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SIAMJO
2010
84views more  SIAMJO 2010»
13 years 3 months ago
A Redistributed Proximal Bundle Method for Nonconvex Optimization
Proximal bundle methods have been shown to be highly successful optimization methods for unconstrained convex problems with discontinuous first derivatives. This naturally leads ...
Warren Hare, Claudia A. Sagastizábal
SIAMJO
2010
107views more  SIAMJO 2010»
13 years 3 months ago
Second-Order Analysis of Polyhedral Systems in Finite and Infinite Dimensions with Applications to Robust Stability of Variation
Abstract. This paper concerns second-order analysis for a remarkable class of variational systems in finite-dimensional and infinite-dimensional spaces, which is particularly imp...
René Henrion, Boris S. Mordukhovich, Nguyen...
SIAMJO
2010
121views more  SIAMJO 2010»
13 years 3 months ago
Optimization Strategies for the Vulnerability Analysis of the Electric Power Grid
Identifying small groups of lines, whose removal would cause a severe blackout, is critical for the secure operation of the electric power grid. We show how power grid vulnerabilit...
Ali Pinar, Juan Meza, Vaibhav Donde, Bernard C. Le...
SIAMJO
2010
58views more  SIAMJO 2010»
13 years 3 months ago
Tame Nonsmooth Inverse Mapping Theorems
We give several versions of local and global inverse mapping theorem for tame non necessarily smooth, mappings. Here tame mapping means a mapping which is subanalytic or, more gene...
Toshizumi Fukui, Krzysztof Kurdyka, Laurentiu Paun...
SIAMJO
2010
83views more  SIAMJO 2010»
13 years 3 months ago
The Lifted Newton Method and Its Application in Optimization
Abstract. We present a new “lifting” approach for the solution of nonlinear optimization problems (NLPs) that have objective and constraint functions with intermediate variable...
Jan Albersmeyer, Moritz Diehl
SIAMJO
2010
108views more  SIAMJO 2010»
13 years 3 months ago
Exposed Faces of Semidefinitely Representable Sets
A linear matrix inequality (LMI) is a condition stating that a symmetric matrix whose entries are affine linear combinations of variables is positive semidefinite. Motivated by th...
Tim Netzer, Daniel Plaumann, Markus Schweighofer
SIAMJO
2010
87views more  SIAMJO 2010»
13 years 3 months ago
A Second Derivative SQP Method: Global Convergence
Abstract. Sequential quadratic programming (SQP) methods form a class of highly efficient algorithms for solving nonlinearly constrained optimization problems. Although second deri...
Nicholas I. M. Gould, Daniel P. Robinson
SIAMJO
2010
133views more  SIAMJO 2010»
13 years 3 months ago
Infeasibility Detection and SQP Methods for Nonlinear Optimization
This paper addresses the need for nonlinear programming algorithms that provide fast local convergence guarantees no matter if a problem is feasible or infeasible. We present an a...
Richard H. Byrd, Frank E. Curtis, Jorge Nocedal
SIAMJO
2010
246views more  SIAMJO 2010»
13 years 3 months ago
A Singular Value Thresholding Algorithm for Matrix Completion
This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood a...
Jian-Feng Cai, Emmanuel J. Candès, Zuowei S...
SIAMJO
2010
85views more  SIAMJO 2010»
13 years 3 months ago
Metric Subregularity and Calmness for Nonconvex Generalized Equations in Banach Spaces
This paper concerns a generalized equation defined by a closed multifunction between Banach spaces, and we employ variational analysis techniques to provide sufficient and/or nece...
Xi Yin Zheng, Kung Fu Ng