SIAMJO
2008
13 years 3 months ago
2008
SIAMJO
2008
13 years 3 months ago
2008
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 ...
SIAMJO
2008
13 years 4 months ago
2008
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...
SIAMJO
2008
13 years 5 months ago
2008
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...
SIAMJO
2008
13 years 5 months ago
2008
SIAMJO
2008
13 years 5 months ago
2008
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 ...
SIAMJO
2008
13 years 5 months ago
2008
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. ...
SIAMJO
2008
13 years 5 months ago
2008
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...
SIAMJO
2008
13 years 5 months ago
2008
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...
SIAMJO
2008
13 years 5 months ago
2008
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...