stage Robust Linear Programs pp. 488-519

Thai Doan Chuong and Vaithilingam Jeyakumar

Projections onto the Intersection of a One-Norm Ball or Sphere and a Two-Norm Ball or Sphere pp. 520-534

Hongying Liu, Hao Wang and Mengmeng Song

Optimal Dividend and Capital Structure with Debt Covenants pp. 535-565

Etienne Chevalier, Vathana Ly Vath and Alexandre Roch

Nonzero-Sum Stochastic Differential Reinsurance Games with Jump–Diffusion Processes pp. 566-584

Negash Medhin and Chuan Xu

A Discounted Approach in Communicating Average Markov Decision Chains Under Risk-Aversion pp. 585-606

Julio Saucedo-Zul, Rolando Cavazos-Cadena and Hugo Cruz-Suárez

A Note on “Existence Results for Noncoercive Mixed Variational Inequalities in Finite Dimensional Spaces” pp. 607-608

Alfredo Iusem and Felipe Lara

Volume 187, issue 1, 2020

On the Spherical Quasi-convexity of Quadratic Functions on Spherically Subdual Convex Sets pp. 1-21

Orizon Pereira Ferreira, Sándor Zoltán Németh and Lianghai Xiao

Minimax and Viscosity Solutions of Hamilton–Jacobi–Bellman Equations for Time-Delay Systems pp. 22-42

Anton Plaksin

Degree Theory for Generalized Mixed Quasi-variational Inequalities and Its Applications pp. 43-64

Zhong-bao Wang, Yi-bin Xiao and Zhang-you Chen

Box-Constrained Monotone Approximations to Lipschitz Regularizations, with Applications to Robust Testing pp. 65-87

Eustasio del Barrio, Hristo Inouzhe and Carlos Matrán

Isotonicity of Proximity Operators in General Quasi-Lattices and Optimization Problems pp. 88-104

Dezhou Kong, Lishan Liu and Yonghong Wu

Optimality Conditions and a Method of Centers for Minimax Fractional Programs with Difference of Convex Functions pp. 105-132

Karima Boufi, Mostafa El Haffari and Ahmed Roubi

A Convex Optimization Approach to Dynamic Programming in Continuous State and Action Spaces pp. 133-157

Insoon Yang

A Constructive Approximation of Interpolating Bézier Curves on Riemannian Symmetric Spaces pp. 158-180

Ines Adouani and Chafik Samir

A Gradient Sampling Method Based on Ideal Direction for Solving Nonsmooth Optimization Problems pp. 181-204

Morteza Maleknia and Mostafa Shamsi

Minimizers of Sparsity Regularized Huber Loss Function pp. 205-233

Deniz Akkaya and Mustafa Ç. Pınar

A Control Parameterization Method to Solve the Fractional-Order Optimal Control Problem pp. 234-247

Pan Mu, Lei Wang and Chongyang Liu

On the Convergence Properties of a Second-Order Augmented Lagrangian Method for Nonlinear Programming Problems with Inequality Constraints pp. 248-265

Liang Chen and Anping Liao

Optimization-Constrained Differential Equations with Active Set Changes pp. 266-293

Peter Stechlinski

Rectifiability Property for Plane Paths and Descent Curves pp. 294-302

Nico Lombardi, Marco Longinetti, Paolo Manselli and Adriana Venturi

A Note on the Paper “The Asymptotic Behavior of the Composition of Firmly Nonexpansive Mappings” pp. 303-303

David Ariza-Ruiz, Genaro López-Acedo and Adriana Nicolae

Correction to: Reduced Jacobian Method pp. 304-304

Mounir El Maghri and Youssef Elboulqe

Volume 186, issue 3, 2020

Superlinear Convergence of the Sequential Quadratic Method in Constrained Optimization pp. 731-758

