• CPLEX

  • Referenced in 2766 articles [sw04082]
  • linear function or a convex quadratic function. The variables in the model may be declared...
  • fminsearch

  • Referenced in 271 articles [sw07467]
  • Nelder--Mead algorithm applied to strictly convex functions in dimensions 1 and 2. We prove ... McKinnon gives a family of strictly convex functions in two dimensions ... more specialized class of convex functions in two dimensions...
  • CVX

  • Referenced in 832 articles [sw04594]
  • much more complex convex optimization problems, including many involving nondifferentiable functions, such as ℓ1 norms ... entropy maximization, determinant maximization, and many other convex programs. As of version 2.0, CVX also...
  • SCALCG

  • Referenced in 108 articles [sw08453]
  • means of a formula using the function values in two successive points. In very mild ... shown that, for strongly convex functions, the algorithm is global convergent. Preliminary computational results...
  • iPiasco

  • Referenced in 36 articles [sw13492]
  • certain type. The strongly convex objective function is assumed ... smooth convex and a smooth convex function. This additional knowledge is used for deriving ... rate of convergence for smooth strongly convex functions. We demonstrate the efficiency of the proposed...
  • isotone

  • Referenced in 34 articles [sw20811]
  • algorithm (PAVA) to minimize a separable convex function with simple chain constraints. Besides of general ... convex functions we extend existing PAVA implementations in terms of observation weights, approaches ... isotone optimization problems can be formulated as convex programming problems with linear constraints ... This methodology is applied on specific loss functions relevant in statistics. Both approaches are implemented...
  • Algorithm 829

  • Referenced in 60 articles [sw04467]
  • functions are generated by defining a convex quadratic function systematically distorted by polynomials in order...
  • YALMIP

  • Referenced in 1033 articles [sw04595]
  • second order cone programming, semidefinite programming, non-convex semidefinite programming, mixed integer programming, multi-parametric ... define your constraints and objective functions using intuitive and standard MATLAB code. Automatic categorization...
  • ASA

  • Referenced in 78 articles [sw04736]
  • nonlinear constrained non-convex cost-function over a D-dimensional space. This algorithm permits...
  • GradSamp

  • Referenced in 118 articles [sw05270]
  • continuously differentiable function in n real variables, which is not convex and not even locally ... formulated is that the gradient of the function is easily computed where it is defined...
  • iPiano

  • Referenced in 60 articles [sw09623]
  • differentiable (possibly nonconvex) and a convex (possibly nondifferentiable) function. The algorithm iPiano combines forward-backward...
  • Adam

  • Referenced in 861 articles [sw22205]
  • order gradient-based optimization of stochastic objective functions, based on adaptive estimates of lower-order ... best known results under the online convex optimization framework. Empirical results demonstrate that Adam works...
  • alphaBB

  • Referenced in 49 articles [sw06249]
  • optimization problems involving nonconvexities in the objective function and/or constraints is presented. The nonconvexities ... fractional, signomial) with customized tight convex lower bounding functions and (ii) by utilizing ... subsequent solution of a series of nonlinear convex minimization problems. The global optimization method, ffBB...
  • Convex

  • Referenced in 33 articles [sw07770]
  • Maple package for computations in rational convex geometry. Here ”rational” means that all coordinates must ... package provides functions for ”linear” as well as ”affine” convex geometry. In the affine setting ... also called a polytope. In the Convex package, polyhedra are represented by the type POLYHEDRON ... either description with the functions poshull and intersection, respectively. The Convex package can deal with...
  • ConicBundle

  • Referenced in 18 articles [sw05118]
  • method for minimizing the sum of convex functions that are given by first order oracles...
  • 2EBD-HPE

  • Referenced in 15 articles [sw31879]
  • proposed to minimize the sum of convex differentiable functions and convex non-smooth functions. More...
  • RRK_rr

  • Referenced in 16 articles [sw34461]
  • solution properties with respect to any convex functional by the addition of a relaxation parameter...
  • libMC

  • Referenced in 47 articles [sw06615]
  • library for calculating convex/concave relaxations of factorable functions as well as subgradients of these relaxations ... automatic generation of convex and concave relaxations of a given factorable function, a recursive procedure ... Then, libMC calculates enclosures as well as convex and concave relaxations recursively for each ... forward mode, with each elementary operation of convex and concave relaxation, additional variables are introduced...
  • PPL

  • Referenced in 101 articles [sw05357]
  • Parma Polyhedra Library. The domain of convex polyhedra is employed in several systems ... software components. Current applications span imperative, functional and logic languages, synchronous languages and synchronization protocols ... work of P. Cousot and N. Halbwachs, convex polyhedra have thus played an important role...
  • QPA

  • Referenced in 20 articles [sw04296]
  • requirement that the objective function be convex. The methods are iterative at two levels...