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New existence results for evolutionary quasi-hemi-variational inequalities and their optimal control Optimization (IF 2.2) Pub Date : 2024-03-12 Akhtar A. Khan, Stanisław Migórski, Shengda Zeng
This paper investigates evolutionary quasi-variational inequalities that involve multi-valued monotone and pseudo-monotone maps. The purpose of including the pseudo-monotone map is to encompass gen...
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Approximation of optimization problems with constraints through kernel Sum-of-Squares Optimization (IF 2.2) Pub Date : 2024-03-11 Pierre-Cyril Aubin-Frankowski, Alessandro Rudi
Handling an infinite number of inequality constraints in infinite-dimensional spaces occurs in many fields, from global optimization to optimal transport. These problems have been tackled individua...
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A fresh look at nonsmooth Levenberg–Marquardt methods with applications to bilevel optimization Optimization (IF 2.2) Pub Date : 2024-03-12 Lateef O. Jolaoso, Patrick Mehlitz, Alain B. Zemkoho
In this paper, we revisit the classical problem of solving over-determined systems of nonsmooth equations numerically. We suggest a nonsmooth Levenberg–Marquardt method for its solution which, in c...
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Notes on the value function approach to multiobjective bilevel optimization Optimization (IF 2.2) Pub Date : 2024-03-08 Daniel Hoff, Patrick Mehlitz
This paper is concerned with the value function approach to multiobjective bilevel optimization which exploits a lower-level frontier-type mapping in order to replace the hierarchical model of two ...
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The degenerate variable metric proximal point algorithm and adaptive stepsizes for primal–dual Douglas–Rachford Optimization (IF 2.2) Pub Date : 2024-03-06 Dirk A. Lorenz, Jannis Marquardt, Emanuele Naldi
In this paper, the degenerate preconditioned proximal point algorithm will be combined with the idea of varying preconditioners leading to the degenerate variable metric proximal point algorithm. T...
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Terminal wealth maximization under drift uncertainty Optimization (IF 2.2) Pub Date : 2024-03-05 Kerem Uğurlu
We study the portfolio optimization problem of an investor seeking to maximize his terminal wealth. The portfolio is composed of one risky asset, a stock, and one riskless asset, a bond. We assume ...
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A new branch and bound method for solving linear multiplicative programming problems Optimization (IF 2.2) Pub Date : 2024-03-03 Bingdi Huang, Peiping Shen
This paper studies a class of linear multiplicative problems (LMP). To find a global optimal solution of problem (LMP), we first convert problem (LMP) into an equivalent problem (EP) via auxiliary ...
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Risk probability optimization of finite horizon piecewise deterministic Markov decision processes Optimization (IF 2.2) Pub Date : 2024-03-03 Haifeng Huo, Xian Wen
This paper investigates the piecewise deterministic Markov decision processes (PDMDPs) under the risk probability criterion. The optimality problem is to minimize the probability that the finite ho...
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A descent subgradient method using Mifflin's line search for nonsmooth nonconvex optimization Optimization (IF 2.2) Pub Date : 2024-03-01 Morteza Maleknia, Majid Soleimani-damaneh
We propose a descent subgradient algorithm for minimizing a function f:Rn→R, assumed to be locally Lipschitz, but not necessarily smooth or convex. To find an effective descent direction, the Golds...
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On the weakest constraint qualification for sharp local minimizers Optimization (IF 2.2) Pub Date : 2024-02-29 Oliver Stein, Maximilian Volk
The sharp local minimality of feasible points of nonlinear optimization problems is known to possess a characterization by a strengthened version of the Karush–Kuhn–Tucker conditions, as long as th...
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Projection and contraction method with double inertial steps for quasi-monotone variational inequalities Optimization (IF 2.2) Pub Date : 2024-02-28 Haiying Li, Xingfang Wang, Fenghui Wang
In this paper, we present a modified projection and contraction method for solving quasi-monotone variational inequalities in real Hilbert spaces. Our proposed method is a combination of double ine...
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On stability of the generalized saddle points Optimization (IF 2.2) Pub Date : 2024-02-23 A. V. Arutyunov, S. E. Zhukovskiy
In this paper, we introduce the concept of generalized saddle points for a function defined on a product of topological spaces. The generalized saddle points are defined as minima of a special func...
