Volume 22; Issue 4

SIAM Journal on Optimization

Volume 22; Issue 4

1

Sensitivity Analysis for Two-Level Value Functions with Applications to Bilevel Programming

Dempe, S., Mordukhovich, B. S., Zemkoho, A. B.

Journal:

SIAM Journal on Optimization

Year:

2012

Language:

english

File:

PDF, 408 KB

english, 2012

2

Differentiable Exact Penalty Functions for Nonlinear Second-Order Cone Programs

Fukuda, Ellen H., Silva, Paulo J. S., Fukushima, Masao

Journal:

SIAM Journal on Optimization

Year:

2012

Language:

english

File:

PDF, 343 KB

english, 2012

3

A Stable and Efficient Method for Solving a Convex Quadratic Program with Application to Optimal Control

Shahzad, Amir, Kerrigan, Eric C., Constantinides, George A.

Journal:

SIAM Journal on Optimization

Year:

2012

Language:

english

File:

PDF, 396 KB

english, 2012

4

Linear Matrix Inequalities with Stochastically Dependent Perturbations and Applications to Chance-Constrained Semidefinite Optimization

Cheung, Sin-Shuen, Man-Cho So, Anthony, Wang, Kuncheng

Journal:

SIAM Journal on Optimization

Year:

2012

Language:

english

File:

PDF, 533 KB

english, 2012

5

On the $O(1/t)$ Convergence Rate of Alternating Direction Method with Logarithmic-Quadratic Proximal Regularization

Tao, Min, Yuan, Xiaoming

Journal:

SIAM Journal on Optimization

Year:

2012

Language:

english

File:

PDF, 242 KB

english, 2012

6

0-1 Quadratic Knapsack Problems: An Exact Approach Based on a $t$-Linearization

Rodrigues, C. D., Quadri, D., Michelon, P., Gueye, S.

Journal:

SIAM Journal on Optimization

Year:

2012

Language:

english

File:

PDF, 284 KB

english, 2012

7

Mathematical Models and Polyhedral Studies for Integral Sheet Metal Design

Ferreira, Carlos E., Günther, Ute, Martin, Alexander

Journal:

SIAM Journal on Optimization

Year:

2012

Language:

english

File:

PDF, 767 KB

english, 2012

8

Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs

Bayraksan, Güzi̇n, Pierre-Louis, Péguy

Journal:

SIAM Journal on Optimization

Year:

2012

Language:

english

File:

PDF, 651 KB

english, 2012

9

Ergodic Mirror Descent

Duchi, John C., Agarwal, Alekh, Johansson, Mikael, Jordan, Michael I.

Journal:

SIAM Journal on Optimization

Year:

2012

Language:

english

File:

PDF, 479 KB

english, 2012

10

Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints

Izmailov, A. F., Solodov, M. V., Uskov, E. I.

Journal:

SIAM Journal on Optimization

Year:

2012

Language:

english

File:

PDF, 343 KB

english, 2012

11

Hölder Metric Subregularity with Applications to Proximal Point Method

Li, Guoyin, Mordukhovich, Boris S.

Journal:

SIAM Journal on Optimization

Year:

2012

Language:

english

File:

PDF, 374 KB

english, 2012

12

Distributed Computation of Equilibria in Monotone Nash Games via Iterative Regularization Techniques

Kannan, Aswin, Shanbhag, Uday V.

Journal:

SIAM Journal on Optimization

Year:

2012

Language:

english

File:

PDF, 451 KB

english, 2012

13

Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework

Ghadimi, Saeed, Lan, Guanghui

Journal:

SIAM Journal on Optimization

Year:

2012

Language:

english

File:

PDF, 310 KB

english, 2012

14

Exact Regularization of Polyhedral Norms

Schöpfer, Frank

Journal:

SIAM Journal on Optimization

Year:

2012

Language:

english

File:

PDF, 247 KB

english, 2012

15

Weighted Complementarity Problems---A New Paradigm for Computing Equilibria

Potra, Florian A.

Journal:

SIAM Journal on Optimization

Year:

2012

Language:

english

File:

PDF, 248 KB

english, 2012

16

A Sequential Minimization Technique for Elliptic Quasi-variational Inequalities with Gradient Constraints

Hintermüller, Michael, Rautenberg, Carlos N.

Journal:

SIAM Journal on Optimization

Year:

2012

Language:

english

File:

PDF, 1.94 MB

english, 2012

17

Optimization Algorithms for Hierarchical Problems with Application to Nanoporous Materials

Boggs, Paul T., Gay, David M., Griffiths, Stewart K., Lewis, Robert Michael, Long, Kevin R., Nash, Stephen, Nilson, Robert H.

Journal:

SIAM Journal on Optimization

Year:

2012

Language:

english

File:

PDF, 3.28 MB

english, 2012

18

Adjoint-Based Predictor-Corrector Sequential Convex Programming for Parametric Nonlinear Optimization

Dinh, Quoc Tran, Savorgnan, Carlo, Diehl, Moritz

Journal:

SIAM Journal on Optimization

Year:

2012

Language:

english

File:

PDF, 639 KB

english, 2012

19

Information Collection for Linear Programs with Uncertain Objective Coefficients

Ryzhov, Ilya O., Powell, Warren B.

Journal:

SIAM Journal on Optimization

Year:

2012

Language:

english

File:

PDF, 1.28 MB

english, 2012