[图书][B] Modern nonconvex nondifferentiable optimization

Y Cui, JS Pang - 2021 - SIAM
Mathematical optimization has always been at the heart of engineering, statistics, and
economics. In these applied domains, optimization concepts and methods have often been …

Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs

Y Cui, J Liu, JS Pang - Set-Valued and Variational Analysis, 2022 - Springer
Chance-constrained programs (CCPs) constitute a difficult class of stochastic programs due
to its possible nondifferentiability and nonconvexity even with simple linear random …

Difference-of-Convex approach to chance-constrained Optimal Power Flow modelling the DSO power modulation lever for distribution networks

K Syrtseva, W de Oliveira, S Demassey… - … Energy, Grids and …, 2023 - Elsevier
The increasing expansion of renewable energy sources leads to the growth of uncertainty in
the distribution network operation. Short-term operational planning performed by distribution …

Probability maximization via Minkowski functionals: convex representations and tractable resolution

IE Bardakci, A Jalilzadeh, C Lagoa… - Mathematical …, 2023 - Springer
In this paper, we consider the maximizing of the probability P ζ∣ ζ∈ K (x) over a closed and
convex set X, a special case of the chance-constrained optimization problem. Suppose K …

DC Semidefinite programming and cone constrained DC optimization I: theory

MV Dolgopolik - Computational Optimization and Applications, 2022 - Springer
In this two-part study, we discuss possible extensions of the main ideas and methods of
constrained DC optimization to the case of nonlinear semidefinite programming problems …

DC semidefinite programming and cone constrained DC optimization II: local search methods

MV Dolgopolik - Computational Optimization and Applications, 2023 - Springer
The second part of our study is devoted to a detailed convergence analysis of two
extensions of the well-known DCA method for solving DC (Difference of Convex functions) …

Minimizing the difference of convex and weakly convex functions via bundle method

K Syrtseva, W de Oliveira, S Demassey, W van Ackooij - 2023 - hal.science
We consider optimization problems with objective and constraint being the difference of
convex and weakly convex functions. This framework covers a vast family of nonsmooth and …

Entry trajectory optimization of lifting-body vehicle by successive difference-of-convex programming

Z Deng, L Liu, Y Wang - Advances in Space Research, 2024 - Elsevier
The complexity of the three-dimensional entry trajectory optimization problem has escalated
due to the need to liberalize the angle of attack and bank angle as control variables, thereby …

Optimality Conditions in Control Problems with Random State Constraints in Probabilistic or Almost Sure Form

C Geiersbach, R Henrion - Mathematics of Operations …, 2024 - pubsonline.informs.org
In this paper, we discuss optimality conditions for optimization problems involving random
state constraints, which are modeled in probabilistic or almost sure form. Although the latter …

The Descent–Ascent Algorithm for DC Programming

P D'Alessandro, M Gaudioso… - INFORMS Journal …, 2024 - pubsonline.informs.org
We introduce a bundle method for the unconstrained minimization of nonsmooth difference-
of-convex (DC) functions, and it is based on the calculation of a special type of descent …