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An inexact proximal linearized DC algorithm with provably terminating inner loop Optimization (IF 2.2) Pub Date : 2024-02-21 Yi Zhang, Isao Yamada
Standard approaches to difference-of-convex (DC) programs require exact solution to a convex subproblem at each iteration, which generally requires noiseless computation and infinite iterations of ...
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Simultaneous reconstruction of the shape and surface impedance from Cauchy data for the Helmholtz equation Optimization (IF 2.2) Pub Date : 2024-02-19 Ji-Chuan Liu
In this paper, we are concerned with the coefficients identification for the Helmholtz equation. This problem consists of determining the shape and surface impedance from boundary Cauchy data. We p...
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Subsampled cubic regularization method for finite-sum minimization Optimization (IF 2.2) Pub Date : 2024-02-16 Max L. N. Gonçalves
This paper proposes and analyses a subsampled Cubic Regularization Method (CRM) for solving finite-sum optimization problems. The new method uses random subsampling techniques to approximate the fu...
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On inverse variational–hemivariational inequalities and its regularization Optimization (IF 2.2) Pub Date : 2024-02-13 K. Mahalik, C. Nahak
In this article, we propose the inverse variational-hemivariational inequalities problems (IVHIP) and its Tikhonov regularization theory. We establish the existence results for IVHIP and its regula...
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New second order sufficient optimality conditions for state constrained parabolic control problems Optimization (IF 2.2) Pub Date : 2024-02-12 Eduardo Casas, Mariano Mateos, Arnd Rösch
We study a control problem governed by a semilinear parabolic equation with pointwise control and state constraints imposed at every point of the space-time cylinder. We obtain second order suffici...
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Feasibility problems via paramonotone operators in a convex setting Optimization (IF 2.2) Pub Date : 2024-02-12 J. Camacho, M.J. Cánovas, J.E. Martínez-Legaz, J. Parra
This paper is focussed on some properties of paramonotone operators on Banach spaces and their application to certain feasibility problems for convex sets in a Hilbert space and convex systems in t...
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Portfolio reshaping under 1st-order stochastic dominance constraints by the exact penalty function methods Optimization (IF 2.2) Pub Date : 2024-02-09 Vladimir Norkin, Alois Pichler
The paper studies a financial portfolio selection problem under 1st-order stochastic dominance constraints. These constraints constitute lower bounds on the return profile of the portfolio. In part...
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Optimizing generalized linear fractional program using the image space branch-reduction-bound scheme Optimization (IF 2.2) Pub Date : 2024-02-06 Hongwei Jiao, Junqiao Ma
This paper addresses solving the generalized linear fractional program problem. For this purpose, we first convert the original problem into an equivalent problem by introducing some new variables ...
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On some generalizations of Hadamard's inversion theorem beyond differentiability Optimization (IF 2.2) Pub Date : 2024-01-31 A. Uderzo
A recognized trend of research investigates generalizations of the Hadamard's inversion theorem to functions that may fail to be differentiable. In this vein, the present paper explores some conseq...
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Stochastic Bregman extragradient algorithm with line search for stochastic mixed variational inequalities Optimization (IF 2.2) Pub Date : 2024-02-02 Xian-Jun Long, Jing Yang, Zhen-Ping Yang
In this paper, we present a stochastic Bregman extragradient algorithm with line search for solving a class of stochastic mixed variational inequality, which not only does not require any informati...
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An analysis on asymptotic stability of Hilfer fractional stochastic evolution equations with infinite delay Optimization (IF 2.2) Pub Date : 2024-02-02 J. Pradeesh, V. Vijayakumar
This article deals with the existence and asymptotic stability in the p-th moment of a mild solution for Hilfer fractional stochastic delay differential equations in Hilbert spaces. Our main result...
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On almost regular mappings Optimization (IF 2.2) Pub Date : 2024-01-31 Radek Cibulka
Ioffe's criterion and various reformulations of it have become a standard tool in proving theorems guaranteeing various regularity properties such as metric regularity, i.e. the openness with a lin...
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Optimal control results for fractional differential hemivariational inequalities of order r (1, 2) Optimization (IF 2.2) Pub Date : 2024-01-29 M. Johnson, M. Mohan Raja, V. Vijayakumar, Anurag Shukla
In this paper, we investigate the optimal control results for fractional differential hemivariational inequalities of order r∈(1,2). Multivalued maps, fractional calculus, and the fixed point theor...
