In this paper we propose a new exchange method for solving convex semi-infinite programming (CSIP) problems. We introduce a new dropping-rule in the proposed exchange algorithm, wh...
Many optimization problems are naturally delivered in an uncertain framework, and one would like to exercise prudence against the uncertainty elements present in the problem. In pr...
We recently reported a criterion for blind separation of non-negative sources, using a new concept called convex analysis for mixtures of non-negative sources (CAMNS). Under some ...
We give a novel proof of the existence of Nash equilibria in all finite games without using fixed point theorems or path following arguments. Our approach relies on a new notion i...
Noah D. Stein, Pablo A. Parrilo, Asuman E. Ozdagla...
We present a new strategy for choosing primal and dual steplengths in a primal-dual interior-point algorithm for convex quadratic programming. Current implementations often scale ...