Consider a problem of minimizing a separable, strictly convex, monotone and differentiable function on a convex polyhedron generated by a system of m linear inequalities. The probl...
Adi Ben-Israel, Genrikh Levin, Yuri Levin, Boris R...
Abstract. We propose a BFGS primal-dual interior point method for minimizing a convex function on a convex set defined by equality and inequality constraints. The algorithm generat...
Paul Armand, Jean Charles Gilbert, Sophie Jan-J&ea...
We show how to approximate the feasible region of structured convex optimization problems by a family of convex sets with explicitly given and efficient (if the accuracy of the ap...
We consider the problem of extracting the source signals from an under-determined convolutive mixture assuming known mixing filters. State-of-the-art methods operate in the time-fr...
Convex optimization problems arising in applications, possibly as approximations of intractable problems, are often structured and large scale. When the data are noisy, it is of i...