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Semi-continuity of the solution maps of set-valued equilibrium problems with equilibrium constraints Optimization (IF 2.2) Pub Date : 2024-01-24 Qamrul Hasan Ansari, Pradeep Kumar Sharma, Nasir Hussain
In this paper, we study the parametric set-valued equilibrium problems with equilibrium constraints based on the comparison of objective values of set-valued maps by set order relations. We introdu...
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A note on duality in reverse convex optimization Optimization (IF 2.2) Pub Date : 2024-01-22 Joachim Gwinner
In this note we explore duality in reverse convex optimization with reverse convex inequality constraints. While we are examining the special case of a finite index set of inequality constraints, w...
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A class of time-optimal feedback control for fractional neutral evolution hemivariational inequalities with fixed delay Optimization (IF 2.2) Pub Date : 2024-01-02 S. Vivek, V. Vijayakumar
In this paper, we study a class of optimal feedback control for a neutral fractional system with hemivariational inequalities. Initially, we derive some existence results of mild solutions for the ...
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Obituary for Prof. Dr. habil. Alfred Göpfert Optimization (IF 2.2) Pub Date : 2023-12-27 Christiane Tammer, Elisabeth Köbis, Rosalind Elster, Wilfried Grecksch
Published in Optimization: A Journal of Mathematical Programming and Operations Research (Vol. 73, No. 1, 2024)
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Necessary optimality conditions for a bilevel multiobjective problem in terms of approximations Optimization (IF 2.2) Pub Date : 2023-12-19 Nazih Abderrazzak Gadhi, Mohamed Ohda
In this work, we are concerned with a bilevel multiobjective optimization problem. To get the Karush–Kuhn–Tucker-type necessary optimality condition, with the help of the generalized Motzkin's Theo...
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Convexificators for nonconvex multiobjective optimization problems with uncertain data: robust optimality and duality Optimization (IF 2.2) Pub Date : 2023-12-14 J. W. Chen, R. Yang, E. Köbis, X. Ou
In this paper, we investigate robust optimality conditions and duality for a class of nonconvex multiobjective optimization problems with uncertain data in the worst case by the upper semi-regular ...
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Two regularized inertial Tseng methods for solving inclusion problems with applications to convex bilevel programming Optimization (IF 2.2) Pub Date : 2023-12-07 Adeolu Taiwo, Simeon Reich
Combining the inertial technique, regularization, and the Tseng method for approximating a zero of the sum of monotone operators in a real Hilbert space, we propose two regularized inertial Tseng m...
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Approximate optimality conditions and duality results for non-smooth semi-infinite programming problems Optimization (IF 2.2) Pub Date : 2023-12-05 Tamanna Yadav, S. K. Gupta
This paper concentrates on investigating a semi-infinite optimization problem with cone constraints. Under the attainment of Abadie constraint qualification, an approximate necessary optimality con...
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Relaxation approaches for nonlinear sparse optimization problems Optimization (IF 2.2) Pub Date : 2023-11-30 Sonja Steffensen
In many recent applications, sparse solutions of the optimization problems are favoured over non-sparse solutions with comparable objective values. A standard method to induce the sparsity of the s...
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Some well-posedness equivalent results for a generalized split variational-hemivariational inequality Optimization (IF 2.2) Pub Date : 2023-11-27 Qiaoyuan Shu, Yibin Xiao, Rong Hu, Yu Zhao
In this paper, we introduce a generalized split variational-hemivariational inequality in Banach space and are devoted to discussing the equivalence of this inequality with its derived inclusion pr...
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Optimal policy for an inventory system with retailer's hybrid payment strategy and supplier's price discount facility under a supply chain management Optimization (IF 2.2) Pub Date : 2023-11-27 Prasanta Kumar Ghosh, Amalesh Kumar Manna, Jayanta Kumar Dey, Samarjit Kar
Suppliers often offer item-wise price discounts and trade credit to their retailers after receiving an initial payment for the supplied product. This discount is proportional to the total payment d...
