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MP
2008
14 years 9 months ago
2008
In this paper we propose an accelerated version of the cubic regularization of Newton's method [6]. The original version, used for minimizing a convex function with Lipschitz...
MP
2008
14 years 9 months ago
2008
We explore one method for finding the convex hull of certain mixed integer sets. The approach is to break up the original set into a small number of subsets, find a compact polyhed...
MP
2008
14 years 9 months ago
2008
Multistage stochastic programs have applications in many areas and support policy makers in finding rational decisions that hedge against unforeseen negative events. In order to en...
MP
2008
14 years 9 months ago
2008
We consider two notions for the representations of convex cones: G-representation and liftedG-representation. The former represents a convex cone as a slice of another; the latter...
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MP
2008
14 years 9 months ago
2008
The simplex algorithm computes the simplex multipliers by solving a system (or two triangular systems) at each iteration. This note offers an efficient approach to updating the sim...