Fischer-Burmeister Complementarity Function on Euclidean Jordan Algebras

Recently, Gowda et al. [10] established the Fischer-Burmeister (FB) complementarity function (C-function) on Euclidean Jordan algebras. In this paper, we prove that FB C-function as well as the derivatives of the squared norm of FB C-function are Lipschitz continuous. Citation Research Report CORR 2007-17, Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario, Canada, … Read more

Approximation Algorithms for Linear Fractional-Multiplicative Problems

In this paper we propose a Fully Polynomial Time Approximation Scheme (FPTAS) for a class of optimization problems where the feasible region is a polyhedral one and the objective function is the sum or product of linear ratio functions. The class includes the well known ones of Linear (Sum-of-Ratios) Fractional Programming and Multiplicative Programming. Article … Read more

A Level-Value Estimation Algorithm and Its Stochastic Implementation for Global Optimization

In this paper, we propose a new method for finding global optimum of continuous optimization problems, namely Level-Value Estimation algorithm(LVEM). First we define the variance function v(c) and the mean deviation function m(c) with respect to a single variable (the level value c), and both of these functions depend on the optimized function f(x). We … Read more

Intensity based Three-Dimensional Reconstruction with Nonlinear Optimization

New images of a three-dimensional scene can be generated from known image sequences using lightfields. To get high quality images, it is important to have accurate information about the structure of the scene. In order to optimize this information, we define a residual-function. This function represents the difference between an image, rendered in a known … Read more

LANCELOt_simple, a simple interface to LANCELOT B

We describe LANCELOT_simple, an interface to the LANCELOT B nonlinear optimization package within the GALAHAD} library (Gould, Orban, Toint, 2003) which ignores problem structure. The result is an easy-to-use Fortran 90 subroutine, with a small number of intuitively interpretable arguments. However, since structure is ignored, the means of presenting problems to the solver limited and … Read more