We propose a new algorithm for solving smooth nonlinear equations in the case where their solutions can be singular. Compared to other techniques for computing singular solutions, ...
This paper contains a new convergence analysis for the Lewis and Torczon generalized pattern search (GPS) class of methods for unconstrained and linearly constrained optimization. ...
Proximal bundle methods have been shown to be highly successful optimization methods for unconstrained convex problems with discontinuous first derivatives. This naturally leads ...
This paper discusses how to find the global minimum of functions that are summations of small polynomials ("small" means involving a small number of variables). Some spa...
We consider a rather general class of mathematical programming problems with data uncertainty, where the uncertainty set is represented by a system of convex inequalities. We prove...