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SIAMJO
2008
86views more  SIAMJO 2008»
13 years 9 months ago
On the Second-Order Feasibility Cone: Primal-Dual Representation and Efficient Projection
We study the second-order feasibility cone F = {y IRn : My gT y} for given data (M, g). We construct a new representation for this cone and its dual based on the spectral decompo...
Alexandre Belloni, Robert M. Freund
SIAMJO
2008
136views more  SIAMJO 2008»
13 years 9 months ago
Relaxed Alternating Projection Methods
Let A and B be nonempty, convex and closed subsets of a Hilbert space H. In the practical considerations we need to find an element of the intersection A B or, more general, to s...
Andrzej Cegielski, Agnieszka Suchocka
SIAMJO
2008
93views more  SIAMJO 2008»
13 years 9 months ago
Multivariable Utility Functions
Abstract. Utility functions of several variables are ubiquitous in economics. Their maximization requires inversion of the gradient map. Using convex analysis tools, we provide a r...
Maria B. Chiarolla, Ulrich G. Haussmann
SIAMJO
2008
84views more  SIAMJO 2008»
13 years 9 months ago
Regularity Conditions via Quasi-Relative Interior in Convex Programming
We give some new regularity conditions for Fenchel duality in separated locally convex vector spaces, written in terms of the notion of quasi interior and quasi-relative interior, ...
Radu Ioan Bot, Ernö Robert Csetnek, Gert Wank...
SIAMJO
2008
82views more  SIAMJO 2008»
13 years 9 months ago
Primal-Dual Affine Scaling Interior Point Methods for Linear Complementarity Problems
A first order affine scaling method and two mth order affine scaling methods for solving monotone linear complementarity problems (LCP) are presented. All three methods produce ite...
Florian A. Potra