Journal: SIAM Journal on Optimization

Volume 14, Issue 4

939 -- 964Tamara G. Kolda, Virginia Torczon. On the Convergence of Asynchronous Parallel Pattern Search
965 -- 979Leonid Faybusovich, Michael Gekhtman. Calculation of Universal Barrier Functions for Cones Generated by Chebyshev Systems Over Finite Sets
980 -- 1010Charles Audet, J. E. Dennis Jr.. A Pattern Search Filter Method for Nonlinear Programming without Derivatives
1011 -- 1027Zili Wu, Soon-Yi Wu. Weak Sharp Solutions of Variational Inequalities in Hilbert Spaces
1028 -- 1042Avi Giloni, Manfred Padberg. The Finite Sample Breakdown Point of /boldmath /ell_1 -Regression
1043 -- 1056Hongchao Zhang, William W. Hager. A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
1057 -- 1073L. R. Huang, K. F. Ng. On First- and Second-Order Conditions for Error Bounds
1074 -- 1105Stephen J. Wright, Matthew J. Tenny. A Feasible Trust-Region Sequential Quadratic Programming Algorithm
1106 -- 1127V. Jeyakumar, N. D. Yen. Solution Stability of Nonsmooth Continuous Systems with Applications to Cone-Constrained Optimization
1128 -- 1139A. J. J. Talman, Y. Yamamoto. Continuum of Zero Points of a Mapping on a Compact, Convex Set
1140 -- 1162Zhi-Quan Luo, Jos F. Sturm, Shuzhong Zhang. Multivariate Nonnegative Quadratic Mappings
1163 -- 1186Xinwei Liu, Jie Sun. A Robust Primal-Dual Interior-Point Algorithm for Nonlinear Programs
1187 -- 1215G. Yin, Vikram Krishnamurthy, Cristina Ion. Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization
1216 -- 1236Pedro Alberto, Fernando Nogueira, Humberto Rocha, Luís N. Vicente. Pattern Search Methods for User-Provided Points: Application to Molecular Geometry Problems
1237 -- 1249Alexander Shapiro, Shabbir Ahmed. On a Class of Minimax Stochastic Programs

Volume 14, Issue 3

621 -- 645Zili Wu, Jane J. Ye. First-Order and Second-Order Conditions for Error Bounds
646 -- 669Clovis C. Gonzaga, Elizabeth W. Karas, Márcia Vanti. A Globally Convergent Filter Method for Nonlinear Programming
670 -- 698Kim-Chuan Toh. Solving Large Scale Semidefinite Programs via an Iterative Solver on the Augmented Systems
699 -- 707Kazuo Murota. On Steepest Descent Algorithms for Discrete Convex Functions
732 -- 742Paul C. Kainen, Vera Kurková, Marcello Sanguineti. Minimization of Error Functionals over Variable-Basis Functions
743 -- 756Antonio Fuduli, Manlio Gaudioso, Giovanni Giallombardo. Minimizing Nonconvex Nonsmooth Functions via Cutting Planes and Proximity Control
757 -- 772Xi Yin Zheng, Kung Fu Ng. Metric Regularity and Constraint Qualifications for Convex Inequalities on Banach Spaces
773 -- 782Felipe Alvarez. Weak Convergence of a Relaxed and Inertial Hybrid Projection-Proximal Point Algorithm for Maximal Monotone Operators in Hilbert Space
783 -- 806Jie Sun, Defeng Sun, Liqun Qi. A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization Problems
807 -- 840Krzysztof C. Kiwiel. Convergence of Approximate and Incremental Subgradient Methods for Convex Optimization
841 -- 868A. Holder. Simultaneous Data Perturbations and Analytic Center Convergence
869 -- 893Geneviève Salmon, Jean-Jacques Strodiot, Van Hien Nguyen. A Bundle Method for Solving Variational Inequalities
894 -- 913Antonio Frangioni, Claudio Gentile. New Preconditioners for KKT Systems of Network Flow Problems
914 -- 935Christian Jansson. Rigorous Lower and Upper Bounds in Linear Programming
936 -- 937Christian Kanzow, Christian Nagel. Corrigendum: Semidefinite Programs: New Search Directions, Smoothing-Type Methods, and Numerical Results

Volume 14, Issue 2

307 -- 333Fernando Ordóñez, Robert M. Freund. Computational Experience and the Explanatory Value of Condition Measures for Linear Optimization
334 -- 358Zsolt Páles, Vera Zeidan. Optimal Control Problems with Set-Valued Control and State Constraints
359 -- 379Boris S. Mordukhovich, Jay S. Treiman, Qiji J. Zhu. An Extended Extremal Principle with Applications to Multiobjective Optimization
380 -- 401Philip E. Gill, Michael W. Leonard. Limited-Memory Reduced-Hessian Methods for Large-Scale Unconstrained Optimization
402 -- 414Reha H. Tütüncü. Asymptotic Behavior of Continuous Trajectories for Primal-Dual Potential-Reduction Methods
415 -- 438C. J. Price, I. D. Coope. Frames and Grids in Unconstrained and Linearly Constrained Optimization: A Nonsmooth Approach
439 -- 463Houduo Qi, Liqun Qi, Defeng Sun. Solving Karush--Kuhn--Tucker Systems via the Trust Region and the Conjugate Gradient Methods
464 -- 478Jonathan M. Borwein, R. Choksi, P. Maréchal. Probability Distributions of Assets Inferred from Option Prices via the Principle of Maximum Entropy
479 -- 499Hiroshi Yamashita, Hiroshi Yabe. An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization
500 -- 506Chek Beng Chua. Relating Homogeneous Cones and Positive Definite Cones via T-Algebras
507 -- 516Tullio Zolezzi. Condition Number Theorems in Optimization
517 -- 533Constantin Zalinescu. Sharp Estimates for Hoffman's Constant for Systems of Linear Inequalities and Equalities
534 -- 547V. Jeyakumar, G. M. Lee, N. Dinh. New Sequential Lagrange Multiplier Conditions Characterizing Optimality without Constraint Qualification for Convex Programs
548 -- 566Darinka Dentcheva, Andrzej Ruszczynski. Optimization with Stochastic Dominance Constraints
567 -- 583Elizabeth D. Dolan, Robert Michael Lewis, Virginia Torczon. On the Local Convergence of Pattern Search
584 -- 607Chong Li, K. F. Ng. Constraint Qualification, the Strong CHIP, and Best Approximation with Convex Constraints in Banach Spaces
608 -- 619Miguel A. Goberna, Marco A. López, Maxim I. Todorov. Extended Active Constraints in Linear Optimization with Applications

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