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SIAMJO
2008
13 years 9 months ago
2008
A new active set algorithm for minimizing quadratic functions with separable convex constraints is proposed by combining the conjugate gradient method with the projected gradient. ...
SIAMJO
2008
13 years 9 months ago
2008
It is known that the Karush-Kuhn-Tucker (KKT) conditions of semidefinite programming can be reformulated as a nonsmooth system via the metric projector over the cone of symmetric ...
SIAMJO
2008
13 years 9 months ago
2008
We propose a new iterative approach for solving linear programs over convex cones. Assuming that Slaters condition is satisfied, the conic problem is transformed to the minimizatio...
SIAMJO
2008
13 years 9 months ago
2008
This paper describes a Parallel Space Decomposition (PSD) technique for the Mesh Adaptive Direct Search (MADS) algorithm. MADS extends Generalized Pattern Search for constrained n...
SIAMJO
2008
13 years 9 months ago
2008
This paper concerns a fractional function of the form xT a/ xT Bx, where B is positive definite. We consider the game of choosing x from a convex set, to maximize the function, an...