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Nonregular multiobjective problems: optimality conditions Optimization (IF 2.2) Pub Date : 2023-11-24 A. S. Melo, L. B. dos Santos, M. A. Rojas-Medar
Necessary and sufficient conditions for multiobjective problems with both equality constraints and inequality constraints are presented. These conditions are applied when the constraints of the pro...
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A note on optimality conditions in terms of convexificators for a bilevel multiobjective optimization problem Optimization (IF 2.2) Pub Date : 2023-11-22 Stephan Dempe, Nazih Abderrazzak Gadhi
Necessary optimality conditions for a vectorial bilevel programming problem are given by Dempe et al. [Optimization 69, 1811–1830, 2020]. The main result, Theorem 1, is based on a result of Dutta a...
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Optimal control and zero-sum game subject to multifactor uncertain random systems with jump Optimization (IF 2.2) Pub Date : 2023-11-22 Xin Chen, Chenlei Tian, Ting Jin
A differential equation incorporating random matrices, multiple Liu processes, and multiple V jump processes is employed to portray a multifactor uncertain random system with jump. The existence an...
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A note on jointly convex Nash games Optimization (IF 2.2) Pub Date : 2023-11-15 Orestes Bueno, Carlos Calderón, John Cotrina
In this note we are interested in a relevant generalized Nash equilibrium problem, which was proposed by Rosen in 1965. An existence result is established in the general setting of quasiconvexity, ...
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On global solvability of a class of possibly nonconvex QCQP problems in Hilbert spaces Optimization (IF 2.2) Pub Date : 2023-11-15 Ewa M. Bednarczuk, Giovanni Bruccola
We show that KKT-type conditions are necessary and sufficient for global optimality for some quadratically constrained (possibly nonconvex) quadratic programming QCQP problems in Hilbert space. The...
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Conic cancellation laws and some applications in set optimization Optimization (IF 2.2) Pub Date : 2023-11-15 Marius Durea, Elena-Andreea Florea
We discuss, on finite and infinite dimensional normed vector spaces, some versions of Rådström cancellation law (or lemma) that are suited for applications to set optimization problems. In this sen...
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Pareto bordered sets Optimization (IF 2.2) Pub Date : 2023-11-14 Cornel Pintea
In this paper, we consider the closed convex sets with full Pareto-like relative boundary and call them Pareto bordered sets. We gradually characterize such sets by paying some special attention, a...
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Existence of solutions for polyhedral convex set optimization problems Optimization (IF 2.2) Pub Date : 2023-11-14 Andreas Löhne
Polyhedral convex set optimization problems are the simplest optimization problems with set-valued objective function. Their role in set optimization is comparable to the role of linear programs in...
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A type of minimal and maximal point theorem in locally convex product cones Optimization (IF 2.2) Pub Date : 2023-11-03 M. R. Motallebi
Using the neighbourhoods in upper relative topologies, we introduce a quasi-metric on cones which leads to a version of Cantors's intersection theorem for upper and lower relative v-topologies. The...
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Techniques for adjusting dual iterates in the presence of critical Lagrange multipliers for optimization problems with inequality constraints Optimization (IF 2.2) Pub Date : 2023-11-03 Andreas Fischer, Alexey F. Izmailov, Wladimir Scheck
The dual modification technique earlier proposed for equality-constrained optimization problems aims at avoiding attraction to critical Lagrange multipliers implying the loss of local fast converge...
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Nonlinear robust distribution planning model for perishable products based on sustainable development Optimization (IF 2.2) Pub Date : 2023-10-27 Yanshu Wei, Ke Su, Bing Zhao, Tianyou Shang
With the development of social economy and the improvement of people living standards, the distribution of cold chain products has become increasingly prominent. In the process of distribution of c...
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A novel (alpha, beta)-indiscernibility-assisted intuitionistic fuzzy-rough set model and its application to dimensionality reduction Optimization (IF 2.2) Pub Date : 2023-10-20 Shivam Shreevastava, Priti Maratha, Tanmoy Som, Anoop Kumar Tiwari
An intuitionistic fuzzy (IF) set is an interesting extension of a fuzzy set (FS) that includes more accurate expression of the uncertainty in contrast to conventional FS theory. By considering posi...
