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JOTA
2011
78views more  JOTA 2011»
12 years 7 months ago
Outer Trust-Region Method for Constrained Optimization
Given an algorithm A for solving some mathematical problem based on the iterative solution of simpler subproblems, an Outer Trust-Region (OTR) modification of A is the result of ...
Ernesto G. Birgin, Emerson V. Castelani, Andr&eacu...
SIAMJO
2008
139views more  SIAMJO 2008»
13 years 4 months ago
An Augmented Primal-Dual Method for Linear Conic Programs
We propose a new iterative approach for solving linear programs over convex cones. Assuming that Slaters condition is satisfied, the conic problem is transformed to the minimizatio...
Florian Jarre, Franz Rendl
MP
2002
195views more  MP 2002»
13 years 4 months ago
Nonlinear rescaling vs. smoothing technique in convex optimization
We introduce an alternative to the smoothing technique approach for constrained optimization. As it turns out for any given smoothing function there exists a modification with part...
Roman A. Polyak
ICPR
2008
IEEE
14 years 6 months ago
Solving quadratically constrained geometrical problems using lagrangian duality
In this paper we consider the problem of solving different pose and registration problems under rotational constraints. Traditionally, methods such as the iterative closest point ...
Carl Olsson, Anders Eriksson
MP
2006
103views more  MP 2006»
13 years 4 months ago
Assessing solution quality in stochastic programs
Determining if a solution is optimal or near optimal is fundamental in optimization theory, algorithms, and computation. For instance, Karush-Kuhn-Tucker conditions provide necessa...
Güzin Bayraksan, David P. Morton