Journal of Optimization Theory and Applications

1997 - 2025

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

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Volume 179, issue 3, 2018

Proximal Point Methods for Lipschitz Functions on Hadamard Manifolds: Scalar and Vectorial Cases pp. 745-760

João Carlos de O. Souza

Intersection Theorems with Applications in Optimization pp. 761-777

Ravi P. Agarwal, Mircea Balaj and Donal O’Regan

On Constraint Qualifications and Sensitivity Analysis for General Optimization Problems via Pseudo-Jacobians pp. 778-799

M. Alavi Hejazi, N. Movahedian and S. Nobakhtian

Constraint Qualifications and Stationary Conditions for Mathematical Programming with Non-differentiable Vanishing Constraints pp. 800-819

Sajjad Kazemi and Nader Kanzi

On Bilevel Programs with a Convex Lower-Level Problem Violating Slater’s Constraint Qualification pp. 820-837

Gaoxi Li and Zhongping Wan

Stochastic Mirror Descent Dynamics and Their Convergence in Monotone Variational Inequalities pp. 838-867

Panayotis Mertikopoulos and Mathias Staudigl

Set-Valued Systems with Infinite-Dimensional Image and Applications pp. 868-895

J. Li and L. Yang

Nonsmooth Multiobjective Problems and Generalized Vector Variational Inequalities Using Quasi-Efficiency pp. 896-916

M. Golestani, H. Sadeghi and Y. Tavan

Reduced Jacobian Method pp. 917-943

Mounir El Maghri and Youssef Elboulqe

An Accelerated Three-Term Conjugate Gradient Method with Sufficient Descent Condition and Conjugacy Condition pp. 944-961

XiaoLiang Dong, Deren Han, Zhifeng Dai, Lixiang Li and Jianguang Zhu

Subgradient Methods for Sharp Weakly Convex Functions pp. 962-982

Damek Davis, Dmitriy Drusvyatskiy, Kellie J. MacPhee and Courtney Paquette

Error Bounds for the Solution Sets of Quadratic Complementarity Problems pp. 983-1000

Shenglong Hu, Jie Wang and Zheng-Hai Huang

Distributed Stochastic Algorithm for Global Optimization in Networked System pp. 1001-1007

Shengnan Wang and Chunguang Li

On Stochastic Extremum Seeking via Adaptive Perturbation–Demodulation Loop pp. 1008-1024

Miloje S. Radenković, Miloš S. Stanković and Srdjan S. Stanković

Optimal Control of Vibration-Based Micro-energy Harvesters pp. 1025-1042

Thuy T. T. Le, Felix Jost and Sebastian Sager

Optimal Battery Aging: An Adaptive Weights Dynamic Programming Algorithm pp. 1043-1053

Benjamin Heymann and Pierre Martinon

Time-Dependent Generalized Nash Equilibrium Problem pp. 1054-1064

John Cotrina and Javier Zúñiga

Data-Driven Robust Chance Constrained Problems: A Mixture Model Approach pp. 1065-1085

Zhiping Chen, Shen Peng and Jia Liu

Theoretical Complexity of Grid Cover Problems Used in Radar Applications pp. 1086-1106

Yann Briheche, Frederic Barbaresco, Fouad Bennis and Damien Chablat

Volume 179, issue 2, 2018

Special Issue: Optimization and Stochastic Control in Finance, Journal of Optimization Theory and Applications pp. 363-365

Bruno Bouchard, H. Mete Soner and Nizar Touzi

Systemic Risk and Stochastic Games with Delay pp. 366-399

René Carmona, Jean-Pierre Fouque, Seyyed Mostafa Mousavi and Li-Hsien Sun

Systemic Risk and Interbank Lending pp. 400-424

Li-Hsien Sun

Variational Formulation of a General Equilibrium Model with Incomplete Financial Markets and Numeraire Assets: Existence pp. 425-451

Maria Bernadette Donato, Monica Milasi and Antonio Villanacci

Moral Hazard Under Ambiguity pp. 452-500

Thibaut Mastrolia and Dylan Possamaï

Necessary and Sufficient Optimality Conditions for Regular–Singular Stochastic Differential Games with Asymmetric Information pp. 501-532

