40 citations · 44 across the 5 of their papers we have counts for
5 papers
Constrained recursive kernel density/regression estimation by stochastic quasi-gradient methods
Vladimir Norkin, Vladimir Kirilyuk
The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stoch…
Methods of Nonconvex Optimization
V. S. Mikhalevich, A. M. Gupal, V. I. Norkin
This book is devoted to finite-dimensional problems of non-convex non-smooth optimization and numerical methods for their solution. The problem of nonconvexity is studied in the bo…
On Shor's r-Algorithm for Problems with Constraints
Vladimir Norkin, Anton Kozyriev
Shor's r-algorithm (Shor, Zhurbenko (1971), Shor (1979)) with space stretching in the direction of difference of two adjacent subgradients is a competitive method of nonsmooth opti…
Constrained Global Optimization by Smoothing
Vladimir Norkin, Alois Pichler, Anton Kozyriev
This paper proposes a novel technique called "successive stochastic smoothing" that optimizes nonsmooth and discontinuous functions while considering various constraints. Our metho…
Portfolio reshaping under 1st order stochastic dominance constraints by the exact penalty function methods
Vladimir Norkin, Alois Pichler
The paper addresses general constrained and non-linear optimization problems. For some of these notoriously hard problems, there exists a reformulation as an unconstrained, global…