In multicriteria optimization, several objective functions, conflicting with each other, have to be minimized simultaneously. We propose a new efficient method for approximating t...
In this paper we present an infeasible path-following interiorpoint algorithm for solving linear programs using a relaxed notion of the central path, called quasicentral path, as ...
Semidefinite Programming (SDP) may be seen as a generalization of Linear Programming (LP). In particular, one may extend interior point algorithms for LP to SDP, but it has proven...
We perform a smoothed analysis of Renegar’s condition number for linear programming by analyzing the distribution of the distance to ill-posedness of a linear program subject to...
We propose an SQP-type algorithm for solving nonlinear second-order cone programming (NSOCP) problems. At every iteration, the algorithm solves a convex SOCP subproblem in which th...