Abstract. We present a new “lifting” approach for the solution of nonlinear optimization problems (NLPs) that have objective and constraint functions with intermediate variable...
Newton’s method is a basic tool in numerical analysis and numerous applications, including operations research and data mining. We survey the history of the method, its main ide...
Finding a good wavelet for a particular application and type of input data is a difficult problem. Traditional methods of wavelet deus on abstract properties of the wavelet that ca...
Abstract We present a matrix-free line search algorithm for large-scale equality constrained optimization that allows for inexact step computations. For sufficiently convex problem...
A recent lifting technique led to a computationally efficient Model Predictive Control (MPC) strategy in which the online optimization is performed using a univariate Newton-Raphs...