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MP
2007
76views more  MP 2007»
13 years 8 months ago
Universal duality in conic convex optimization
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...
Simon P. Schurr, André L. Tits, Dianne P. O...
APPML
2007
91views more  APPML 2007»
13 years 8 months ago
Steplength selection in interior-point methods for quadratic programming
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 ...
Frank E. Curtis, Jorge Nocedal
IPCO
2001
125views Optimization» more  IPCO 2001»
13 years 10 months ago
An Explicit Exact SDP Relaxation for Nonlinear 0-1 Programs
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...
Jean B. Lasserre
NETWORKS
2008
13 years 8 months ago
A linear programming approach to increasing the weight of all minimum spanning trees
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...
Mourad Baïou, Francisco Barahona
JGO
2011
149views more  JGO 2011»
13 years 3 months ago
A logarithmic-quadratic proximal point scalarization method for multiobjective programming
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...
Ronaldo Gregório, Paulo Roberto Oliveira