MP
2016
8 years 8 months ago
2016
The perceptron algorithm is a simple iterative procedure for finding a point in a convex cone F. At each iteration, the algorithm only involves a query to a separation oracle for...
MP
2016
8 years 8 months ago
2016
Abstract Hierarchies of semidefinite programs have been used to approximate or even solve polynomial programs. This approach rapidly becomes computationally expensive and is often...
MP
2016
8 years 8 months ago
2016
A recurrent task in mathematical programming requires optimizing polytopes with prohibitivelymany constraints, e.g., the primal polytope in cutting-plane methods or the dual polyt...
MP
2016
8 years 8 months ago
2016
MP
2016
8 years 8 months ago
2016
We develop an iterative optimization method for nding the maximal and minimal spectral radius of a matrix over a compact set of nonnegative matrices. We consider matrix sets with...
MP
2016
8 years 8 months ago
2016
We study two continuous knapsack sets Y≥ and Y≤ with n integer, one unbounded continuous and m bounded continuous variables in either ≥ or ≤ form. When the coefficients of...
MP
2016
8 years 8 months ago
2016
We propose an efficient computational method for linearly constrained quadratic optimization problems (QOPs) with complementarity constraints based on their Lagrangian and doubly ...
MP
2016
8 years 8 months ago
2016
We present new results for the Frank-Wolfe method (also known as the conditional gradient method). We derive computational guarantees for arbitrary step-size sequences, which are ...
MP
2016
8 years 8 months ago
2016
MP
2016
8 years 8 months ago
2016
In this paper we prove that the broad class of direct-search methods of directional type, based on imposing sufficient decrease to accept new iterates, exhibits the same worst cas...