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Advances in Optimization and Applications

12th International Conference, OPTIMA 2021, Petrovac, Montenegro, September 27 – October 1, 2021, Revised Selected Papers

  • Conference proceedings
  • © 2021

Overview

Editors:
  1. Nicholas N. Olenev

    1. Dorodnicyn Computing Centre, FRC CSC RAS, Moscow, Russia

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  2. Yuri G. Evtushenko

    1. Dorodnicyn Computing Centre, FRC CSC RAS, Moscow, Russia

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  3. Milojica Jaćimović

    1. University of Montenegro, Podgorica, Montenegro

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  4. Michael Khachay

    1. Institute of Mathematics and Mechanics, Ekaterinburg, Russia

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  5. Vlasta Malkova

    1. Dorodnicyn Computing Centre, FRC CSC RAS, Moscow, Russia

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Part of the book series: Communications in Computer and Information Science (CCIS, volume 1514)

Included in the following conference series:

Conference proceedings info: OPTIMA 2021.

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Table of contents (19 papers)

  1. Front Matter

    Pages i-xii
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  2. Mathematical Programming

    1. Front Matter

      Pages 1-1
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    2. On Numerical Estimates of Errors in Solving Convex Optimization Problems

      • A. Birjukov, A. Chernov
      Pages 3-18

    3. Sequential Subspace Optimization for Quasar-Convex Optimization Problems with Inexact Gradient

      • Ilya A. Kuruzov, Fedor S. Stonyakin
      Pages 19-33

  3. Global Optimization

    1. Front Matter

      Pages 35-35
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    2. A Search Algorithm for the Global Extremum of a Discontinuous Function

      • Konstantin Barkalov, Marina Usova
      Pages 37-49

    3. A Novel Algorithm with Self-adaptive Technique for Solving Variational Inequalities in Banach Spaces

      • Yana Vedel, Vladimir Semenov, Sergey Denisov
      Pages 50-64

  4. Stochastic Optimization

    1. Front Matter

      Pages 65-65
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    2. On One Method of Optimization of Quantum Systems Based on the Search for Fixed Points

      • Alexander Buldaev, Ivan Kazmin
      Pages 67-81

    3. Stochastic Optimization for Dynamic Pricing

      • Dmitry Pasechnyuk, Pavel Dvurechensky, Sergey Omelchenko, Alexander Gasnikov
      Pages 82-94

    4. Adaptive Gradient-Free Method for Stochastic Optimization

      • Kamil Safin, Pavel Dvurechensky, Alexander Gasnikov
      Pages 95-108

  5. Optimal Control

    1. Front Matter

      Pages 109-109
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    2. Synthesis of Power and Movement Control of Heating Sources of the Rod

      • K. R. Aida-zade, V.A. Hashimov
      Pages 111-122

    3. Evolutionary Algorithms for Optimal Control Problem of Mobile Robots Group Interaction

      • Sergey Konstantinov, Askhat Diveev
      Pages 123-136

  6. Mathematical Economics

    1. Front Matter

      Pages 137-137
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    2. Model LSFE with Conjectural Variations for Electricity Forward Market

      • Natalia Aizenberg
      Pages 139-153

    3. Meta Algorithms for Portfolio Optimization Using Reinforcement Learning

      • Yury Kolomeytsev
      Pages 154-168

  7. Optimization in Data Analysis

    1. Front Matter

      Pages 169-169
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    2. Simultaneous Detection and Discrimination of the Known Number of Non-Linearly Extended Alphabet Elements in a Quasiperiodic Sequence

      • Liudmila Mikhailova
      Pages 171-183

    3. Network Utility Maximization by Updating Individual Transmission Rates

      • Dmitry Pasechnyuk, Andrei M. Raigorodskii
      Pages 184-198
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Other volumes

  1. Optimization and Applications

  2. Advances in Optimization and Applications

Keywords

About this book

This book constitutes the refereed proceedings of the 12th International Conference on Optimization and Applications, OPTIMA 2021, held in Petrovac, Montenegro, in September - October 2021. Due to the COVID-19 pandemic the conference was partially held online. 
The 19 revised full papers presented were carefully reviewed and selected from 38 submissions. The papers are organized in topical sections on ​​mathematical programming; global optimization; stochastic optimization; optimal control; mathematical economics; optimization in data analysis; applications.






Editors and Affiliations

  • Dorodnicyn Computing Centre, FRC CSC RAS, Moscow, Russia

    Nicholas N. Olenev, Yuri G. Evtushenko, Vlasta Malkova

  • University of Montenegro, Podgorica, Montenegro

    Milojica Jaćimović

  • Institute of Mathematics and Mechanics, Ekaterinburg, Russia

    Michael Khachay

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