Zobrazeno 1 - 10
of 55
pro vyhledávání: '"Welington de Oliveira"'
Publikováno v:
EURO Journal on Computational Optimization, Vol 5, Iss 1, Pp 5-29 (2017)
We consider convex non-smooth optimization problems where additional information with uncontrolled accuracy is readily available. It is often the case when the objective function is itself the output of an optimization solver, as for large-scale ener
Externí odkaz:
https://doaj.org/article/b0e12dcf7e334e8aba7a637742b02bad
Publikováno v:
Algorithms, Vol 13, Iss 9, p 235 (2020)
Independent System Operators (ISOs) worldwide face the ever-increasing challenge of coping with uncertainties, which requires sophisticated algorithms for solving unit-commitment (UC) problems of increasing complexity in less-and-less time. Hence, de
Externí odkaz:
https://doaj.org/article/a6488920c51648959f51dc8b481d6399
Autor:
Welington de Oliveira
Publikováno v:
Open Journal of Mathematical Optimization. 4:1-10
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b98037561f567b06d087c938199eca74
https://doi.org/10.5802/ojmo.21
https://doi.org/10.5802/ojmo.21
Publikováno v:
European Journal of Operational Research
European Journal of Operational Research, Elsevier, In press, ⟨10.1016/j.ejor.2021.09.040⟩
European Journal of Operational Research, Elsevier, In press, ⟨10.1016/j.ejor.2021.09.040⟩
This work presents a derivative-free trust-region algorithm for probability maximization problems. We assume that the probability function is continuously differentiable with Lipschitz continuous gradient, but no derivatives are available. The algori
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7df1101a9b9792705cfb73cc08d2e263
https://doi.org/10.1016/j.ejor.2021.09.040
https://doi.org/10.1016/j.ejor.2021.09.040
Publikováno v:
Reliability Engineering & System Safety. 236:109314
Reliability-based optimization (RBO) is crucial for identifying optimal risk-informed decisions for designing and operating engineering systems. However, its computation remains challenging as it requires a concurrent task of optimization and reliabi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a96724db20e56302332b7caec9ef09af
https://doi.org/10.1016/j.ress.2023.109314
https://doi.org/10.1016/j.ress.2023.109314
Autor:
Welington de Oliveira
Publikováno v:
Journal of Optimization Theory and Applications
Journal of Optimization Theory and Applications, Springer Verlag, 2020, 186 (3), pp.936-959. ⟨10.1007/s10957-020-01721-x⟩
Journal of Optimization Theory and Applications, Springer Verlag, 2020, 186 (3), pp.936-959. ⟨10.1007/s10957-020-01721-x⟩
Optimization methods for difference-of-convex programs iteratively solve convex subproblems to define iterates. Although convex, depending on the problem’s structure, these subproblems are very often challenging and require specialized solvers. Thi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2d23259b3133e0854da137e285ad48c6
https://doi.org/10.1007/s10957-020-01721-x
https://doi.org/10.1007/s10957-020-01721-x
Autor:
Welington de Oliveira
Publikováno v:
Set-Valued and Variational Analysis
Set-Valued and Variational Analysis, Springer, In press, ⟨10.1007/s11228-021-00600-5⟩
Set-Valued and Variational Analysis, Springer, In press, ⟨10.1007/s11228-021-00600-5⟩
This work deals with a broad class of convex optimization problems under uncertainty. The approach is to pose the original problem as one of finding a zero of the sum of two appropriate monotone operators, which is solved by the celebrated Douglas-Ra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::af3da08c90ac498e230884a926d1e6bc
https://hal.archives-ouvertes.fr/hal-03330577
https://hal.archives-ouvertes.fr/hal-03330577
Autor:
Wim van Ackooij, Welington de Oliveira
Publikováno v:
Optimization Letters
Optimization Letters, Springer Verlag, In press, ⟨10.1007/s11590-019-01477-y⟩
Optimization Letters, Springer Verlag, In press, ⟨10.1007/s11590-019-01477-y⟩
This works investigates a conceptual algorithm for computing critical points of nonsmooth nonconvex optimization problems whose objective function is the sum of two locally Lipschitzian (component) functions. We show that upon additional assumptions
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5e63613d2f5fa7ee01b47547d4673e0c
https://doi.org/10.1007/s11590-019-01477-y
https://doi.org/10.1007/s11590-019-01477-y
Publikováno v:
Computational Optimization and Applications
Computational Optimization and Applications, Springer Verlag, 2019, ⟨10.1007/s10589-019-00104-x⟩
Computational Optimization and Applications, Springer Verlag, 2019, ⟨10.1007/s10589-019-00104-x⟩
We consider well-known decomposition techniques for multistage stochastic programming and a new scheme based on normal solutions for stabilizing iterates during the solution process. The given algorithms combine ideas from finite perturbation of conv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7b892b503298350ae98b4b7abac90f3e
https://doi.org/10.1007/s10589-019-00104-x
https://doi.org/10.1007/s10589-019-00104-x
Autor:
Welington de Oliveira
Publikováno v:
Journal of Global Optimization
Journal of Global Optimization, Springer Verlag, In press
Journal of Global Optimization, Springer Verlag, In press
We consider the problem of minimizing the difference of two nonsmooth convex functions over a simple convex set. To deal with this class of nonsmooth and nonconvex optimization problems, we propose new proximal bundle algorithms and show that the giv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::39fd3864130a2e2341206c95c80d7dff
https://doi.org/10.1007/s10898-019-00755-4
https://doi.org/10.1007/s10898-019-00755-4