SIAMJO
2010
13 years 6 months ago
2010
SIAMJO
2010
13 years 6 months ago
2010
We present a new family of proximal point methods for solving monotone variational inequalities. Our algorithm has a relative error tolerance criterion in solving the proximal subp...
SIAMJO
2010
13 years 6 months ago
2010
Abstract. We investigate integer programs containing monomial constraints of the type Q iI xi i = b. Due to the number-theoretic nature of these constraints, standard methods based...
SIAMJO
2010
13 years 6 months ago
2010
We study the problem of minimizing the expected loss of a linear predictor while constraining its sparsity, i.e., bounding the number of features used by the predictor. While the r...
SIAMJO
2010
13 years 6 months ago
2010
We present a general semidefinite relaxation scheme for general n-variate quartic polynomial optimization under homogeneous quadratic constraints. Unlike the existing sum-of-squar...
SIAMJO
2010
13 years 6 months ago
2010
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
SIAMJO
2010
13 years 6 months ago
2010
Abstract. We consider a Newton-CG augmented Lagrangian method for solving semidefinite programming (SDP) problems from the perspective of approximate semismooth Newton methods. In ...
SIAMJO
2010
13 years 6 months ago
2010
In this work we introduce for extended real valued functions, defined on a Banach space X, the concept of K directionally Lipschitzian behavior, where K is a bounded subset of X. F...
SIAMJO
2010
13 years 6 months ago
2010
SIAMJO
2010
13 years 9 months ago
2010
