Sciweavers

1118 search results - page 1 / 224
» Convex Optimization
Sort
View
OL
2010
104views more  OL 2010»
13 years 3 months ago
On representations of the feasible set in convex optimization
We consider the convex optimization problem minx{f(x) : gj(x) ≤ 0, j = 1, . . . , m} where f is convex, the feasible set K is convex and Slater’s condition holds, but the funct...
Jean B. Lasserre
MOR
2006
93views more  MOR 2006»
13 years 4 months ago
Optimization of Convex Risk Functions
We consider optimization problems involving convex risk functions. By employing techniques of convex analysis and optimization theory in vector spaces of measurable functions we d...
Andrzej Ruszczynski, Alexander Shapiro
MP
1998
134views more  MP 1998»
13 years 4 months ago
Second-order global optimality conditions for convex composite optimization
In recent years second-order sufficient conditions of an isolated local minimizer for convex composite optimization problems have been established. In this paper, second-order opt...
Xiaoqi Yang
FOCM
2010
97views more  FOCM 2010»
13 years 3 months ago
Self-Concordant Barriers for Convex Approximations of Structured Convex Sets
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...
Levent Tunçel, Arkadi Nemirovski
JGO
2008
98views more  JGO 2008»
13 years 4 months ago
Duality for almost convex optimization problems via the perturbation approach
Abstract. We deal with duality for almost convex finite dimensional optimization problems by means of the classical perturbation approach. To this aim some standard results from th...
Radu Ioan Bot, Gábor Kassay, Gert Wanka