27 search results - page 2 / 6 » siamjo 2002 |
SIAMJO
2002
13 years 4 months ago
2002
We introduce a new barrier function which is not a barrier function in the usual sense: it has finite value at the boundary of the feasible region. Despite this, its iteration bou...
SIAMJO
2002
13 years 4 months ago
2002
We give a pattern search method for nonlinearly constrained optimization that is an adaption of a bound constrained augmented Lagrangian method first proposed by Conn, Gould, and T...
SIAMJO
2002
13 years 4 months ago
2002
We consider the interior-point approach to sensitivity analysis in linear programming developed by the authors. We investigate the quality of the interior-point bounds under degene...
SIAMJO
2002
13 years 4 months ago
2002
We consider a conic-quadratic (and in particular a quadratically constrained) optimization problem with uncertain data, known only to reside in some uncertainty set U. The robust ...
SIAMJO
2002
13 years 4 months ago
2002
We study best approximation problems with nonlinear constraints in Hilbert spaces. The strong "conical hull intersection property" (CHIP) and the "basic constraint q...