SIAMJO
2002
13 years 4 months ago
2002
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, ...
SIAMJO
2002
13 years 4 months ago
2002
We consider the problem of constructing mean{risk models which are consistent with the second degree stochastic dominance relation. By exploiting duality relations of convex analys...
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 subdifferential conditions of the calmness property for multifunctions representing convex constraint systems in a Banach space. Extending earlier work in finite dimension...
SIAMJO
2002
13 years 4 months ago
2002
In this paper we extend the design of a class of composite
SIAMJO
2002
13 years 4 months ago
2002
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 ...
SIAMJO
2002
13 years 4 months ago
2002
A linear program has a unique least 2-norm solution provided that the linear program has a solution. To locate this solution, most of the existing methods were devised to solve cer...
SIAMJO
2002
13 years 4 months ago
2002
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 ...
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