103 search results - page 8 / 21 » siamjo 2008 |
SIAMJO
2000
13 years 9 months ago
2000
In this note we show how the implicit filtering algorithm can be coupled with the BFGS quasi-Newton update to obtain a superlinearly convergent iteration if the noise in the object...
SIAMJO
2000
13 years 9 months ago
2000
Let F be a compact subset of the n-dimensional Euclidean space Rn represented by (finitely or infinitely many) quadratic inequalities. We propose two methods, one based on successi...
SIAMJO
2000
13 years 9 months ago
2000
Abstract. We consider column sufficient linear complementarity problems and study the problem of identifying those variables that are zero at a solution. To this end we propose a n...
SIAMJO
2000
13 years 9 months ago
2000
We consider the gradient method xt+1 = xt + t(st + wt), where st is a descent direction of a function f : n and wt is a deterministic or stochastic error. We assume that f is Lip...
SIAMJO
2002
13 years 9 months ago
2002
This paper proposes a new predictor-corrector interior-point method for a class of semidefinite programs, which numerically traces the central trajectory in a space of Lagrange mul...