We study the quantitative stability of linear multistage stochastic programs under perturbations of the underlying stochastic processes. It is shown that the optimal values behave...
Given A := {a1, . . . , am} Rn, we consider the problem of reducing the input set for the computation of the minimum enclosing ball of A. In this note, given an approximate soluti...
We show that the optimal complexity of Nesterov's smooth first-order optimization algorithm is preserved when the gradient is only computed up to a small, uniformly bounded er...
We study the second-order feasibility cone F = {y IRn : My gT y} for given data (M, g). We construct a new representation for this cone and its dual based on the spectral decompo...
This paper extends the regularized smoothing Newton method in vector optimization to symmetric cone optimization, which provide a unified framework for dealing with the nonlinear ...
For a mathematical program with complementarity constraints (MPCC), we propose an active-set Newton method, which has the property of local quadratic convergence under the MPCC lin...
This paper concerns a fractional function of the form xT a/ xT Bx, where B is positive definite. We consider the game of choosing x from a convex set, to maximize the function, an...
This paper describes a Parallel Space Decomposition (PSD) technique for the Mesh Adaptive Direct Search (MADS) algorithm. MADS extends Generalized Pattern Search for constrained n...