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MP
2011
10 years 2 months ago
An interior-point piecewise linear penalty method for nonlinear programming
We present an interior-point penalty method for nonlinear programming (NLP), where the merit function consists of a piecewise linear penalty function (PLPF) and an 2-penalty functi...
Lifeng Chen, Donald Goldfarb
MP
2011
10 years 6 months ago
Lifting for conic mixed-integer programming
Lifting is a procedure for deriving valid inequalities for mixed-integer sets from valid inequalities for suitable restrictions of those sets. Lifting has been shown to be very e...
Alper Atamtürk, Vishnu Narayanan
MP
2011
10 years 6 months ago
Statistical ranking and combinatorial Hodge theory
We propose a number of techniques for obtaining a global ranking from data that may be incomplete and imbalanced — characteristics that are almost universal to modern datasets co...
Xiaoye Jiang, Lek-Heng Lim, Yuan Yao, Yinyu Ye
Intelligent Agents
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