MP
2016
8 years 20 days ago
2016
The perceptron algorithm is a simple iterative procedure for finding a point in a convex cone F. At each iteration, the algorithm only involves a query to a separation oracle for...
MP
2016
8 years 20 days ago
2016
Abstract Hierarchies of semidefinite programs have been used to approximate or even solve polynomial programs. This approach rapidly becomes computationally expensive and is often...
MP
2016
8 years 20 days ago
2016
A recurrent task in mathematical programming requires optimizing polytopes with prohibitivelymany constraints, e.g., the primal polytope in cutting-plane methods or the dual polyt...
MP
2016
8 years 20 days ago
2016
MP
2016
8 years 20 days ago
2016
We develop an iterative optimization method for nding the maximal and minimal spectral radius of a matrix over a compact set of nonnegative matrices. We consider matrix sets with...
MP
2016
8 years 20 days ago
2016
We study two continuous knapsack sets Y≥ and Y≤ with n integer, one unbounded continuous and m bounded continuous variables in either ≥ or ≤ form. When the coefficients of...
MP
2016
8 years 20 days ago
2016
We propose an efficient computational method for linearly constrained quadratic optimization problems (QOPs) with complementarity constraints based on their Lagrangian and doubly ...
MP
2016
8 years 20 days ago
2016
We present new results for the Frank-Wolfe method (also known as the conditional gradient method). We derive computational guarantees for arbitrary step-size sequences, which are ...
MP
2016
8 years 20 days ago
2016
MP
2016
8 years 20 days ago
2016
In this paper we prove that the broad class of direct-search methods of directional type, based on imposing sufficient decrease to accept new iterates, exhibits the same worst cas...