Resultats globals: 4 registres trobats en 0.03 segons.
Articles, 4 registres trobats
Articles 4 registres trobats  
1.
19 p, 856.8 KB Warm start of the primal-dual method applied in the cutting-plane scheme / Gondzio, Jacek
A practical warm-start procedure is described for the infeasible primal-dual interior-point method (IPM) employed to solve the restricted master problem within the cutting-plane method. In contrast to the theoretical developments in this field, the approach presented in this paper does not make the unrealistic assumption that the new cuts are shallow. [...]
1998
Mathematical Programming, vol. 83 n. 1 (1998) p. 125-143  
 Accés restringit a la UAB
2.
21 p, 1.1 MB Decomposition methods in stochastic programming / Ruszczynski, Andrzej
Stochastic programming problems have very large dimension and characteristic structures which are tractable by decomposition. We review basic ideas of cutting plane methods, augmented Lagrangian and splitting methods, and stochastic decomposition methods for convex polyhedral multi-stage stochastic programming problems. [...]
1997
Mathematical Programming, vol. 79 n. 1-3 (1997) p. 333-353  
 Accés restringit a la UAB
3.
4 p, 171.0 KB A note on the existence of the Alizadeh-Haeberly-Overton direction for semidefinite programming / Monteiro, Renato D. C. ; Zanjácomo, Paulo R.
This note establishes a new sufficient condition for the existence and uniqueness of the Alizadeh-Haeberly-Overton direction for semidefinite programming. .
1997
Mathematical Programming, vol. 78 n. 3 (1997) p. 393-396  
 Accés restringit a la UAB
4.
31 p, 1.3 MB Polynomiality of primal-dual affine scaling algorithms for nonlinear complementarity problems / Jansen, Benjamin ; Roos, Kees ; Terlaky, Tamás ; Yoshise, Akiko
This paper provides an analysis of the polynomiality of primal-dual interior point algorithms for nonlinear complementarity problems using a wide neighborhood. A condition for the smoothness of the mapping is used, which is related to Zhu's scaled Lipschitz condition, but is also applicable to mappings that are not monotone. [...]
1997
Mathematical Programming, vol. 78 n. 3 (1997) p. 315-345  
 Accés restringit a la UAB

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