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» Methods for convex and general quadratic programming
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MP
2006
94views more  MP 2006»
14 years 11 months ago
Optimization-based simulation of nonsmooth rigid multibody dynamics
We present a time-stepping method to simulate rigid multibody dynamics with inelastic collision, contact, and friction. The method progresses with fixed time step without backtrac...
Mihai Anitescu
OL
2011
177views Neural Networks» more  OL 2011»
14 years 1 months ago
Exploiting vector space properties to strengthen the relaxation of bilinear programs arising in the global optimization of proce
In this paper we present a methodology for finding tight convex relaxations for a special set of quadratic constraints given by bilinear and linear terms that frequently arise in ...
Juan P. Ruiz, Ignacio E. Grossmann
CVPR
2006
IEEE
16 years 1 months ago
Solving Markov Random Fields using Second Order Cone Programming Relaxations
This paper presents a generic method for solving Markov random fields (MRF) by formulating the problem of MAP estimation as 0-1 quadratic programming (QP). Though in general solvi...
M. Pawan Kumar, Philip H. S. Torr, Andrew Zisserma...
MP
2002
85views more  MP 2002»
14 years 10 months ago
Generalized Goal Programming: polynomial methods and applications
In this paper we address a general Goal Programming problem with linear objectives, convex constraints, and an arbitrary componentwise nondecreasing norm to aggregate deviations w...
Emilio Carrizosa, Jörg Fliege
SIAMJO
2000
108views more  SIAMJO 2000»
14 years 10 months ago
Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
Mathematical programs with nonlinear complementarity constraints are reformulated using better-posed but nonsmooth constraints. We introduce a class of functions, parameterized by...
Houyuan Jiang, Daniel Ralph