103 search results - page 13 / 21 » siamjo 2008 |
SIAMJO
2008
13 years 9 months ago
2008
We present a nonsmooth optimization technique for nonconvex maximum eigenvalue functions and for nonsmooth functions which are infinite maxima of eigenvalue functions. We prove glo...
SIAMJO
2008
13 years 9 months ago
2008
We provide a rule to calculate the subdifferential of the pointwise supremum of an arbitrary family of convex functions defined on a real locally convex topological vector space. ...
SIAMJO
2000
13 years 9 months ago
2000
This paper deals with generalized pattern search (GPS) algorithms for linearly constrained optimization. At each iteration, the GPS algorithm generates a set of directions that con...
SIAMJO
2000
13 years 9 months ago
2000
Mathematical programs with nonlinear complementarity constraints are reformulated using better-posed but nonsmooth constraints. We introduce a class of functions, parameterized by...
SIAMJO
2000
13 years 9 months ago
2000
Abstract. Despite the efficiency shown by interior-point methods in large-scale linear programming, they usually perform poorly when applied to multicommodity flow problems. The ne...