Sciweavers

Share
SIAMJO
2008
89views more  SIAMJO 2008»
8 years 8 months ago
Variational Analysis of Pseudospectra
Adrian S. Lewis, C. H. Jeffrey Pang
SIAMJO
2008
81views more  SIAMJO 2008»
8 years 8 months ago
A First-Order Convergence Analysis of Trust-Region Methods with Inexact Jacobians
A class of trust-region algorithms is developed and analyzed for the solution of minimization problems with nonlinear inequality constraints. Based on composite-step trust region ...
Andrea Walther
SIAMJO
2008
136views more  SIAMJO 2008»
8 years 9 months ago
Relaxed Alternating Projection Methods
Let A and B be nonempty, convex and closed subsets of a Hilbert space H. In the practical considerations we need to find an element of the intersection A B or, more general, to s...
Andrzej Cegielski, Agnieszka Suchocka
SIAMJO
2008
85views more  SIAMJO 2008»
8 years 10 months ago
Explicit Reformulations for Robust Optimization Problems with General Uncertainty Sets
We consider a rather general class of mathematical programming problems with data uncertainty, where the uncertainty set is represented by a system of convex inequalities. We prove...
Igor Averbakh, Yun-Bin Zhao
SIAMJO
2008
86views more  SIAMJO 2008»
8 years 10 months ago
Semidefinite Relaxation Bounds for Indefinite Homogeneous Quadratic Optimization
Simai He, Zhi-Quan Luo, Jiawang Nie, Shuzhong Zhan...
SIAMJO
2008
141views more  SIAMJO 2008»
8 years 10 months ago
Constraint Nondegeneracy, Strong Regularity, and Nonsingularity in Semidefinite Programming
It is known that the Karush-Kuhn-Tucker (KKT) conditions of semidefinite programming can be reformulated as a nonsmooth system via the metric projector over the cone of symmetric ...
Zi Xian Chan, Defeng Sun
SIAMJO
2008
110views more  SIAMJO 2008»
8 years 10 months ago
Subdifferential Calculus Rules in Convex Analysis: A Unifying Approach Via Pointwise Supremum Functions
We provide a rule to calculate the subdifferential of the pointwise supremum of an arbitrary family of convex functions defined on a real locally convex topological vector space. ...
Abderrahim Hantoute, Marco A. López, Consta...
SIAMJO
2008
143views more  SIAMJO 2008»
8 years 10 months ago
The Proximal Average: Basic Theory
Abstract. The recently introduced proximal average of two convex functions is a convex function with many useful properties. In this paper, we introduce and systematically study th...
Heinz H. Bauschke, Rafal Goebel, Yves Lucet, Xianf...
SIAMJO
2008
82views more  SIAMJO 2008»
8 years 10 months ago
Primal-Dual Affine Scaling Interior Point Methods for Linear Complementarity Problems
A first order affine scaling method and two mth order affine scaling methods for solving monotone linear complementarity problems (LCP) are presented. All three methods produce ite...
Florian A. Potra
SIAMJO
2008
139views more  SIAMJO 2008»
8 years 10 months ago
An Augmented Primal-Dual Method for Linear Conic Programs
We propose a new iterative approach for solving linear programs over convex cones. Assuming that Slaters condition is satisfied, the conic problem is transformed to the minimizatio...
Florian Jarre, Franz Rendl
books