Journal of Optimization Theory and Applications

1997 - 2025

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

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Volume 161, issue 3, 2014

On Finite Convergence of Iterative Methods for Variational Inequalities in Hilbert Spaces pp. 701-715

Shin-ya Matsushita and Li Xu

A Simpler Explicit Iterative Algorithm for a Class of Variational Inequalities in Hilbert Spaces pp. 716-727

Haiyun Zhou and Peiyuan Wang

A Direct Splitting Method for Nonsmooth Variational Inequalities pp. 728-737

J. Y. Bello Cruz and R. Díaz Millán

Unified Duality Theory for Constrained Extremum Problems. Part I: Image Space Analysis pp. 738-762

S. K. Zhu and S. J. Li

Unified Duality Theory for Constrained Extremum Problems. Part II: Special Duality Schemes pp. 763-782

S. K. Zhu and S. J. Li

Feedback Stabilization Methods for the Solution of Nonlinear Programming Problems pp. 783-806

Iasson Karafyllis

Fritz John Necessary Optimality Conditions of the Alternative-Type pp. 807-818

Fabián Flores-Bazán

On Box Constrained Concave Quadratic Optimization pp. 819-827

Jinghao Zhu, Shangrui Zhao and Guohua Liu

Solution to Global Minimization of Polynomials by Backward Differential Flow pp. 828-836

Jinghao Zhu, Shangrui Zhao and Guohua Liu

Expanding the Applicability of High-Order Traub-Type Iterative Procedures pp. 837-852

Sergio Amat, Ioannis K. Argyros, Sonia Busquier and Saïd Hilout

A New Complexity Analysis for Full-Newton Step Infeasible Interior-Point Algorithm for Horizontal Linear Complementarity Problems pp. 853-869

Behrouz Kheirfam

Absolute Value Equation Solution Via Linear Programming pp. 870-876

Olvi L. Mangasarian

Suboptimal Integral Sliding Mode Controller Design for a Class of Affine Systems pp. 877-904

Rongjie Liu and Shihua Li

A Framework for Globally Optimizing Mixed-Integer Signomial Programs pp. 905-932

Ruth Misener and Christodoulos A. Floudas

Decentralized Model Predictive Control for Networks of Linear Systems with Coupling Delay pp. 933-950

Tri Tran and Q. P. Ha

Optimal Design of the Time-Dependent Support of Bang–Bang Type Controls for the Approximate Controllability of the Heat Equation pp. 951-968

Francisco Periago

Optimal Harvesting for a Logistic Population Dynamics Driven by a Lévy Process pp. 969-979

Xiaoling Zou and Ke Wang

Further Discussions on Induced Bias Matrix Model for the Pair-Wise Comparison Matrix pp. 980-993

Daji Ergu, Gang Kou, János Fülöp and Yong Shi

Algebraic Interior and Separation on Linear Vector Spaces: Some Comments pp. 994-998

Elham Kiyani and Majid Soleimani-damaneh

Optimal Bounds for Integrals with Respect to Copulas and Applications pp. 999-1011

Markus Hofer and Maria Rita Iacò

Feedback Nash Equilibrium for Dynamic Brand and Channel Advertising in Dual Channel Supply Chain pp. 1012-1021

Mohammad Kazem Sayadi and Ahmad Makui

Volume 161, issue 2, 2014

Newton-Like Dynamics and Forward-Backward Methods for Structured Monotone Inclusions in Hilbert Spaces pp. 331-360

B. Abbas, H. Attouch and Benar F. Svaiter

Shape Gradient for Isogeometric Structural Design pp. 361-367

Louis Blanchard, Régis Duvigneau, Anh-Vu Vuong and Bernd Simeon

Lagrange Duality in Set Optimization pp. 368-397

Andreas H. Hamel and Andreas Löhne

Generalized Differentiation of a Class of Normal Cone Operators pp. 398-429

Nguyen Thanh Qui

Variational Solutions to Nonlinear Diffusion Equations with Singular Diffusivity pp. 430-445

Gabriela Marinoschi

A Smoothing Newton Algorithm for a Class of Non-monotonic Symmetric Cone Linear Complementarity Problems pp. 446-464

Nan Lu and Zheng-Hai Huang

Nonsmooth Steepest Descent Method by Proximal Subdifferentials in Hilbert Spaces pp. 465-477

