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SIAMJO
2010
136views more  SIAMJO 2010»
12 years 11 months ago
A New Exchange Method for Convex Semi-Infinite Programming
In this paper we propose a new exchange method for solving convex semi-infinite programming (CSIP) problems. We introduce a new dropping-rule in the proposed exchange algorithm, wh...
Liping Zhang, Soon-Yi Wu, Marco A. López
SIAMJO
2008
99views more  SIAMJO 2008»
13 years 4 months ago
The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs
Many optimization problems are naturally delivered in an uncertain framework, and one would like to exercise prudence against the uncertainty elements present in the problem. In pr...
Marco C. Campi, Simone Garatti
ICASSP
2008
IEEE
13 years 11 months ago
Blind separation of non-negative sources by convex analysis: Effective method using linear programming
We recently reported a criterion for blind separation of non-negative sources, using a new concept called convex analysis for mixtures of non-negative sources (CAMNS). Under some ...
Tsung-Han Chan, Wing-Kin Ma, Chong-Yung Chi, Yue W...
CORR
2010
Springer
104views Education» more  CORR 2010»
13 years 5 months ago
A new proof of Nash's Theorem via exchangeable equilibria
We give a novel proof of the existence of Nash equilibria in all finite games without using fixed point theorems or path following arguments. Our approach relies on a new notion i...
Noah D. Stein, Pablo A. Parrilo, Asuman E. Ozdagla...
APPML
2007
91views more  APPML 2007»
13 years 5 months ago
Steplength selection in interior-point methods for quadratic programming
We present a new strategy for choosing primal and dual steplengths in a primal-dual interior-point algorithm for convex quadratic programming. Current implementations often scale ...
Frank E. Curtis, Jorge Nocedal