SIAMJO
2008
13 years 11 months ago
2008
We present a nonsmooth optimization technique for nonconvex maximum eigenvalue functions and for nonsmooth functions which are infinite maxima of eigenvalue functions. We prove glo...
SIAMJO
2008
13 years 11 months ago
2008
Given A := {a1, . . . , am} Rn and > 0, we propose and analyze two algorithms for the problem of computing a (1 + )-approximation to the radius of the minimum enclosing ball o...
SIAMJO
2008
13 years 11 months ago
2008
SIAMJO
2008
13 years 11 months ago
2008
Recently, a semidefinite programming (SDP) relaxation approach has been proposed to solve the sensor network localization problem. Although it achieves high accuracy in estimating ...
SIAMJO
2008
13 years 11 months ago
2008
Second-order sufficient optimality conditions are established for the optimal control of semilinear elliptic and parabolic equations with pointwise constraints on the control and t...
SIAMJO
2008
13 years 11 months ago
2008
Many optimization problems are naturally delivered in an uncertain framework, and one would like to exercise prudence against the uncertainty elements present in the problem. In pr...
SIAMJO
2008
13 years 11 months ago
2008
Using variational analysis, we study the linear regularity for a collection of finitely many closed sets. In particular, we extend duality characterizations of the linear regularit...
SIAMJO
2008
13 years 11 months ago
2008
Abstract. Utility functions of several variables are ubiquitous in economics. Their maximization requires inversion of the gradient map. Using convex analysis tools, we provide a r...
SIAMJO
2008
13 years 11 months ago
2008
Stochastic dominance constraints allow a decision-maker to manage risk in an optimization setting by requiring their decision to yield a random outcome which stochastically domina...
SIAMJO
2008
13 years 11 months ago
2008
We give some new regularity conditions for Fenchel duality in separated locally convex vector spaces, written in terms of the notion of quasi interior and quasi-relative interior, ...