The eigenvalue complementarity problem (EiCP) represents a class of mathematical challenges where the determination of eigenvalues and corresponding eigenvectors is constrained by complementarity ...

The course is designed to provide engineering students a view of optimization as a tool for engineering decision making. Students will be given a fundamental introduction to the optimization ...

We investigate risk-averse stochastic optimization problems with a risk-shaping constraint in the form of a stochastic-order relation. Both univariate and multivariate orders are considered. We extend ...

With the advent of massively parallel computing coprocessors, numerical optimization for deep-learning disciplines is now possible. Complex real-time pattern recognition, for example, that can be used ...

This paper presents a numerical comparison between algorithms for unconstrained optimization that take account of sparsity in the second derivative matrix of the objective function. Some of the ...