In this paper, we propose an algorithm for solving inequality constrained mini-max optimization problem. In this algorithm, an active set strategy is used together with multiplier method to convert ...

In this work, we present a robust optimization method that is suited for unconstrained problems with a nonconvex cost function as well as for problems based on simulations, such as large partial ...

Conjugate gradient methods form a class of iterative algorithms that are highly effective for solving large‐scale unconstrained optimisation problems. They achieve efficiency by constructing ...

The book begins with a review of basic definitions and notations while also providing the related fundamental background of linear algebra, geometry and calculus. With this foundation, the authors ...