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SIAMJO
2000
88views more  SIAMJO 2000»
13 years 9 months ago
A Feasible BFGS Interior Point Algorithm for Solving Convex Minimization Problems
Abstract. We propose a BFGS primal-dual interior point method for minimizing a convex function on a convex set defined by equality and inequality constraints. The algorithm generat...
Paul Armand, Jean Charles Gilbert, Sophie Jan-J&ea...
SIAMJO
2000
56views more  SIAMJO 2000»
13 years 9 months ago
Reformulation of Variational Inequalities on a Simplex and Compactification of Complementarity Problems
Abstract. Many variational inequality problems (VIPs) can be reduced, by a compactification procedure, to a VIP on the canonical simplex. Reformulations of this problem are studied...
Roberto Andreani, José Mario Martíne...
SIAMJO
2000
61views more  SIAMJO 2000»
13 years 9 months ago
Stability of Locally Optimal Solutions
: Necessary and sufficient conditions are obtained for the Lipschitzian stability of local solutions to finite-dimensional parameterized optimization problems in a very general set...
A. B. Levy, R. A. Poliquin, R. Tyrell Rockafellar
SIAMJO
2002
107views more  SIAMJO 2002»
13 years 9 months ago
A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds
We give a pattern search method for nonlinearly constrained optimization that is an adaption of a bound constrained augmented Lagrangian method first proposed by Conn, Gould, and T...
Robert Michael Lewis, Virginia Torczon
SIAMJO
2002
88views more  SIAMJO 2002»
13 years 9 months ago
Subdifferential Conditions for Calmness of Convex Constraints
We study subdifferential conditions of the calmness property for multifunctions representing convex constraint systems in a Banach space. Extending earlier work in finite dimension...
René Henrion, Abderrahim Jourani