We present a primal-dual interior-point algorithm with a filter line-search method for nonlinear programming. Local and global convergence properties of this method were analyzed i...
Given the pairwise affinity relations associated with a set of data items, the goal of a clustering algorithm is to automatically partition the data into a small number of homogen...
In this paper, we show the optimality of a certain class of disturbance-affine control policies in the context of one-dimensional, constrained, multi-stage robust optimization. Ou...
Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Par...
ngly better objective function value until an optimal solution is reached. From an abstract point of view, an augmentation problem is solved in each iteration. That is, given a fea...
Abstract Abstract. Recent work in the analysis of randomized approximation algorithms for NP-hard optimization problems has involved approximating the solution to a problem by the ...