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164
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SIAMJO
2008
15 years 6 months ago
2008
For a mathematical program with complementarity constraints (MPCC), we propose an active-set Newton method, which has the property of local quadratic convergence under the MPCC lin...
165
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SIAMJO
2008
15 years 6 months ago
2008
We study the second-order feasibility cone F = {y IRn : My gT y} for given data (M, g). We construct a new representation for this cone and its dual based on the spectral decompo...
162
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SIAMJO
2008
15 years 6 months ago
2008
A first order affine scaling method and two mth order affine scaling methods for solving monotone linear complementarity problems (LCP) are presented. All three methods produce ite...
161
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SIAMJO
2008
15 years 6 months ago
2008
Abstract. The recently introduced proximal average of two convex functions is a convex function with many useful properties. In this paper, we introduce and systematically study th...
170
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SIAMJO
2008
15 years 6 months ago
2008
We consider a rather general class of mathematical programming problems with data uncertainty, where the uncertainty set is represented by a system of convex inequalities. We prove...