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MP
2006
14 years 9 months ago
2006
In this paper, we provide theoretical analysis for a cubic regularization of Newton method as applied to unconstrained minimization problem. For this scheme, we prove general local...
MP
2006
14 years 9 months ago
2006
Consider the semidefinite relaxation (SDR) of the quadratic integer program (QIP): := maxx{-1,1}n xT Qx minD-Q 0 trace(D) =:
MP
2002
14 years 9 months ago
2002
Using standard nonlinear programming (NLP) theory, we establish formulas for first and second order directional derivatives for optimal value functions of parametric mathematical ...
MP
2002
14 years 9 months ago
2002
We consider a class of non-linear mixed integer programs with n integer variables and k continuous variables. Solving instances from this class to optimality is an NP-hard problem....
MP
2002
14 years 9 months ago
2002
In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal s...