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Lagrangian methods for optimal control problems governed by multivalued quasi-hemivariational inequalities Optimization (IF 2.2) Pub Date : 2023-10-19 Ouayl Chadli, Akhtar A. Khan, Ram N. Mohapatra
The primary objective of this paper is to develop a general augmented Lagrangian approach for optimal control problems governed by multivalued quasi-hemivariational inequalities. By imposing genera...
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Convergence of a smoothing algorithm for horizontal linear complementarity problem with a nonmonotone line search Optimization (IF 2.2) Pub Date : 2023-10-18 Na Zhao, Yu Fang
In this paper, we present a nonmonotone smoothing Newton type algorithm for solving the horizontal linear complementarity problem. We show that the proposed algorithm is globally convergent under a...
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An algorithm for approximating solutions of the split variational inclusion problem Optimization (IF 2.2) Pub Date : 2023-10-16 Truong Minh Tuyen, Nguyen Song Ha
We introduce and study an iterative algorithm to approximate a solution to the split variational inclusion problem in real Hilbert spaces. The strong convergence of the proposed algorithm is proved...
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The solvability of weighted complementarity problems and a smoothing Newton algorithm under the local error bound Optimization (IF 2.2) Pub Date : 2023-10-16 Jingyong Tang, Jinchuan Zhou
The weighted Complementarity Problem (wCP) can be used for modelling a larger class of problems from science and engineering. In this paper, we first extend the solvability of the Complementarity P...
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On the Laplacian spectra and the Kirchhoff indices of two types of networks Optimization (IF 2.2) Pub Date : 2023-10-12 Jie Wang, Lu Liu, Hailiang Zhang
Let G be a connected simple graph. Denoted by Kf(G) the Kirchhoff index of G. In this note, we study the Laplacian spectra of two types of networks Pm×Pn and Pm×Cn. As a special case, explicit form...
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The variable metric three-operator algorithms for solving monotone inclusions Optimization (IF 2.2) Pub Date : 2023-10-10 Yanni Guo, Yinan Yan
In this paper, we propose an inexact variable metric three-operator algorithm and a viscous version of it for finding a zero of the sum of three monotone operators in a real Hilbert space. Under so...
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New accelerated splitting algorithm for monotone inclusion problems Optimization (IF 2.2) Pub Date : 2023-10-09 Lateef O. Jolaoso, Yekini Shehu, Hong-Kun Xu
Forward-reflected-backward splitting algorithm with inertial extrapolation of two inertial effects to find a zero of the sum of a maximal monotone and a Lipschitz continuous monotone operator is st...
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On the diagonal proximal point algorithms Optimization (IF 2.2) Pub Date : 2023-10-04 Hadi Khatibzadeh, Mohsen Rahimi Piranfar, Jamal Rooin
We study the asymptotic behaviour of the diagonal proximal point algorithms governed by a sequence of maximally monotone operators. With a summability condition on the Brézis–Haraux functions of th...
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Comments on the paper ‘A new contribution to best proximity point theory on quasi metric spaces and an application to nonlinear integral equations’ Optimization (IF 2.2) Pub Date : 2023-10-09 M. Gabeleh, J. Markin
Just recently M. Aslantas [A new contribution to best proximity point theory on quasi metric spaces and an application to nonlinear integral equations. Optimization. 2022] established a new best pr...
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Inertial method for solving split equality Hammerstein-type equation problems in reflexive Banach spaces Optimization (IF 2.2) Pub Date : 2023-10-06 Yirga Abebe Belay, Habtu Zegeye, Oganeditse A. Boikanyo
The purpose of this paper is to introduce an inertial scheme for solving Hammerstein-type equation problems in general reflexive real Banach spaces, where the underlying mappings are generally cont...
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Inertial reflected Krasnosel’ski-Mann iteration with applications to monotone inclusion problems Optimization (IF 2.2) Pub Date : 2023-10-04 Chinedu Izuchukwu, Yekini Shehu
This paper studies an inertial reflected method for the approximation of fixed points (assuming existence) of nonexpansive mappings in Hilbert spaces. The proposed method is a combination of Krasno...
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Stochastic approximation based confidence regions for stochastic variational inequalities Optimization (IF 2.2) Pub Date : 2023-09-27 Wuwenqing Yan, Yongchao Liu
The sample average approximation (SAA) and the stochastic approximation (SA) are two popular schemes for solving the stochastic variational inequalities problem (SVIP). In the past decades, theorie...