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81
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SIAMJO
2008
99views more  SIAMJO 2008»
15 years 20 days ago
The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs
Many optimization problems are naturally delivered in an uncertain framework, and one would like to exercise prudence against the uncertainty elements present in the problem. In pr...
Marco C. Campi, Simone Garatti
SIAMJO
2008
66views more  SIAMJO 2008»
15 years 20 days ago
Further Relaxations of the Semidefinite Programming Approach to Sensor Network Localization
Recently, a semidefinite programming (SDP) relaxation approach has been proposed to solve the sensor network localization problem. Although it achieves high accuracy in estimating ...
Zizhuo Wang, Song Zheng, Yinyu Ye, Stephen Boyd
SIAMJO
2008
92views more  SIAMJO 2008»
15 years 20 days ago
An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
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...
Alexey F. Izmailov, Mikhail V. Solodov
97
Voted
SIAMJO
2008
86views more  SIAMJO 2008»
15 years 20 days ago
On the Second-Order Feasibility Cone: Primal-Dual Representation and Efficient Projection
We study the second-order feasibility cone F = {y IRn : My gT y} for given data (M, g). We construct a new representation for this cone and its dual based on the spectral decompo...
Alexandre Belloni, Robert M. Freund
111
Voted
SIAMJO
2008
82views more  SIAMJO 2008»
15 years 20 days ago
Primal-Dual Affine Scaling Interior Point Methods for Linear Complementarity Problems
A first order affine scaling method and two mth order affine scaling methods for solving monotone linear complementarity problems (LCP) are presented. All three methods produce ite...
Florian A. Potra