Výsledky vyhledávání - mathematical optimization. approximation theory. interior programming. linear programming.

Robust Optimization Autor Ben-Tal, Aharon, El Ghaoui, Laurent, Nemirovski, Arkadi

“…Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle…”
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Interior-Point Method for Nuclear Norm Approximation with Application to System Identification Autor Liu, Zhang, Vandenberghe, Lieven

“… This problem can be formulated as a semidefinite program, but the reformulation requires large auxiliary matrix variables, and is expensive to solve by general-purpose interior-point solvers…”
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A Polynomial Arc-Search Interior-Point Algorithm for Linear Programming Autor Yang, Yaguang

“…In this paper, ellipsoidal estimations are used to track the central path of linear programming…”
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A primal–dual interior point method for nonlinear semidefinite programming Autor Yamashita, Hiroshi, Yabe, Hiroshi, Harada, Kouhei

“…This paper is concerned with a primal–dual interior point method for solving nonlinear semidefinite programming problems…”
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A wide neighborhood infeasible-interior-point method with arc-search for linear programming Autor Yang, Ximei, Zhang, Yinkui, Liu, Hongwei

“…In this paper, we propose an arc-search infeasible-interior-point method for linear programming…”
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Real-Time Suboptimal Model Predictive Control Using a Combination of Explicit MPC and Online Optimization Autor Zeilinger, M. N., Jones, C. N., Morari, M.

“… The algorithm computes a piecewise affine approximation of the optimal solution that is used to warm-start an active set linear programming procedure…”
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Quasi-Newton approaches to interior point methods for quadratic problems Autor Gondzio, J., Sobral, F. N. C.

“… Solving the linear systems which arise from this approach is the most computationally expensive task of an interior point iteration. If, due…”
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Copositive Programming via Semi-Infinite Optimization Autor Ahmed, Faizan, Dür, Mirjam, Still, Georg

“…Copositive programming (CP) can be regarded as a special instance of linear semi-infinite programming (SIP…”
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Risk optimization with p-order conic constraints: A linear programming approach Autor Krokhmal, Pavlo A., Soberanis, Policarpio

“…The paper considers solving of linear programming problems with p-order conic constraints that are related to a certain class of stochastic optimization models with risk objective or constraints…”
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Decomposition Based Interior Point Methods for Two-Stage Stochastic Convex Quadratic Programs with Recourse Autor Mehrotra, Sanjay, Ozevin, M. Gokhan

“…Zhao showed that the log barrier associated with the recourse function of two-stage stochastic linear programs behaves as a strongly self-concordant barrier and forms a self-concordant family…”
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Nonlinear robust optimization via sequential convex bilevel programming Autor Houska, Boris, Diehl, Moritz

“…–max problems which arise in the context of semi-infinite programming. Here, our main motivation are nonlinear inequality constrained robust optimization problems…”
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On Hazan’s Algorithm for Symmetric Programming Problems Autor Faybusovich, Leonid

“…We describe the generalization of Hazan’s algorithm for symmetric programming problems…”
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Exploiting special structure in semidefinite programming: A survey of theory and applications Autor Klerk, Etienne de

“…Semidefinite programming (SDP) may be seen as a generalization of linear programming (LP…”
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New Preconditioners Applied to Linear Programming and the Compressive Sensing Problems Autor Kikuchi, Paula A., Oliveira, Aurelio R. L.

“… In the first approach, we consider the interior point methods that are very efficient for solving linear programming problems…”
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A preconditioning technique for Schur complement systems arising in stochastic optimization Autor Petra, Cosmin G., Anitescu, Mihai

“…Deterministic sample average approximations of stochastic programming problems with recourse are suitable for a scenario-based parallelization…”
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New developments in the primal–dual column generation technique Autor Gondzio, Jacek, González-Brevis, Pablo, Munari, Pedro

“…► New developments in theory and applications of the primal–dual column generation…”
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A diffusion-map-based algorithm for gradient computation on manifolds and applications Autor Gomez, Alvaro Almeida, Silva Neto, Antonio J., Zubelli, Jorge P.

“…We present a technique to estimate the Riemannian gradient of a given function defined on interior points of a Riemannian submanifold in the Euclidean space based on a sample of function evaluations…”
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Constraint selection in a build-up interior-point cutting-plane method for solving relaxations of the stable-set problem Autor Engau, Alexander, Anjos, Miguel F., Bomze, Immanuel

“…, and computational chemistry. While some relaxations provide high-quality bounds, they result in very large and expensive conic optimization problems…”
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An affine-scaling interior-point CBB method for box-constrained optimization Autor Hager, William W., Mair, Bernard A., Zhang, Hongchao

“…) gradient iterate that lies in the interior of the feasible set. Global convergence is established for a nonmonotone line search, while there is local R-linear…”
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A Class of Large-Update and Small-Update Primal-Dual Interior-Point Algorithms for Linear Optimization Autor Bai, Y. Q., Lesaja, G., Roos, C., Wang, G. Q., El Ghami, M.

“…In this paper we present a class of polynomial primal-dual interior-point algorithms for linear optimization based on a new class of kernel functions…”
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