repositories = "Dipòsit Digital de Documents de la UAB"

Encontrado 200 documentos, página mostrada 1 de 20

First and second order analysis of nonlinear semidefinite programs

Author(s): Shapiro, Alexander
Description: In this paper we study nonlinear semidefinite programming problems. Convexity, duality and first-order optimality conditions for such problems are presented. A second-order analysis is also given. Second-order necessary and sufficient optimality conditions are derived. Finally, sensitivity analysis ...
Language(s): Inglés

An exact duality theory for semidefinite programming and its complexity implications

Author(s): Ramana, Motakuri V.
Description: In this paper, an exact dual is derived for Semidefinite Programming (SDP), for which strong duality properties hold without any regularity assumptions. Its main features are: (i) The new dual is an explicit semidefinite program with polynomially many variables and polynomial size coefficient bitlen...
Language(s): Inglés

The long-step method of analytic centers for fractional problems

Author(s): Nemirovski, A.
Description: We develop a long-step surface-following version of the method of analytic centers for the fractional-linear problem min {t_0 t_0B(x) - A(x) (is in) H,B (x) (is in) K, x (is in) G}, where H is a closed convex domain, K is a convex cone contained in the recessive cone of H, G is a convex domain and ...
Language(s): Inglés

Connections between semidefinite relaxations of the max-cut and stable set problems

Description: We describe links between a recently introduced semidefinite relaxation for the max-cut problem and the well known semidefinite relaxation for the stable set problem underlying the Lovász's theta function. It turns out that the connection between the convex bodies defining the semidefinite relaxatio...
Language(s): Inglés

The Projective Method for solving linear matrix inequalities

Description: Numerous problems in control and systems theory can be formulated in terms of linear matrix inequalities (LMI). Since solving an LMI amounts to a convex optimization problem, such formulations are known to be numerically tractable. However, the interest in LMI-based design techniques has really surg...
Language(s): Inglés

A cone programming approach to the bilinear matrix inequality problem and its geometry

Description: We discuss an approach for solving the Bilinear Matrix Inequality (BMI) based on its connections with certain problems defined over matrix cones. These problems are, among others, the cone generalization of the linear programming (LP) and the linear complementarity problem (LCP) (referred to as the ...
Language(s): Inglés

A globally convergent version of the Polak-Ribière conjugate gradient method

Author(s): Grippo, L. , Lucidi, S.
Description: In this paper we propose a new line search algorithm that ensures global convergence of the Polak-Ribière conjugate gradient method for the unconstrained minimization of nonconvex differentiable functions. In particular, we show that with this line search every limit point produced by the Polak-Ribi...
Language(s): Inglés

Encontrado 200 documentos, página mostrada 1 de 20

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