65 search results - page 4 / 13 » Conditioning of convex piecewise linear stochastic programs |
SIAMJO
2008
14 years 9 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...
HYBRID
2000
Springer
15 years 1 months ago
2000
Springer
In this paper, we formulate the problem of characterizing the stability of a piecewise affine (PWA) system as a verification problem. The basic idea is to take the whole Rn as the ...
AAAI
2006
14 years 11 months ago
2006
Partially observable Markov decision processes (POMDPs) are an intuitive and general way to model sequential decision making problems under uncertainty. Unfortunately, even approx...
SIAMJO
2008
14 years 9 months ago
2008
We propose a new iterative approach for solving linear programs over convex cones. Assuming that Slaters condition is satisfied, the conic problem is transformed to the minimizatio...
ESOP
2007
Springer
15 years 3 months ago
2007
Springer
In this paper we present an alternative approach to interprocedurally g linear inequality relations. We propose an abstraction of the effects of procedures through convex sets of t...