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...
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...
: Necessary and sufficient conditions are obtained for the Lipschitzian stability of local solutions to finite-dimensional parameterized optimization problems in a very general set...
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...
We study subdifferential conditions of the calmness property for multifunctions representing convex constraint systems in a Banach space. Extending earlier work in finite dimension...