SIAMJO
2008
13 years 11 months ago
2008
SIAMJO
2008
13 years 11 months ago
2008
A class of trust-region algorithms is developed and analyzed for the solution of minimization problems with nonlinear inequality constraints. Based on composite-step trust region ...
SIAMJO
2008
14 years 17 hour ago
2008
Let A and B be nonempty, convex and closed subsets of a Hilbert space H. In the practical considerations we need to find an element of the intersection A B or, more general, to s...
SIAMJO
2008
14 years 14 days ago
2008
We consider a rather general class of mathematical programming problems with data uncertainty, where the uncertainty set is represented by a system of convex inequalities. We prove...
SIAMJO
2008
14 years 14 days ago
2008
SIAMJO
2008
14 years 14 days ago
2008
It is known that the Karush-Kuhn-Tucker (KKT) conditions of semidefinite programming can be reformulated as a nonsmooth system via the metric projector over the cone of symmetric ...
SIAMJO
2008
14 years 14 days ago
2008
We provide a rule to calculate the subdifferential of the pointwise supremum of an arbitrary family of convex functions defined on a real locally convex topological vector space. ...
SIAMJO
2008
14 years 14 days ago
2008
Abstract. The recently introduced proximal average of two convex functions is a convex function with many useful properties. In this paper, we introduce and systematically study th...
SIAMJO
2008
14 years 14 days ago
2008
A first order affine scaling method and two mth order affine scaling methods for solving monotone linear complementarity problems (LCP) are presented. All three methods produce ite...
SIAMJO
2008
14 years 14 days ago
2008
We propose a new iterative approach for solving linear programs over convex cones. Assuming that Slaters condition is satisfied, the conic problem is transformed to the minimizatio...