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SIAMJO
2000
108views more  SIAMJO 2000»
13 years 8 months ago
Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
Mathematical programs with nonlinear complementarity constraints are reformulated using better-posed but nonsmooth constraints. We introduce a class of functions, parameterized by...
Houyuan Jiang, Daniel Ralph
SIAMSC
2008
165views more  SIAMSC 2008»
13 years 8 months ago
Iterated Hard Shrinkage for Minimization Problems with Sparsity Constraints
Abstract. A new iterative algorithm for the solution of minimization problems in infinitedimensional Hilbert spaces which involve sparsity constraints in form of p-penalties is pro...
Kristian Bredies, Dirk A. Lorenz
JMLR
2010
143views more  JMLR 2010»
13 years 7 months ago
A Quasi-Newton Approach to Nonsmooth Convex Optimization Problems in Machine Learning
We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by ge...
Jin Yu, S. V. N. Vishwanathan, Simon Günter, ...
MP
1998
134views more  MP 1998»
13 years 8 months ago
Second-order global optimality conditions for convex composite optimization
In recent years second-order sufficient conditions of an isolated local minimizer for convex composite optimization problems have been established. In this paper, second-order opt...
Xiaoqi Yang
AUTOMATICA
2002
81views more  AUTOMATICA 2002»
13 years 8 months ago
The explicit linear quadratic regulator for constrained systems
For discrete-time linear time invariant systems with constraints on inputs and states, we develop an algorithm to determine explicitly, the state feedback control law which minimi...
Alberto Bemporad, Manfred Morari, Vivek Dua, Efstr...