Keyword: programming: convex

Found 402 papers in total
Discrete convex analysis
Discrete convex analysis
1998,
A theory of ‘discrete convex analysis’ is developed for integer-valued...
A modified layered-step interior-point algorithm for linear programming
A modified layered-step interior-point algorithm for linear programming
1998,
The layered-step interior-point algorithm was introduced by Vavasis and Ye. The...
Solving quadratric (0,1)-problems by semidefinite programs and cutting planes
Solving quadratric (0,1)-problems by semidefinite programs and cutting planes
1998,
We present computational experiments for solving quadratic (0, 1) problems. Our...
A search game with reward criterion
A search game with reward criterion
1998,
This paper investigates a search game of a searcher and a target. At the beginning of...
Information geometric analysis of semidefinite programming problems
Information geometric analysis of semidefinite programming problems
1998,
In this paper, we consider semidefinite programming (SDP) problems from points of view...
Lexicographic improvement of the target values in convex goal programming
Lexicographic improvement of the target values in convex goal programming
1998,
The aim of this paper is to carry out an exhaustive post optimization analysis in a...
Approximate Farkas lemmas and stopping rules for iterative infeasible-point algorithms for linear programming
Approximate Farkas lemmas and stopping rules for iterative infeasible-point algorithms for linear programming
1998,
In exact arithmetic, the simplex method applied to a particular linear programming...
An interior point method, based on rank-1 updates, for linear programming
An interior point method, based on rank-1 updates, for linear programming
1998,
We propose a polynomial time primal–dual potential reduction algorithm for...
A note on generalized Q-connected functions
A note on generalized Q-connected functions
1998,
In this paper, relationships between Q-connected, strictly A-connected and strongly...
A construction method of optimal control input sequence based on input–output – convex programming approach
A construction method of optimal control input sequence based on input–output – convex programming approach
1998,
This paper proposes a new model-free control input design method for systems with...
On the complexity of approximating a Karush–Kuhn–Tucker point of quadratic programming
On the complexity of approximating a Karush–Kuhn–Tucker point of quadratic programming
1998,
We present a potential reduction algorithm to approximate a...
Cuts, matrix completions and graph rigidity
Cuts, matrix completions and graph rigidity
1997,
This paper brings together several topics arising in distinct areas: polyhedral...
Characterizing a valuated delta-matroid as a family of delta-matroids
Characterizing a valuated delta-matroid as a family of delta-matroids
1997,
Two characterizations are given for a valuated delta-matroid. Let (V, ℱ ) be an...
Synthesis of nonlinear state feedback control via extended quadratic Lyapunov function – convex analysis approach using linear matrix inequalities
Synthesis of nonlinear state feedback control via extended quadratic Lyapunov function – convex analysis approach using linear matrix inequalities
1997,
We show a synthesis method of nonlinear state feedback control for input-affine...
An extension of predictor–corrector algorithm to a class of convex separable program
An extension of predictor–corrector algorithm to a class of convex separable program
1997,
The predictor–corrector algorithm for linear programming, presented by Mizuno et...
The approximability behaviour of some combinatorial problems with respect to the approximability of a class of maximum independent set problems
The approximability behaviour of some combinatorial problems with respect to the approximability of a class of maximum independent set problems
1997,
We prove that the existence of a polynomial time ρ-approximation algorithm (where...
Sample-path optimization of convex stochastic performance functions
Sample-path optimization of convex stochastic performance functions
1996,
In this paper we propose a method for optimizing convex performance functions in...
An infeasible interior-point algorithm for solving primal and dual geometric programs
An infeasible interior-point algorithm for solving primal and dual geometric programs
1997,
In this paper an algorithm is presented for solving the classical posynomial geometric...
Lipschitzian Q-matrices are P-matrices
Lipschitzian Q-matrices are P-matrices
1996,
In this note, we show that Lipschitzian Q -matrices are P -matrices by obtaining a...
Long-step strategies in interior-point primal–dual methods
Long-step strategies in interior-point primal–dual methods
1997,
In this paper we analyze from a unique point of view the behavior of path-following...
Fast convergence of the simplified largest step path following algorithm
Fast convergence of the simplified largest step path following algorithm
1997,
Each master iteration of a simplified Newton algorithm for solving a system of...
Barycentric scenario trees in convex multistage stochastic programming
Barycentric scenario trees in convex multistage stochastic programming
1996,
This work deals with the approximation of convex stochastic multistage programs...
Implementing bounds-based approximations in convex–concave two-stage stochastic programming
Implementing bounds-based approximations in convex–concave two-stage stochastic programming
1996,
This paper is concerned with implementational issues and computational testing of...
An active constraints Newton algorithm for the spatial price equilibrium problem
An active constraints Newton algorithm for the spatial price equilibrium problem
1994,
The authors consider the general spatial price equilibrium problem. In order to solve...
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