40 citations · 43 across the 3 of their papers we have counts for
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math.OC2024★ 40 cited
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…
math.OC2023★ 3 cited
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…
math.OC2023
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…