Given a primal-dual pair of linear programs, it is well known that if their optimal values are viewed as lying on the extended real line, then the duality gap is zero, unless both...
We present a new strategy for choosing primal and dual steplengths in a primal-dual interior-point algorithm for convex quadratic programming. Current implementations often scale ...
Abstract. We consider the general nonlinear optimization problem in 01 variables and provide an explicit equivalent convex positive semidefinite program in 2n - 1 variables. The op...
Given a graph where increasing the weight of an edge has a nondecreasing convex piecewise linear cost, we study the problem of finding a minimum cost increase of the weights so tha...
We present a proximal point method to solve multiobjective problems based on the scalarization for maps. We build a family of a convex scalar strict representation of a convex map...