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SIAMJO
2002
115views more  SIAMJO 2002»
14 years 3 days ago
Superlinearly Convergent Algorithms for Solving Singular Equations and Smooth Reformulations of Complementarity Problems
We propose a new algorithm for solving smooth nonlinear equations in the case where their solutions can be singular. Compared to other techniques for computing singular solutions, ...
Alexey F. Izmailov, Mikhail V. Solodov
SIAMJO
2002
120views more  SIAMJO 2002»
14 years 3 days ago
Dual Stochastic Dominance and Related Mean-Risk Models
We consider the problem of constructing mean{risk models which are consistent with the second degree stochastic dominance relation. By exploiting duality relations of convex analys...
Wlodzimierz Ogryczak, Andrzej Ruszczynski
SIAMJO
2002
102views more  SIAMJO 2002»
14 years 3 days ago
Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
We consider a conic-quadratic (and in particular a quadratically constrained) optimization problem with uncertain data, known only to reside in some uncertainty set U. The robust ...
Aharon Ben-Tal, Arkadi Nemirovski, Cees Roos
SIAMJO
2002
88views more  SIAMJO 2002»
14 years 3 days ago
Subdifferential Conditions for Calmness of Convex Constraints
We study subdifferential conditions of the calmness property for multifunctions representing convex constraint systems in a Banach space. Extending earlier work in finite dimension...
René Henrion, Abderrahim Jourani
SIAMJO
2002
83views more  SIAMJO 2002»
14 years 3 days ago
Analysis of Inexact Trust-Region SQP Algorithms
In this paper we extend the design of a class of composite
Matthias Heinkenschloss, Luís N. Vicente
SIAMJO
2002
89views more  SIAMJO 2002»
14 years 3 days ago
A Probability-One Homotopy Algorithm for Nonsmooth Equations and Mixed Complementarity Problems
A probability-one homotopy algorithm for solving nonsmooth equations is described. This algorithm is able to solve problems involving highly nonlinear equations, where the norm of ...
Stephen C. Billups, Layne T. Watson
SIAMJO
2002
159views more  SIAMJO 2002»
14 years 3 days ago
Locating the Least 2-Norm Solution of Linear Programs via a Path-Following Method
A linear program has a unique least 2-norm solution provided that the linear program has a solution. To locate this solution, most of the existing methods were devised to solve cer...
Yun-Bin Zhao, Duan Li
SIAMJO
2002
142views more  SIAMJO 2002»
14 years 3 days ago
A Complementary Pivoting Approach to the Maximum Weight Clique Problem
Given an undirected graph with positive weights on the vertices, the maximum weight clique problem (MWCP) is to find a subset of mutually adjacent vertices (i.e., a clique) having ...
Alessio Massaro, Marcello Pelillo, Immanuel M. Bom...
SIAMJO
2002
107views more  SIAMJO 2002»
14 years 3 days ago
A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds
We give a pattern search method for nonlinearly constrained optimization that is an adaption of a bound constrained augmented Lagrangian method first proposed by Conn, Gould, and T...
Robert Michael Lewis, Virginia Torczon