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SIAMJO
2000
88views more  SIAMJO 2000»
14 years 11 months ago
A Feasible BFGS Interior Point Algorithm for Solving Convex Minimization Problems
Abstract. We propose a BFGS primal-dual interior point method for minimizing a convex function on a convex set defined by equality and inequality constraints. The algorithm generat...
Paul Armand, Jean Charles Gilbert, Sophie Jan-J&ea...
SIAMJO
2000
56views more  SIAMJO 2000»
14 years 11 months ago
Reformulation of Variational Inequalities on a Simplex and Compactification of Complementarity Problems
Abstract. Many variational inequality problems (VIPs) can be reduced, by a compactification procedure, to a VIP on the canonical simplex. Reformulations of this problem are studied...
Roberto Andreani, José Mario Martíne...
SIAMJO
2000
61views more  SIAMJO 2000»
14 years 11 months ago
Stability of Locally Optimal Solutions
: Necessary and sufficient conditions are obtained for the Lipschitzian stability of local solutions to finite-dimensional parameterized optimization problems in a very general set...
A. B. Levy, R. A. Poliquin, R. Tyrell Rockafellar
SIAMJO
2002
107views more  SIAMJO 2002»
14 years 11 months ago
A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds
We give a pattern search method for nonlinearly constrained optimization that is an adaption of a bound constrained augmented Lagrangian method first proposed by Conn, Gould, and T...
Robert Michael Lewis, Virginia Torczon
SIAMJO
2002
88views more  SIAMJO 2002»
14 years 11 months ago
Subdifferential Conditions for Calmness of Convex Constraints
We study subdifferential conditions of the calmness property for multifunctions representing convex constraint systems in a Banach space. Extending earlier work in finite dimension...
René Henrion, Abderrahim Jourani