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SIAMJO
2002
89views more  SIAMJO 2002»
13 years 4 months ago
A Probability-One Homotopy Algorithm for Nonsmooth Equations and Mixed Complementarity Problems
A probability-one homotopy algorithm for solving nonsmooth equations is described. This algorithm is able to solve problems involving highly nonlinear equations, where the norm of ...
Stephen C. Billups, Layne T. Watson
SIAMJO
2002
115views more  SIAMJO 2002»
13 years 4 months ago
Superlinearly Convergent Algorithms for Solving Singular Equations and Smooth Reformulations of Complementarity Problems
We propose a new algorithm for solving smooth nonlinear equations in the case where their solutions can be singular. Compared to other techniques for computing singular solutions, ...
Alexey F. Izmailov, Mikhail V. Solodov
SIAMJO
2002
99views more  SIAMJO 2002»
13 years 4 months ago
Active Sets, Nonsmoothness, and Sensitivity
Nonsmoothness pervades optimization, but the way it typically arises is highly structured. Nonsmooth behavior of an objective function is usually associated, locally, with an activ...
A. S. Lewis
SIAMJO
2002
122views more  SIAMJO 2002»
13 years 4 months ago
Robust Filtering via Semidefinite Programming with Applications to Target Tracking
In this paper we propose a novel finite-horizon, discrete-time, time-varying filtering method based on the robust semidefinite programming (SDP) technique. The proposed method prov...
Lingjie Li, Zhi-Quan Luo, Timothy N. Davidson, Kon...
SIAMJO
2002
142views more  SIAMJO 2002»
13 years 4 months ago
A Complementary Pivoting Approach to the Maximum Weight Clique Problem
Given an undirected graph with positive weights on the vertices, the maximum weight clique problem (MWCP) is to find a subset of mutually adjacent vertices (i.e., a clique) having ...
Alessio Massaro, Marcello Pelillo, Immanuel M. Bom...