We present a method for propagating linear constraints. Our technique exploits the fact that the interior point method converges on a central point of the polytope. A variable assi...
We present an interior-point penalty method for nonlinear programming (NLP), where the merit function consists of a piecewise linear penalty function (PLPF) and an 2-penalty functi...
In this paper we address a general Goal Programming problem with linear objectives, convex constraints, and an arbitrary componentwise nondecreasing norm to aggregate deviations w...
We propose an SQP-type algorithm for solving nonlinear second-order cone programming (NSOCP) problems. At every iteration, the algorithm solves a convex SOCP subproblem in which th...
— One way of image denoising is to project a noisy image to the subspace of admissible images derived, for instance by PCA. However, a major drawback of this method is that all p...