## Search

Now showing items 1-10 of 54

#### Linear programming via a quadratic penalty function

(Physica - Verlag, 1996)

We use quadratic penalty functions along with some recent ideas from linear l1 estimation to arrive at a new characterization of primal optimal solutions in linear programs. The algorithmic implications of this analysis ...

#### Piecewise-linear pathways to the optimal solution set in linear programming

(Kluwer Academic Publishers - Plenum Publishers, 1997)

This paper takes a fresh look at the application of quadratic penalty functions to linear programming. Recently, Madsen et al. (Ref. 1) described a continuation algorithm for linear programming based on smoothing a dual ...

#### A derivation of Lovász' theta via augmented lagrange duality

(E D P Sciences, 2003)

A recently introduced dualization technique for binary linear programs with equality constraints, essentially due to Poljak et al. [13], and further developed in Lemar´echal and Oustry [9], leads to simple alternative ...

#### Sufficient global optimality conditions for bivalent quadratic optimization

(Springer, 2004)

We prove a sufficient global optimality condition for the problem of minimizing a quadratic function subject to quadratic equality constraints where the variables are allowed to take values -1 and 1. We extend the condition ...

#### Constrained nonlinear programming for volatility estimation with GARCH models

(2003)

This paper proposes a constrained nonlinear programming view of generalized autoregressive conditional heteroskedasticity (GARCH) volatility estimation models in financial econometrics. These models are usually presented ...

#### Linear huber M-estimator under ellipsoidal data uncertainty

(Springer, 2002)

The purpose of this note is to present a robust counterpart of the Huber estimation problem in the sense of Ben-Tal and Nemirovski when the data elements are subject to ellipsoidal uncertainty. The robust counterparts are ...

#### On the S-procedure and some variants

(Springer, 2006)

We give a concise review and extension of S-procedure that is an instrumental tool in control theory and robust optimization analysis. We also discuss the approximate S-Lemma as well as its applications in robust optimization.

#### On semidefinite bounds for maximization of a non-convex quadratic objective over the ℓ1 unit ball

(E D P Sciences, 2006)

We consider the non-convex quadratic maximization problem subject to the ℓ1 unit ball constraint. The nature of the l1 norm structure makes this problem extremely hard to analyze, and as a consequence, the same difficulties ...

#### An exact algorithm for the capacitated vertex p-center problem

(Elsevier, 2006)

We develop a simple and practical exact algorithm for the problem of locating p facilities and assigning clients to them within capacity restrictions in order to minimize the maximum distance between a client and the ...

#### Parallel image restoration using surrogate constraint methods

(Academic Press, 2007)

When formulated as a system of linear inequalities, the image restoration problem yields huge, unstructured, sparse matrices even for images of small size. To solve the image restoration problem, we use the surrogate ...