Ashkan Mohammadi, Boris S. Mordukhovich and M. Ebrahim Sarabi

Demiclosedness Principles for Generalized Nonexpansive Mappings pp. 759-778

Sedi Bartz, Rubén Campoy and Hung M. Phan

A Level-Set Approach for Stochastic Optimal Control Problems Under Controlled-Loss Constraints pp. 779-805

Géraldine Bouveret and Athena Picarelli

Two Relaxation Methods for Rank Minimization Problems pp. 806-825

April Sagan, Xin Shen and John E. Mitchell

Necessary Conditions for Nondominated Solutions in Vector Optimization pp. 826-842

Truong Q. Bao, Lidia Huerga, Bienvenido Jiménez and Vicente Novo

Faces and Support Functions for the Values of Maximal Monotone Operators pp. 843-863

Bao Tran Nguyen and Pham Duy Khanh

A Full-Newton Step Interior-Point Method for Monotone Weighted Linear Complementarity Problems pp. 864-878

Soodabeh Asadi, Zsolt Darvay, Goran Lesaja, Nezam Mahdavi-Amiri and Florian Potra

Inexact Proximal Point Methods for Multiobjective Quasiconvex Minimization on Hadamard Manifolds pp. 879-898

Erik Alex Papa Quiroz, Nancy Baygorrea Cusihuallpa and Nelson Maculan

Some New Quantum Hermite–Hadamard-Like Inequalities for Coordinated Convex Functions pp. 899-910

Hüseyin Budak, Muhammad Aamir Ali and Meliha Tarhanaci

Generating Valid Linear Inequalities for Nonlinear Programs via Sums of Squares pp. 911-935

Sönke Behrends and Anita Schöbel

Sequential Difference-of-Convex Programming pp. 936-959

Welington Oliveira

Well-Posedness of History/State-Dependent Implicit Sweeping Processes pp. 960-984

Shengda Zeng and Emilio Vilches

Mixed Spatial and Temporal Decompositions for Large-Scale Multistage Stochastic Optimization Problems pp. 985-1005

Pierre Carpentier, Jean-Philippe Chancelier, Michel Lara and François Pacaud

Convex Quadratic Equation pp. 1006-1028

Li-Gang Lin, Yew-Wen Liang and Wen-Yuan Hsieh

Finding the Strong Nash Equilibrium: Computation, Existence and Characterization for Markov Games pp. 1029-1052

Julio B. Clempner and Alexander S. Poznyak

A Note on “Optimal and Sub-Optimal Feedback Controls for Biogas Production” pp. 1053-1055

Antoine Haddon, Héctor Ramírez and Alain Rapaport

Volume 186, issue 2, 2020

Quenched Mass Transport of Particles Toward a Target pp. 345-374

Bruno Bouchard, Boualem Djehiche and Idris Kharroubi

Necessary and Sufficient Conditions for Robust Minimal Solutions in Uncertain Vector Optimization pp. 375-397

Marcin Studniarski, Anna Michalak and Aleksandra Stasiak

Optimality Analysis of a Class of Semi-infinite Programming Problems pp. 398-411

Zhi Guo Feng, Fei Chen, Lin Chen and Ka Fai Cedric Yiu

A Relaxation Result in the Vectorial Setting and Power Law Approximation for Supremal Functionals pp. 412-452

Francesca Prinari and Elvira Zappale

Finding an Envelope is an Optimization Problem pp. 453-458

David G. Hull

Robustness Characterizations for Uncertain Optimization Problems via Image Space Analysis pp. 459-479

Hong-Zhi Wei, Chun-Rong Chen and Sheng-Jie Li

Finding Second-Order Stationary Points in Constrained Minimization: A Feasible Direction Approach pp. 480-503

Nadav Hallak and Marc Teboulle

On Approximate Stationary Points of the Regularized Mathematical Program with Complementarity Constraints pp. 504-522