Yan Wang, Lei Wang and Kok Lay Teo

On the Optimal Dividend Problem in the Dual Model with Surplus-Dependent Premiums pp. 533-552

Ewa Marciniak and Zbigniew Palmowski

On the Bail-Out Optimal Dividend Problem pp. 553-568

José-Luis Pérez, Kazutoshi Yamazaki and Xiang Yu

Some Results on Skorokhod Embedding and Robust Hedging with Local Time pp. 569-597

Julien Claisse, Gaoyue Guo and Pierre Henry-Labordère

Pricing Bounds for Volatility Derivatives via Duality and Least Squares Monte Carlo pp. 598-617

Ivan Guo and Gregoire Loeper

Rebalancing Multiple Assets with Mutual Price Impact pp. 618-653

Paolo Guasoni and Marko H. Weber

An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions pp. 654-675

Jingzhi Tie, Hanqin Zhang and Qing Zhang

Stochastic Accelerated Alternating Direction Method of Multipliers with Importance Sampling pp. 676-695

Chenxi Chen, Yunmei Chen, Yuyuan Ouyang and Eduardo Pasiliao

A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model with Delay and an Application to Finance pp. 696-721

Emel Savku and Gerhard-Wilhelm Weber

An Indefinite Stochastic Linear Quadratic Optimal Control Problem with Delay and Related Forward–Backward Stochastic Differential Equations pp. 722-744

Na Li, Yuan Wang and Zhen Wu

Volume 179, issue 1, 2018

Inertial Forward–Backward Algorithms with Perturbations: Application to Tikhonov Regularization pp. 1-36

Hedy Attouch, Alexandre Cabot, Zaki Chbani and Hassan Riahi

Proximal Point Method for Locally Lipschitz Functions in Multiobjective Optimization of Hadamard Manifolds pp. 37-52

Glaydston de C. Bento, João Xavier Cruz Neto and Lucas V. Meireles

A Ky Fan Minimax Inequality for Quasiequilibria on Finite-Dimensional Spaces pp. 53-64

Marco Castellani, Massimiliano Giuli and Massimo Pappalardo

Existence and Connectedness of Solutions for Generalized Vector Quasi-Equilibrium Problems pp. 65-85

Yu Han and Nan-jing Huang

A Unified Characterization of Multiobjective Robustness via Separation pp. 86-102

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

Convergence Analysis of Difference-of-Convex Algorithm with Subanalytic Data pp. 103-126

Hoai An Le Thi, Huynh Van Ngai and Tao Pham Dinh

A Minimax Theorem for Lindelöf Sets pp. 127-136

Chuanfeng Sun

Robustness in Deterministic Vector Optimization pp. 137-162

Morteza Rahimi and Majid Soleimani-damaneh

On Glowinski’s Open Question on the Alternating Direction Method of Multipliers pp. 163-196

Min Tao and Xiaoming Yuan

A Modified Projected Gradient Method for Monotone Variational Inequalities pp. 197-211

Jun Yang and Hongwei Liu

Proximal Bundle Algorithms for Nonlinearly Constrained Convex Minimax Fractional Programs pp. 212-239

Smail Addoune, Karima Boufi and Ahmed Roubi

Robust Time-Optimal Guidance in a Partially Uncertain Time-Varying Flow-Field pp. 240-264

Jhanani Selvakumar and Efstathios Bakolas

Network Structures with Hierarchy and Communication pp. 265-282

Encarnación Algaba, René Brink and Chris Dietz

Optimal Long-Term Distributed Generation Planning and Reconfiguration of Distribution Systems: An Accelerating Benders’ Decomposition Approach pp. 283-310

Salman Khodayifar, Mohammad A. Raayatpanah, Abbas Rabiee, Hamed Rahimian and Panos M. Pardalos

Power Penalty Approach to American Options Pricing Under Regime Switching pp. 311-331

Kai Zhang and Xiaoqi Yang

Steering the Distribution of Agents in Mean-Field Games System pp. 332-357

Yongxin Chen, Tryphon T. Georgiou and Michele Pavon

Comments on Paper “On the Relation Between Two Approaches to Necessary Optimality Conditions in Problems with State Constraints” pp. 358-362

Dmitry Karamzin