Journal: SIAM Journal on Optimization

Volume 14, Issue 1

1 -- 34Johannes O. Royset, E. Polak, A. Kiureghian. Adaptive Approximations and Exact Penalization for the Solution of Generalized Semi-infinite Min-Max Problems
35 -- 52Karl Kunisch, Franz Rendl. An Infeasible Active Set Method for Quadratic Problems with Simple Bounds
53 -- 76Yin Zhang, Liyan Gao. On Numerical Solution of the Maximum Volume Ellipsoid Problem
77 -- 114Le Thi Hoai An, Pham Dinh Tao. Large-Scale Molecular Optimization from Distance Matrices by a D.C. Optimization Approach
115 -- 138Rüdiger Schultz, Stephan Tiedemann. Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse
139 -- 172Samuel Burer. Semidefinite Programming in the Space of Partial Positive Semidefinite Matrices
173 -- 199André L. Tits, Andreas Wächter, Sasan Bakhtiari, Thomas J. Urban, Craig T. Lawrence. A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
200 -- 222Xinwei Liu, Gongyun Zhao. A Decomposition Method Based on SQP for a Class of Multistage Stochastic Nonlinear Programs
223 -- 244John T. Betts, William P. Huffman. Large Scale Parameter Estimation Using Sparse Nonlinear Programming Methods
245 -- 267Yinyu Ye, Shuzhong Zhang. New Results on Quadratic Minimization
268 -- 283Paul Tseng. Further Results on Approximating Nonconvex Quadratic Optimization by Semidefinite Programming Relaxation
284 -- 305Fabián Flores Bazán. Radial Epiderivatives and Asymptotic Functions in Nonconvex Vector Optimization