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» Piercing Convex Sets
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ICML
2003
IEEE
14 years 8 months ago
Online Convex Programming and Generalized Infinitesimal Gradient Ascent
Convex programming involves a convex set F Rn and a convex cost function c : F R. The goal of convex programming is to find a point in F which minimizes c. In online convex prog...
Martin Zinkevich
HYBRID
2005
Springer
14 years 1 months ago
Primal-Dual Tests for Safety and Reachability
Abstract. A methodology for safety verification using barrier certificates has been proposed recently. Conditions that must be satisfied by a barrier certificate can be formula...
Stephen Prajna, Anders Rantzer
SIAMJO
2000
88views more  SIAMJO 2000»
13 years 7 months ago
A Feasible BFGS Interior Point Algorithm for Solving Convex Minimization Problems
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...
DGCI
2003
Springer
14 years 27 days ago
Stability in Discrete Tomography: Linear Programming, Additivity and Convexity
The problem of reconstructing finite subsets of the integer lattice from X-rays has been studied in discrete mathematics and applied in several fields like image processing, data...
Sara Brunetti, Alain Daurat
SIAMJO
2008
85views more  SIAMJO 2008»
13 years 7 months ago
Explicit Reformulations for Robust Optimization Problems with General Uncertainty Sets
We consider a rather general class of mathematical programming problems with data uncertainty, where the uncertainty set is represented by a system of convex inequalities. We prove...
Igor Averbakh, Yun-Bin Zhao