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MP
2016
9 years 11 months ago
Spectral simplex method
We develop an iterative optimization method for nding the maximal and minimal spectral radius of a matrix over a compact set of nonnegative matrices. We consider matrix sets with...
Vladimir Yu. Protasov
93
Voted
MP
2016
9 years 11 months ago
Continuous knapsack sets with divisible capacities
We study two continuous knapsack sets Y≥ and Y≤ with n integer, one unbounded continuous and m bounded continuous variables in either ≥ or ≤ form. When the coefficients of...
Laurence A. Wolsey, Hande Yaman
MP
2016
9 years 11 months ago
A Lagrangian-DNN relaxation: a fast method for computing tight lower bounds for a class of quadratic optimization problems
We propose an efficient computational method for linearly constrained quadratic optimization problems (QOPs) with complementarity constraints based on their Lagrangian and doubly ...
Sunyoung Kim, Masakazu Kojima, Kim-Chuan Toh
MP
2016
9 years 11 months ago
New analysis and results for the Frank-Wolfe method
We present new results for the Frank-Wolfe method (also known as the conditional gradient method). We derive computational guarantees for arbitrary step-size sequences, which are ...
Robert M. Freund, Paul Grigas
MP
2016
9 years 11 months ago
Worst case complexity of direct search under convexity
In this paper we prove that the broad class of direct-search methods of directional type, based on imposing sufficient decrease to accept new iterates, exhibits the same worst cas...
M. Dodangeh, Luís N. Vicente
114
Voted
MOC
2016
9 years 11 months ago
Control of 2D scalar conservation laws in the presence of shocks
Abstract. We analyze a model optimal control problem for a 2D scalar conservation law: The so-called inverse design problem, the goal being to identify the initial datum leading to...
Rodrigo Lecaros, Enrique Zuazua
208
Voted
MOC
2016
9 years 11 months ago
Efficient algorithms for computing rational first integrals and Darboux polynomials of planar polynomial vector fields
We present fast algorithms for computing rational first integrals with bounded degree of a planar polynomial vector field. Our approach builds upon a method proposed by Ferragut ...
Alin Bostan, Guillaume Chèze, Thomas Cluzea...
118
Voted
MOC
2016
9 years 11 months ago
A BDDC algorithm with deluxe scaling for H(curl) in two dimensions with irregular subdomains
A bound is obtained for the condition number of a BDDC algorithm for problems posed in H(curl) in two dimensions, where the subdomains are only assumed to be uniform in the sense o...
Juan G. Calvo
117
Voted
MOC
2016
9 years 11 months ago
Contraction property of adaptive hybridizable discontinuous Galerkin methods
We establish the contraction property between consecutive loops of adaptive hybridizable discontinuous Galerkin methods for the Poisson problem with homogeneous Dirichlet condition...
Bernardo Cockburn, Ricardo H. Nochetto, Wujun Zhan...