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SIAMJO
2002
133views more  SIAMJO 2002»
13 years 9 months ago
SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
Abstract. Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective...
Philip E. Gill, Walter Murray, Michael A. Saunders
SIAMJO
2002
142views more  SIAMJO 2002»
13 years 9 months ago
A Complementary Pivoting Approach to the Maximum Weight Clique Problem
Given an undirected graph with positive weights on the vertices, the maximum weight clique problem (MWCP) is to find a subset of mutually adjacent vertices (i.e., a clique) having ...
Alessio Massaro, Marcello Pelillo, Immanuel M. Bom...
SIAMJO
2002
92views more  SIAMJO 2002»
13 years 9 months ago
Generalized Bundle Methods
We study a class of generalized bundle methods for which the stabilizing term can be any closed convex function satisfying certain properties. This setting covers several algorithm...
Antonio Frangioni
SIAMJO
2010
246views more  SIAMJO 2010»
13 years 8 months ago
A Singular Value Thresholding Algorithm for Matrix Completion
This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood a...
Jian-Feng Cai, Emmanuel J. Candès, Zuowei S...
SIAMJO
2010
121views more  SIAMJO 2010»
13 years 8 months ago
Optimization Strategies for the Vulnerability Analysis of the Electric Power Grid
Identifying small groups of lines, whose removal would cause a severe blackout, is critical for the secure operation of the electric power grid. We show how power grid vulnerabilit...
Ali Pinar, Juan Meza, Vaibhav Donde, Bernard C. Le...