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...
Recently, a semidefinite programming (SDP) relaxation approach has been proposed to solve the sensor network localization problem. Although it achieves high accuracy in estimating ...
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...
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...
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...