SIAMJO
2008
13 years 4 months ago
2008
We study the quantitative stability of linear multistage stochastic programs under perturbations of the underlying stochastic processes. It is shown that the optimal values behave...
SIAMJO
2008
13 years 4 months ago
2008
Given A := {a1, . . . , am} Rn, we consider the problem of reducing the input set for the computation of the minimum enclosing ball of A. In this note, given an approximate soluti...
SIAMJO
2008
13 years 4 months ago
2008
We show that the optimal complexity of Nesterov's smooth first-order optimization algorithm is preserved when the gradient is only computed up to a small, uniformly bounded er...
SIAMJO
2008
13 years 4 months ago
2008
SIAMJO
2008
13 years 4 months ago
2008
We study the second-order feasibility cone F = {y IRn : My gT y} for given data (M, g). We construct a new representation for this cone and its dual based on the spectral decompo...
SIAMJO
2008
13 years 4 months ago
2008
This paper extends the regularized smoothing Newton method in vector optimization to symmetric cone optimization, which provide a unified framework for dealing with the nonlinear ...
SIAMJO
2008
13 years 4 months ago
2008
SIAMJO
2008
13 years 4 months ago
2008
For a mathematical program with complementarity constraints (MPCC), we propose an active-set Newton method, which has the property of local quadratic convergence under the MPCC lin...
SIAMJO
2008
13 years 4 months ago
2008
This paper concerns a fractional function of the form xT a/ xT Bx, where B is positive definite. We consider the game of choosing x from a convex set, to maximize the function, an...
SIAMJO
2008
13 years 4 months ago
2008
This paper describes a Parallel Space Decomposition (PSD) technique for the Mesh Adaptive Direct Search (MADS) algorithm. MADS extends Generalized Pattern Search for constrained n...