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MP
2016
10 years 26 days ago
Accelerated gradient methods for nonconvex nonlinear and stochastic programming
In this paper, we generalize the well-known Nesterov’s accelerated gradient (AG) method, originally designed for convex smooth optimization, to solve nonconvex and possibly stoch...
Saeed Ghadimi, Guanghui Lan
MP
2016
10 years 26 days ago
A deterministic rescaled perceptron algorithm
The perceptron algorithm is a simple iterative procedure for finding a point in a convex cone F. At each iteration, the algorithm only involves a query to a separation oracle for...
Javier Peña, Negar Soheili
MP
2016
10 years 26 days ago
A dynamic inequality generation scheme for polynomial programming
Abstract Hierarchies of semidefinite programs have been used to approximate or even solve polynomial programs. This approach rapidly becomes computationally expensive and is often...
Bissan Ghaddar, Juan C. Vera, Miguel F. Anjos
MP
2016
10 years 26 days ago
Ray projection for optimizing polytopes with prohibitively many constraints in set-covering column generation
A recurrent task in mathematical programming requires optimizing polytopes with prohibitivelymany constraints, e.g., the primal polytope in cutting-plane methods or the dual polyt...
Daniel Porumbel