We study the problem of minimizing a sum of p-norms where p is a fixed real number in the interval [1, ]. Several practical algorithms have been proposed to solve this problem. How...
In this paper we propose a novel finite-horizon, discrete-time, time-varying filtering method based on the robust semidefinite programming (SDP) technique. The proposed method prov...
Lingjie Li, Zhi-Quan Luo, Timothy N. Davidson, Kon...
A linear program has a unique least 2-norm solution provided that the linear program has a solution. To locate this solution, most of the existing methods were devised to solve cer...
A probability-one homotopy algorithm for solving nonsmooth equations is described. This algorithm is able to solve problems involving highly nonlinear equations, where the norm of ...
Most local convergence analyses of the sequential quadratic programming (SQP) algorithm for nonlinear programming make strong assumptions about the solution, namely, that the activ...