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SIAMJO
2010
83views more  SIAMJO 2010»
13 years 3 months ago
The Lifted Newton Method and Its Application in Optimization
Abstract. We present a new “lifting” approach for the solution of nonlinear optimization problems (NLPs) that have objective and constraint functions with intermediate variable...
Jan Albersmeyer, Moritz Diehl
SIAMJO
2010
121views more  SIAMJO 2010»
13 years 3 months ago
Optimization Strategies for the Vulnerability Analysis of the Electric Power Grid
Identifying small groups of lines, whose removal would cause a severe blackout, is critical for the secure operation of the electric power grid. We show how power grid vulnerabilit...
Ali Pinar, Juan Meza, Vaibhav Donde, Bernard C. Le...
SIAMJO
2010
246views more  SIAMJO 2010»
13 years 3 months ago
A Singular Value Thresholding Algorithm for Matrix Completion
This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood a...
Jian-Feng Cai, Emmanuel J. Candès, Zuowei S...
SIAMJO
2010
107views more  SIAMJO 2010»
13 years 3 months ago
Second-Order Analysis of Polyhedral Systems in Finite and Infinite Dimensions with Applications to Robust Stability of Variation
Abstract. This paper concerns second-order analysis for a remarkable class of variational systems in finite-dimensional and infinite-dimensional spaces, which is particularly imp...
René Henrion, Boris S. Mordukhovich, Nguyen...
SIAMJO
2010
130views more  SIAMJO 2010»
12 years 12 months ago
A Randomized Cutting Plane Method with Probabilistic Geometric Convergence
Abstract. We propose a randomized method for general convex optimization problems; namely, the minimization of a linear function over a convex body. The idea is to generate N rando...
Fabrizio Dabbene, P. S. Shcherbakov, Boris T. Poly...