MP
2008
15 years 2 months ago
2008
128
Voted
MP
2008
15 years 2 months ago
2008
Abstract. We study piecewise decomposition methods for mathematical programs with equilibrium constraints (MPECs) for which all constraint functions are linear. At each iteration o...
130
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MP
2008
15 years 2 months ago
2008
In this paper we discuss computational complexity and risk averse approaches to two and multistage stochastic programming problems. We argue that two stage (say linear) stochastic ...
88
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MP
2008
15 years 2 months ago
2008
Abstract In this note we discuss the convergence of Newton's method for minimization. We present examples in which the Newton iterates satisfy the Wolfe conditions and the Hes...
112
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MP
2008
15 years 2 months ago
2008
Abstract We propose primal-dual path-following Mehrotra-type predictorcorrector methods for solving convex quadratic semidefinite programming (QSDP) problems of the form: minX{1 2 ...
115
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MP
2008
15 years 2 months ago
2008
In this paper we propose an accelerated version of the cubic regularization of Newton's method [6]. The original version, used for minimizing a convex function with Lipschitz...
77
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MP
2008
15 years 2 months ago
2008
In this paper I describe a new and exciting application of optimization technology. The problem is to design a space telescope capable of imaging Earth-like planets around nearby s...
74
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MP
2008
15 years 2 months ago
2008
66
Voted
MP
2008
15 years 2 months ago
2008