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SIAMJO
2002
122views more  SIAMJO 2002»
14 years 9 months ago
Robust Filtering via Semidefinite Programming with Applications to Target Tracking
In this paper we propose a novel finite-horizon, discrete-time, time-varying filtering method based on the robust semidefinite programming (SDP) technique. The proposed method prov...
Lingjie Li, Zhi-Quan Luo, Timothy N. Davidson, Kon...
SIAMJO
2002
159views more  SIAMJO 2002»
14 years 9 months ago
Locating the Least 2-Norm Solution of Linear Programs via a Path-Following Method
A linear program has a unique least 2-norm solution provided that the linear program has a solution. To locate this solution, most of the existing methods were devised to solve cer...
Yun-Bin Zhao, Duan Li
SIAMJO
2002
89views more  SIAMJO 2002»
14 years 9 months ago
A Probability-One Homotopy Algorithm for Nonsmooth Equations and Mixed Complementarity Problems
A probability-one homotopy algorithm for solving nonsmooth equations is described. This algorithm is able to solve problems involving highly nonlinear equations, where the norm of ...
Stephen C. Billups, Layne T. Watson
SIAMJO
2002
115views more  SIAMJO 2002»
14 years 9 months ago
Superlinearly Convergent Algorithms for Solving Singular Equations and Smooth Reformulations of Complementarity Problems
We propose a new algorithm for solving smooth nonlinear equations in the case where their solutions can be singular. Compared to other techniques for computing singular solutions, ...
Alexey F. Izmailov, Mikhail V. Solodov
SIAMJO
2002
117views more  SIAMJO 2002»
14 years 9 months ago
Analysis of Generalized Pattern Searches
This paper contains a new convergence analysis for the Lewis and Torczon generalized pattern search (GPS) class of methods for unconstrained and linearly constrained optimization. ...
Charles Audet, J. E. Dennis Jr.