119
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MP
2016
10 years 25 days ago
2016
We develop an iterative optimization method for nding the maximal and minimal spectral radius of a matrix over a compact set of nonnegative matrices. We consider matrix sets with...
102
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MP
2016
10 years 25 days ago
2016
We study two continuous knapsack sets Y≥ and Y≤ with n integer, one unbounded continuous and m bounded continuous variables in either ≥ or ≤ form. When the coefficients of...
113
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MP
2016
10 years 25 days ago
2016
We propose an efficient computational method for linearly constrained quadratic optimization problems (QOPs) with complementarity constraints based on their Lagrangian and doubly ...
MP
2016
10 years 25 days ago
2016
We present new results for the Frank-Wolfe method (also known as the conditional gradient method). We derive computational guarantees for arbitrary step-size sequences, which are ...