For multi-criteria problems and problems with poorly characterized objective, it is often desirable to simultaneously approximate the optimum solution for a large class of objecti...
Convex optimization problems arising in applications, possibly as approximations of intractable problems, are often structured and large scale. When the data are noisy, it is of i...
Abstract. We propose a BFGS primal-dual interior point method for minimizing a convex function on a convex set defined by equality and inequality constraints. The algorithm generat...
Paul Armand, Jean Charles Gilbert, Sophie Jan-J&ea...
— In this paper we propose a subgradient method for solving coupled optimization problems in a distributed way given restrictions on the communication topology. The iterative pro...
Abstract-- Some frequency-domain controller design problems are solved using a finite number of frequency samples. Consequently, the performance and stability conditions are not gu...