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MP
2008
42views more  MP 2008»
15 years 17 days ago
Submodular function minimization
Satoru Iwata
91
Voted
MP
2008
58views more  MP 2008»
15 years 17 days ago
Optimal Jacobian accumulation is NP-complete
Uwe Naumann
MP
2008
117views more  MP 2008»
15 years 17 days ago
Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs
Abstract. We study piecewise decomposition methods for mathematical programs with equilibrium constraints (MPECs) for which all constraint functions are linear. At each iteration o...
Giovanni Giallombardo, Daniel Ralph
MP
2008
117views more  MP 2008»
15 years 17 days ago
Stochastic programming approach to optimization under uncertainty
In this paper we discuss computational complexity and risk averse approaches to two and multistage stochastic programming problems. We argue that two stage (say linear) stochastic ...
Alexander Shapiro
75
Voted
MP
2008
82views more  MP 2008»
15 years 17 days ago
Newton's iterates can converge to non-stationary points
Abstract In this note we discuss the convergence of Newton's method for minimization. We present examples in which the Newton iterates satisfy the Wolfe conditions and the Hes...
Walter F. Mascarenhas
MP
2008
81views more  MP 2008»
15 years 17 days ago
An inexact primal-dual path following algorithm for convex quadratic SDP
Abstract We propose primal-dual path-following Mehrotra-type predictorcorrector methods for solving convex quadratic semidefinite programming (QSDP) problems of the form: minX{1 2 ...
Kim-Chuan Toh
99
Voted
MP
2008
101views more  MP 2008»
15 years 17 days ago
Accelerating the cubic regularization of Newton's method on convex problems
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...
Yu. Nesterov
66
Voted
MP
2008
60views more  MP 2008»
15 years 17 days ago
Extreme optics and the search for Earth-like planets
In this paper I describe a new and exciting application of optimization technology. The problem is to design a space telescope capable of imaging Earth-like planets around nearby s...
Robert J. Vanderbei
57
Voted
MP
2008
77views more  MP 2008»
15 years 17 days ago
Continuous optimization methods for structure alignments
Roberto Andreani, José Mario Martíne...
53
Voted
MP
2008
71views more  MP 2008»
15 years 17 days ago
Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
Roberto Andreani, Ernesto G. Birgin, José M...