30 June 2009

Call for papers: Nonconvex Optimisation and Its Applications

Call for papers: Nonconvex Optimisation and Its Applications

A special issue of International Journal of Computing Science and Mathematics

Nonconvex optimisation is a multi-disciplinary research field that deals with the characterisation and computation of local/global minima/maxima of nonlinear, nonconvex, nonsmooth, discrete and continuous functions. Nonconvex optimisation problems are frequently encountered in modelling complex real world systems for a very broad range of applications including engineering, mathematical economics, management science, biological and physical sciences, financial engineering and social science etc.

The aim of this special issue is to bring together emerging concepts, theoretical developments and applications. As this is a very active area of research, we are looking for theoretical and applied articles which contribute to the state-of-the-art in the field.

Example topics include, but not limited to:
  • Nonconvex programming
  • Nonlinear programming
  • Nonsmooth programming
  • Nonconvex quadratic programming
  • Stochastic optimisation and programming
  • Augmented lagrangian
  • Penalty function method
  • Semi-infinite programming
  • DC programming
  • Generalised convexity
  • Control and variational problems
  • Game theory
  • Variational inequalities
Important Dates
Manuscript Submission: 31 October 2009
Reviewer reports: 15 January 2010
Revised paper submission: 21 February 2010
Final manuscript submission to publisher: 15 April 2010

No comments: