18 search results - page 3 / 4 » siamjo 2000 |
SIAMJO
2000
13 years 5 months ago
2000
In this note we show how the implicit filtering algorithm can be coupled with the BFGS quasi-Newton update to obtain a superlinearly convergent iteration if the noise in the object...
SIAMJO
2008
13 years 5 months ago
2008
We provide a rule to calculate the subdifferential of the pointwise supremum of an arbitrary family of convex functions defined on a real locally convex topological vector space. ...
SIAMJO
2008
13 years 5 months ago
2008
We study the quantitative stability of linear multistage stochastic programs under perturbations of the underlying stochastic processes. It is shown that the optimal values behave...
SIAMJO
2000
13 years 5 months ago
2000
This paper deals with generalized pattern search (GPS) algorithms for linearly constrained optimization. At each iteration, the GPS algorithm generates a set of directions that con...
SIAMJO
2000
13 years 5 months ago
2000
Mathematical programs with nonlinear complementarity constraints are reformulated using better-posed but nonsmooth constraints. We introduce a class of functions, parameterized by...