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SIAMJO
2000
116views more  SIAMJO 2000»
13 years 11 months ago
Computational Experience with an Interior Point Cutting Plane Algorithm
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...
John E. Mitchell
SIAMJO
2000
61views more  SIAMJO 2000»
13 years 11 months ago
Stability of Locally Optimal Solutions
: Necessary and sufficient conditions are obtained for the Lipschitzian stability of local solutions to finite-dimensional parameterized optimization problems in a very general set...
A. B. Levy, R. A. Poliquin, R. Tyrell Rockafellar
SIAMJO
2000
67views more  SIAMJO 2000»
13 years 11 months ago
Gradient Convergence in Gradient methods with Errors
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...
Dimitri P. Bertsekas, John N. Tsitsiklis
SIAMJO
2000
69views more  SIAMJO 2000»
13 years 11 months ago
A Truly Globally Convergent Newton-Type Method for the Monotone Nonlinear Complementarity Problem
Abstract. The Josephy
Mikhail V. Solodov, Benar Fux Svaiter
SIAMJO
2000
105views more  SIAMJO 2000»
13 years 11 months ago
On the Identification of Zero Variables in an Interior-Point Framework
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...
SIAMJO
2000
113views more  SIAMJO 2000»
13 years 11 months ago
Cones of Matrices and Successive Convex Relaxations of Nonconvex Sets
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...
Masakazu Kojima, Levent Tunçel
SIAMJO
2000
101views more  SIAMJO 2000»
13 years 11 months ago
An Efficient Algorithm for Minimizing a Sum of p-Norms
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...
Guoliang Xue, Yinyu Ye
SIAMJO
2000
83views more  SIAMJO 2000»
13 years 11 months ago
Nonmonotone Spectral Projected Gradient Methods on Convex Sets
Ernesto G. Birgin, José Mario Martín...
SIAMJO
2000
74views more  SIAMJO 2000»
13 years 11 months ago
A Specialized Interior-Point Algorithm for Multicommodity Network Flows
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...
Jordi Castro
SIAMJO
2000
76views more  SIAMJO 2000»
13 years 11 months ago
Superlinear Convergence and Implicit Filtering
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...
T. D. Choi, C. T. Kelley