There has been a great deal of success in the last twenty years with the use of cutting plane algorithms to solve specialized integer programming problems. Generally, these algori...
: 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 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...
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...
Francisco Facchinei, Andreas Fischer, Christian Ka...
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...
We study the problem of minimizing a sum of p-norms where p is a fixed real number in the interval [1, ]. Several practical algorithms have been proposed to solve this problem. How...
Abstract. Despite the efficiency shown by interior-point methods in large-scale linear programming, they usually perform poorly when applied to multicommodity flow problems. The ne...
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...