scientific article; zbMATH DE number 729680
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Publication:4324980
zbMATH Open0824.90112MaRDI QIDQ4324980FDOQ4324980
Authors: Arkadi Nemirovski, Yuri Nesterov 
Publication date: 6 March 1995
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penalty function methodsNewton type algorithmsinterior-point polynomial-time methodsself- concordance
Convex programming (90C25) Interior-point methods (90C51) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
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- Optimal experimental design and some related control problems
- A game of international climate policy solved by a homogeneous oracle-based method for variational inequalities
- An SQP method for general nonlinear complementarity problems
- An efficient algorithm for the Euclidean \(r\)-centrum location problem
- Barrier function based model predictive control
- Extremum-seeking control of state-constrained nonlinear systems
- The computational complexity of dominating set problems for instances with bounded minors of constraint matrices
- Derivative of an integral over a convex polytope
- Branching on hyperplane methods for mixed integer linear and convex programming using adjoint lattices
- An oracle based method to compute a coupled equilibrium in a model of international climate policy
- A complete algebraic solvability test for the nonstrict Lyapunov inequality
- \(H_{2}\) guaranteed cost fuzzy control for uncertain nonlinear systems via linear matrix inequalities
- Unifying optimal partition approach to sensitivity analysis in conic optimization
- A Schwarz lemma for Kähler affine metrics and the canonical potential of a proper convex cone
- The complexity of some graph problems with bounded minors of their constraint matrices
- Recursive algorithms for inner ellipsoidal approximation of convex polytopes.
- A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming
- Learning semidefinite regularizers
- Livsic-type determinantal representations and hyperbolicity
- A continuation method for (strongly) monotone variational inequalities
- Certification aspects of the fast gradient method for solving the dual of parametric convex programs
- Quadratic optimization over one first-order cone
- Convexity conditions of Kantorovich function and related semi-infinite linear matrix inequalities
- The convergence of an interior point method for an elliptic control problem with mixed control-state constraints
- A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming
- Canonical barriers on convex cones
- Exponential synchronization of general chaotic delayed neural networks via hybrid feedback
- Equivalence of some stability criteria for linear time-delay systems
- Generalized Kalman smoothing: modeling and algorithms
- Measure concentration in optimization
- A new infeasible interior-point method based on Darvay's technique for symmetric optimization
- On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
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- An upper bound for permanents of nonnegative matrices
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- A robust model predictive control algorithm for incrementally conic uncertain/nonlinear systems
- Polynomiality of primal-dual affine scaling algorithms for nonlinear complementarity problems
- Interior-point methods for optimization
- Complexity reduction in MPC for stochastic max-plus-linear discrete event systems by variability expansion
- Path-following gradient-based decomposition algorithms for separable convex optimization
- Semidefinite Representation of Convex Sets and Convex Hulls
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- Linear matrix inequalities in control
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- Density estimation with stagewise optimization of the empirical risk
- Gradient projection and conditional gradient methods for constrained nonconvex minimization
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- Algorithmic construction of optimal designs on compact sets for concave and differentiable criteria
- Control: a perspective
- Model predictive control for perturbed max-plus-linear systems: a stochastic approach
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- Lossless convexification of non-convex optimal control problems for state constrained linear systems
- Full-NT step infeasible interior-point method for SOCO based on a specific kernel function
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- First order conditions for semidefinite representations of convex sets defined by rational or singular polynomials
- Observer-based control of piecewise-affine systems
- Quadratic convergence to the optimal solution of second-order conic optimization without strict complementarity
- Semidefinite Approximation of Closed Convex Set
- Analysis of a smoothing method for symmetric conic linear programming
- Coupling the auxiliary problem principle and epiconvergence theory to solve general variational inequalities
- On hyperbolicity cones associated with elementary symmetric polynomials
- On the number of matrices and a random matrix with prescribed row and column sums and 0-1 entries
- Quadratic optimization over a second-order cone with linear equality constraints
- Mixed method for solving the general convex programming problem
- Projective re-normalization for improving the behavior of a homogeneous conic linear system
- Calibration, sharpness and the weighting of experts in a linear opinion pool
- Robust \(\mathcal S\)-regularity of matrix pencils applied to the analysis of descriptor models
- On well definedness of the central path
- \(D\)-decomposition technique state-of-the-art
- Curvature of Hessian manifolds
- On using exterior penalty approaches for solving linear programming problems
- Solving SDP completely with an interior point oracle
- Dynamical gene-environment networks under ellipsoidal uncertainty: set-theoretic regression analysis based on ellipsoidal OR
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- On weighted centers for semidefinite programming
- Active constraint set invariancy sensitivity analysis in linear optimization
- Relative entropy optimization and its applications
- Exactness criteria for SDP-relaxations of quadratic extremum problems
- Semidefinite approximations of conical hulls of measured sets
- Networked control design for coalitional schemes using game-theoretic methods
- On representations of the feasible set in convex optimization
- Probability-guaranteed robust \(H_{\infty }\) performance analysis and state-feedback design
- Robustness design of time-delay fuzzy systems using fuzzy Lyapunov method
- A Linearly Convergent Variant of the Conditional Gradient Algorithm under Strong Convexity, with Applications to Online and Stochastic Optimization
- An axiomatic duality framework for the theta body and related convex corners
- Weak infeasibility in second order cone programming
- An \(O(\sqrt nL)\) wide neighborhood interior-point algorithm for semidefinite optimization
- Surface fitting and registration of point clouds using approximations of the unsigned distance function
- Pivot versus interior point methods: Pros and cons
- A long-step interior-point algorithm for symmetric cone Cartesian \(P_\ast (\kappa)\)-HLCP
- The computational complexity of three graph problems for instances with bounded minors of constraint matrices
- Approximate gcds of polynomials and sparse SOS relaxations
- Positive semidefinite relaxations for distance geometry problems.
- A polynomial primal-dual affine scaling algorithm for symmetric conic optimization
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