55 search results - page 3 / 11 » A Feasible BFGS Interior Point Algorithm for Solving Convex ... |
FOCM
2011
13 years 1 months ago
2011
The matrix rank minimization problem has applications in many fields such as system identification, optimal control, low-dimensional embedding etc. As this problem is NP-hard in ...
CORR
2007
Springer
13 years 6 months ago
2007
Springer
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to...
OL
2011
13 years 1 months ago
2011
We consider sequential quadratic programming (SQP) methods for solving constrained nonlinear programming problems. It is generally believed that SQP methods are sensitive to the a...
OL
2007
13 years 5 months ago
2007
We propose an SQP-type algorithm for solving nonlinear second-order cone programming (NSOCP) problems. At every iteration, the algorithm solves a convex SOCP subproblem in which th...
AUTOMATICA
2004
13 years 5 months ago
2004
In this paper, we discuss semidefinite relaxation techniques for computing minimal size ellipsoids that bound the solution set of a system of uncertain linear equations. The propo...