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COAP
2016
87views more  COAP 2016»
8 years 20 days ago
Bounded perturbation resilience of projected scaled gradient methods
Abstract We investigate projected scaled gradient (PSG) methods for convex minimization problems. These methods perform a descent step along a diagonally scaled gradient direction ...
Wenma Jin, Yair Censor, Ming Jiang
COAP
2016
47views more  COAP 2016»
8 years 20 days ago
Active-set prediction for interior point methods using controlled perturbations
We propose the use of controlled perturbations to address the challenging question of optimal active-set prediction for interior point methods. Namely, in the context of linear pr...
Coralia Cartis, Yiming Yan
COAP
2016
70views more  COAP 2016»
8 years 20 days ago
On the steepest descent algorithm for quadratic functions
The steepest descent algorithm with exact line searches (Cauchy algorithm) is inefficient, generating oscillating step lengths and a sequence of points converging to the span of t...
Clóvis C. Gonzaga, Ruana M. Schneider
COAP
2016
69views more  COAP 2016»
8 years 20 days ago
A proximal bundle method for nonsmooth nonconvex functions with inexact information
Warren Hare, Claudia A. Sagastizábal, Mikha...
COAP
2016
46views more  COAP 2016»
8 years 20 days ago
Copositivity tests based on the linear complementarity problem
Copositivity tests are presented based on new necessary and sufficient conditions requiring the solution of linear complementarity problems (LCP). Methodologies involving Lemke’...
Carmo P. Brás, Gabriele Eichfelder, Joaquim...