Sciweavers

MP
2011
12 years 7 months ago
Implicit solution function of P0 and Z matrix linear complementarity constraints
Abstract. Using the least element solution of the P0 and Z matrix linear complementarity problem (LCP), we define an implicit solution function for linear complementarity constrai...
Xiaojun Chen, Shuhuang Xiang
MP
2011
12 years 7 months ago
An interior-point piecewise linear penalty method for nonlinear programming
We present an interior-point penalty method for nonlinear programming (NLP), where the merit function consists of a piecewise linear penalty function (PLPF) and an 2-penalty functi...
Lifeng Chen, Donald Goldfarb
MP
2011
12 years 7 months ago
Strong KKT conditions and weak sharp solutions in convex-composite optimization
Using variational analysis techniques, we study convex-composite optimization problems. In connection with such a problem, we introduce several new notions as variances of the clas...
Xi Yin Zheng, Kung Fu Ng
MP
2011
12 years 11 months ago
Smoothed analysis of condition numbers and complexity implications for linear programming
We perform a smoothed analysis of Renegar’s condition number for linear programming by analyzing the distribution of the distance to ill-posedness of a linear program subject to...
John Dunagan, Daniel A. Spielman, Shang-Hua Teng
MP
2011
12 years 11 months ago
A warm-start approach for large-scale stochastic linear programs
Marco Colombo, Jacek Gondzio, Andreas Grothey
MP
2011
12 years 11 months ago
Statistical ranking and combinatorial Hodge theory
We propose a number of techniques for obtaining a global ranking from data that may be incomplete and imbalanced — characteristics that are almost universal to modern datasets co...
Xiaoye Jiang, Lek-Heng Lim, Yuan Yao, Yinyu Ye
MP
2011
12 years 11 months ago
A first-order interior-point method for linearly constrained smooth optimization
Abstract: We propose a first-order interior-point method for linearly constrained smooth optimization that unifies and extends first-order affine-scaling method and replicator d...
Paul Tseng, Immanuel M. Bomze, Werner Schachinger
MP
2011
12 years 11 months ago
Null space conditions and thresholds for rank minimization
Minimizing the rank of a matrix subject to constraints is a challenging problem that arises in many applications in machine learning, control theory, and discrete geometry. This c...
Benjamin Recht, Weiyu Xu, Babak Hassibi