We consider derivative free methods based on sampling approaches for nonlinear optimization problems where derivatives of the objective function are not available and cannot be dir...
We consider two notions for the representations of convex cones: G-representation and liftedG-representation. The former represents a convex cone as a slice of another; the latter...
: We present polynomial-time interior-point algorithms for solving the Fisher and Arrow-Debreu competitive market equilibrium problems with linear utilities and n players. Both of ...
Abstract. We attempt a broad exploration of properties and connections between the symmetry function of a convex set S IRn and other arenas of convexity including convex functions...
Abstract. Two corrector-predictor interior point algorithms are proposed for solving monotone linear complementarity problems. The algorithms produce a sequence of iterates in the ...
The simplex algorithm computes the simplex multipliers by solving a system (or two triangular systems) at each iteration. This note offers an efficient approach to updating the sim...