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...
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...
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 ...
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, ...
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. ...