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Journal of Global Optimization

Springer Nature

AJG 2
Abstract coveragesee Methodology
Recent paperssorted by most recent
PaperYearCitations
An efficient global optimization algorithm with adaptive estimates of the local Lipschitz constants
Danny D’Agostino
20262 citations
Distributionally robust fractional optimization of probability of exceedance
M. A. Lejeune & H. N. Nguyen
20261 citations
Norm-induced cuts: outer approximation for Lipschitzian constraint functions
Adrian Göß et al.
20261 citations
Characterizations of Strongly Quasiconvex Functions
Nicolas Hadjisavvas & Felipe Lara
20260 citations
Stochastic DC algorithms for general stochastic DC programs with machine learning applications
Hoai An Le Thi et al.
20260 citations
Data-driven Lipschitz-informed convex underestimators for branch-and-bound optimization of black-box functions
Suryateja Ravutla & Fani Boukouvala
20260 citations
Preface to the special issue on the $$8^\textrm{th}$$ world congress on global optimization
Panos M. Pardalos
20260 citations
Mean-risk stochastic integer programming approach for integrated fuel treatment and wildfire response planning with endogenous uncertainty
Lina M. Villa-Zapata et al.
20260 citations
Relaxations of KKT conditions do not strengthen finite RLT and SDP-RLT bounds for nonconvex quadratic programs
E. Alper Yıldırım
20260 citations
SPLD polynomial optimization and bounded degree SOS hierarchies
Liguo Jiao et al.
20260 citations
An efficient global optimization algorithm with adaptive estimates of the local Lipschitz constants
Yilin Ning
20260 citations
A Relax-Fix-and-Exclude algorithm for an MINLP problem with multilinear interpolations
Bruno M. Pacheco et al.
20260 citations
On relation between bilevel programming problems and variational inequalities on hadamard manifolds with application to toll optimization problem
B. B. Upadhyay et al.
20260 citations
Parabolic approximation & relaxation for MINLP
Adrian Göss et al.
20260 citations
A Bregman ADMM for Robust Fused Lasso Estimation with Doubly Nonconvex Regularizers
Yibao Fan et al.
20260 citations
An effective branch and bound algorithm for generalized risk parity portfolio optimization
Jing Zhou et al.
20260 citations
Risk-averse two-stage distributionally robust mixed-integer optimization with decision-dependent ambiguity sets
Yaling Hu et al.
20260 citations
Norm-induced cuts: outer approximation for Lipschitzian constraint functions
Adrian Göß et al.
20260 citations
Aggregation of bilinear bipartite equality constraints and its application to structural model updating problem
S. Dey et al.
20260 citations
Combining gradient information and primitive directions for high-performance Bound-Constrained mixed-integer optimization
Matteo Lapucci et al.
20260 citations

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