Jean-Pierre Dussault, Mounir Haddou, Abdeslam Kadrani and Tangi Migot

A Study of Piecewise Linear-Quadratic Programs pp. 523-553

Ying Cui, Tsung-Hui Chang, Mingyi Hong and Jong-Shi Pang

Iterative Grossone-Based Computation of Negative Curvature Directions in Large-Scale Optimization pp. 554-589

Renato Leone, Giovanni Fasano, Massimo Roma and Yaroslav D. Sergeyev

The Projection Technique for Two Open Problems of Unconstrained Optimization Problems pp. 590-619

Gonglin Yuan, Xiaoliang Wang and Zhou Sheng

Growth and Collapse of Empires: A Dynamic Optimization Model pp. 620-643

Yuri Yegorov, Dieter Grass, Magda Mirescu, Gustav Feichtinger and Franz Wirl

Parameter-Dependent Stochastic Optimal Control in Finite Discrete Time pp. 644-666

Asgar Jamneshan, Michael Kupper and José Miguel Zapata-García

An Arbitrary Starting Tracing Procedure for Computing Subgame Perfect Equilibria pp. 667-687

Peixuan Li and Chuangyin Dang

Nonzero-Sum Stochastic Differential Games Between an Impulse Controller and a Stopper pp. 688-724

Luciano Campi and Davide Santis

Note on “Oligopoly with Hyperbolic Demand: A Differential Game Approach” pp. 725-729

Simon Hoof

Volume 186, issue 1, 2020

Optimal Control of Fractional Elliptic PDEs with State Constraints and Characterization of the Dual of Fractional-Order Sobolev Spaces pp. 1-23

Harbir Antil, Deepanshu Verma and Mahamadi Warma

Strong Local Optimality for a Bang–Bang–Singular Extremal: General Constraints pp. 24-49

Laura Poggiolini and Gianna Stefani

Second-Order Optimality Conditions in Locally Lipschitz Inequality-Constrained Multiobjective Optimization pp. 50-67

Elena Constantin

On Pareto Dominance in Decomposably Antichain-Convex Sets pp. 68-85

Maria Carmela Ceparano and Federico Quartieri

A New Abadie-Type Constraint Qualification for General Optimization Problems pp. 86-101

M. Alavi Hejazi and N. Movahedian

Computing Skeletons for Rectilinearly Convex Obstacles in the Rectilinear Plane pp. 102-133

Marcus Volz, Marcus Brazil, Charl Ras and Doreen Thomas

Strong Convergence of an Inexact Proximal Point Algorithm in a Banach Space pp. 134-147

Behzad Djafari Rouhani and Vahid Mohebbi

Two Projection Algorithms for Solving the Split Common Fixed Point Problem pp. 148-168

Simeon Reich and Truong Minh Tuyen

Certified Efficient Global Roundness Evaluation pp. 169-190

Frank Schöpfer and Alexey Chernov

Approximate Solutions and Levitin–Polyak Well-Posedness for Set Optimization Using Weak Efficiency pp. 191-208

Meenakshi Gupta and Manjari Srivastava

Indefinite Abstract Splines with a Quadratic Constraint pp. 209-225

Santiago Gonzalez Zerbo, Alejandra Maestripieri and Francisco Martínez Pería

Monotone Splitting Sequential Quadratic Optimization Algorithm with Applications in Electric Power Systems pp. 226-247

Jinbao Jian, Chen Zhang, Jianghua Yin, Linfeng Yang and Guodong Ma

Risk-Neutral Pricing for Arbitrage Pricing Theory pp. 248-263

Laurence Carassus and Miklós Rásonyi

Robust Portfolio Optimization with Multi-Factor Stochastic Volatility pp. 264-298

Ben-Zhang Yang, Xiaoping Lu, Guiyuan Ma and Song-Ping Zhu

A Well-Defined Composite Indicator: An Application to Corporate Social Responsibility pp. 299-323

Juan Aparicio, Magdalena Kapelko and Juan F. Monge

Two-Stage Stochastic Variational Inequality Arising from Stochastic Programming pp. 324-343

Min Li and Chao Zhang