Journal: SIAM Journal on Optimization

Volume 12, Issue 4

861 -- 874A. B. Levy. Scaled Stability in Variational Problems
875 -- 892Etienne de Klerk, Dmitrii V. Pasechnik. Approximation of the Stability Number of a Graph via Copositive Programming
893 -- 912Yun-Bin Zhao, Duan Li. Locating the Least 2-Norm Solution of Linear Programs via a Path-Following Method
913 -- 927D. Azé, Jean-Noël Corvellec. On the Sensitivity Analysis of Hoffman Constants for Systems of Linear Inequalities
928 -- 948Alessio Massaro, Marcello Pelillo, Immanuel M. Bomze. A Complementary Pivoting Approach to the Maximum Weight Clique Problem
949 -- 978Mihai Anitescu. A Superlinearly Convergent Sequential Quadratically Constrained Quadratic Programming Algorithm for Degenerate Nonlinear Programming
979 -- 1006Philip E. Gill, Walter Murray, Michael A. Saunders. SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
1007 -- 1031Mituhiro Fukuda, Masakazu Kojima, Masayuki Shida. Lagrangian Dual Interior-Point Methods for Semidefinite Programs
1032 -- 1047Qiji J. Zhu. Necessary Conditions for Constrained Optimization Problems in Smooth Banach Spaces and Applications
1048 -- 1074Friedemann Leibfritz, El-Sayed M. E. Mostafa. An Interior Point Constrained Trust Region Method for a Special Class of Nonlinear Semidefinite Programming Problems
1075 -- 1089Robert Michael Lewis, Virginia Torczon. A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds
1090 -- 1099Margaréta Halická, Etienne de Klerk, Cees Roos. On the Convergence of the Central Path in Semidefinite Optimization
1100 -- 1125Francisco Facchinei, Stefano Lucidi, Laura Palagi. A Truncated Newton Algorithm for Large Scale Box Constrained Optimization
1126 -- 1146Kim-Chuan Toh, Gongyun Zhao, Jie Sun. A Multiple-Cut Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems

Volume 12, Issue 3

575 -- 582Joël Benoist, Aris Daniilidis. Integration of Fenchel Subdifferentials of Epi-Pointed Functions
583 -- 605Stephen C. Billups. A Homotopy-Based Algorithm for Mixed Complementarity Problems
606 -- 626Stephen C. Billups, Layne T. Watson. A Probability-One Homotopy Algorithm for Nonsmooth Equations and Mixed Complementarity Problems
627 -- 655Marina Epelman, Robert M. Freund. A New Condition Measure, Preconditioners, and Relations Between Different Measures of Conditioning for Conic Linear Systems
656 -- 668Huynh van Ngai, Michel Théra. A Fuzzy Necessary Optimality Condition for Non-Lipschitz Optimization in Asplund Spaces
669 -- 691Kim-Chuan Toh, Masakazu Kojima. Solving Some Large Scale Semidefinite Programs via the Conjugate Residual Method
692 -- 714E. Alper Yildirim, Michael J. Todd. An Interior-Point Approach to Sensitivity Analysis in Degenerate Linear Programs
715 -- 723Raphael A. Hauser, Yongdo Lim. Self-Scaled Barriers for Irreducible Symmetric Cones
724 -- 739Masao Fukushima, Paul Tseng. An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints
740 -- 755Lingjie Li, Zhi-Quan Luo, Timothy N. Davidson, Kon Max Wong, Éloi Bossé. Robust Filtering via Semidefinite Programming with Applications to Target Tracking
756 -- 769Jean B. Lasserre. An Explicit Equivalent Positive Semidefinite Program for Nonlinear 0-1 Programs
770 -- 781Leonid Faybusovich. Self-Concordant Barriers for Cones Generated by Chebyshev Systems
782 -- 810E. Alper Yildirim, Stephen J. Wright. Warm-Start Strategies in Interior-Point Methods for Linear Programming
811 -- 833Aharon Ben-Tal, Arkadi Nemirovski. On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty
834 -- 860James A. Tzitzouris, Jong-Shi Pang. A Time-Stepping Complementarity Approach for Frictionless Systems of Rigid Bodies

Volume 12, Issue 2

283 -- 302Matthias Heinkenschloss, Luís N. Vicente. Analysis of Inexact Trust-Region SQP Algorithms
303 -- 321Roberto Andreani, Ana Friedlander, Sandra A. Santos. On the Resolution of the Generalized Nonlinear Complementarity Problem
322 -- 344Victoria C. P. Chen. Measuring the Goodness of Orthogonal Array Discretizations for Stochastic Programming and Stochastic Dynamic Programming
345 -- 375Monique Laurent. Tighter Linear and Semidefinite Relaxations for Max-Cut Based on the Lov[a-acute]sz--Schrijver Lift-and-Project Procedure
376 -- 406Gianni Di Pillo, Stefano Lucidi. An Augmented Lagrangian Function with Improved Exactness Properties
407 -- 420Aris Daniilidis, Nicolas Hadjisavvas, Juan Enrique Martínez-Legaz. An Appropriate Subdifferential for Quasiconvex Functions
421 -- 435Zili Wu, Jane J. Ye. Sufficient Conditions for Error Bounds
436 -- 460Masao Fukushima, Zhi-Quan Luo, Paul Tseng. Smoothing Functions for Second-Order-Cone Complementarity Problems
461 -- 478A. D. Ioffe, R. E. Lucchetti, J. P. Revalski. A Variational Principle for Problems with Functional Constraints
479 -- 502Anton J. Kleywegt, Alexander Shapiro, Tito Homem-de-Mello. The Sample Average Approximation Method for Stochastic Discrete Optimization
503 -- 521Samuel Burer, Renato D. C. Monteiro, Yin Zhang. Rank-Two Relaxation Heuristics for MAX-CUT and Other Binary Quadratic Programs
522 -- 554Felipe Cucker, Javier Peña. A Primal-Dual Algorithm for Solving Polyhedral Conic Systems with a Finite-Precision Machine

Volume 12, Issue 1

1 -- 17Kung Fu Ng, Xi Yin Zheng. Error Bounds for Lower Semicontinuous Functions in Normed Spaces
18 -- 35Lisa Fleischer. Faster Algorithms for the Quickest Transshipment Problem
36 -- 78Stephen J. Wright. Effects of Finite-Precision Arithmetic on Interior-Point Methods for Nonlinear Programming
79 -- 108Aharon Ben-Tal, Tamar Margalit, Arkadi Nemirovski. The Ordered Subsets Mirror Descent Optimization Method with Applications to Tomography
109 -- 138Angelia Nedic, Dimitri P. Bertsekas. Incremental Subgradient Methods for Nondifferentiable Optimization
139 -- 169Boris S. Mordukhovich, Jirí V. Outrata. On Second-Order Subdifferentials and Their Applications
170 -- 187Asen L. Dontchev, R. Tyrrell Rockafellar. Ample Parameterization of Variational Inclusions
188 -- 208William W. Hager. Minimizing a Quadratic Over a Sphere
209 -- 237Philip E. Gill, Michael W. Leonard. Reduced-Hessian Quasi-Newton Methods for Unconstrained Optimization
238 -- 261Paulo José da Silva e Silva, Jonathan Eckstein, Carlos Humes Jr.. Rescaling and Stepsize Selection in Proximal Methods Using Separable Generalized Distances
262 -- 282Ilya Ioslovich. Robust Reduction of a Class of Large-Scale Linear Programs