Zhou Wei and Qing Hai He

The Proximal Point Algorithm Revisited pp. 478-489

Yunda Dong

Approximation in p-Norm of Univariate Concave Functions pp. 490-505

J. Guérin, P. Marcotte and G. Savard

Algorithms for an Integer Multicommodity Network Flow Problem with Node Reliability Considerations pp. 506-532

Bita Tadayon and J. Cole Smith

Complexity Results and Exact Algorithms for Robust Knapsack Problems pp. 533-552

Fabrice Talla Nobibon and Roel Leus

Improved Optimum Radius for Robust Stability of Schur Polynomials pp. 553-556

Younseok Choo

Multi-Criteria Optimization for Filter Design of L1 Adaptive Control pp. 557-581

Kwang-Ki K. Kim and Naira Hovakimyan

Optimal Control for Switched Systems with Pre-defined Order and Switch-Dependent Dynamics pp. 582-591

Erez Sigal and Joseph Z. Ben-Asher

Optimal Contract Design of Supplier-Led Outsourcing Based on Pontryagin Maximum Principle pp. 592-607

Jianxiong Zhang, Lin Feng and Wansheng Tang

A Dynamic Analysis of Schelling’s Binary Corruption Model: A Competitive Equilibrium Approach pp. 608-625

Jonathan P. Caulkins, Gustav Feichtinger, Dieter Grass, Richard F. Hartl, Peter Kort, Andreas J. Novak, Andrea Seidl and Franz Wirl

Research and Development with Stock-Dependent Spillovers and Price Competition in a Duopoly pp. 626-647

Fouad Ouardighi, Matan Shnaiderman and Federico Pasin

Optimal Mixed Batch Shipment Policy with Variable Safety Factor for the Single-Vendor Single-Buyer Production-Inventory System pp. 648-663

Wen-Tsung Ho and Yu-Cheng Hsiao

Partially Observed Time-Inconsistency Recursive Optimization Problem and Application pp. 664-687

Haiyang Wang and Zhen Wu

Damped Techniques for the Limited Memory BFGS Method for Large-Scale Optimization pp. 688-699

Mehiddin Al-Baali, Lucio Grandinetti and Ornella Pisacane

Volume 161, issue 1, 2014

Portfolio Selection: A Review pp. 1-21

Jerome Detemple

Forward–Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty pp. 22-55

Bernt Øksendal and Agnès Sulem

Characterization of the Value Process in Robust Efficient Hedging pp. 56-75

Daniel Hernández-Hernández and Erick Treviño-Aguilar

Heston Model: The Variance Swap Calibration pp. 76-89

Florence Guillaume and Wim Schoutens

Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model pp. 90-102

Tomasz R. Bielecki, Areski Cousin, Stéphane Crépey and Alexander Herbertsson

Recent Developments in Robust Portfolios with a Worst-Case Approach pp. 103-121

Jang Ho Kim, Woo Chang Kim and Frank Fabozzi

Viscosity Solutions of Integro-Differential Equations and Passport Options in a Jump-Diffusion Model pp. 122-144

Yang Wang, Baojun Bian and Jizhou Zhang

An Optimal Trading Rule Under a Switchable Mean-Reversion Model pp. 145-163

Duy Nguyen, Jingzhi Tie and Qing Zhang

A Robust Spectral Method for Solving Heston’s Model pp. 164-178

E. Ngounda, K. C. Patidar and E. Pindza

Robust Management and Pricing of Liquefied Natural Gas Contracts with Cancelation Options pp. 179-198

V. Guigues, C. Sagastizábal and J. P. Zubelli

Long-Short Portfolio Optimization Under Cardinality Constraints by Difference of Convex Functions Algorithm pp. 199-224

Hoai An Le Thi and Mahdi Moeini

Optimal Portfolio Decision Rule Under Nonparametric Characterization of the Interest Rate Dynamics pp. 225-238

James J. Kung

Dividend Problem with Parisian Delay for a Spectrally Negative Lévy Risk Process pp. 239-256

Irmina Czarna and Zbigniew Palmowski

Asymptotic Analysis of Sample Average Approximation for Stochastic Optimization Problems with Joint Chance Constraints via Conditional Value at Risk and Difference of Convex Functions pp. 257-284

Hailin Sun, Huifu Xu and Yong Wang

Maximum Entropy Estimates for Risk-Neutral Probability Measures with Non-Strictly-Convex Data pp. 285-307

Christopher Bose and Rua Murray

Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs pp. 308-329

Tiago P. Filomena and Miguel Lejeune