Abstract We investigate projected scaled gradient (PSG) methods for convex minimization problems. These methods perform a descent step along a diagonally scaled gradient direction ...
We propose the use of controlled perturbations to address the challenging question of optimal active-set prediction for interior point methods. Namely, in the context of linear pr...
The steepest descent algorithm with exact line searches (Cauchy algorithm) is inefficient, generating oscillating step lengths and a sequence of points converging to the span of t...
Copositivity tests are presented based on new necessary and sufficient conditions requiring the solution of linear complementarity problems (LCP). Methodologies involving Lemke’...