We describe a complete solution of the linear-quaratic control problem with the linear term in the objective function on a semiinfinite interval. This problem has important applications to calculation of Nesterov-Todd and other primal-dual directions in infinite-dimensional setting. CitationTechnical report, University of Notre Dame, December, 2003ArticleDownload View PDF
Three-dimensional electron microscopy (3D-EM) is a powerful tool for visualizing complex biological systems. As any other imaging device, the electron microscope introduces a transfer function (called in this field the Contrast Transfer Function, CTF) into the image acquisition process that modulates the various frequencies of the signal. Thus, 3D reconstructions performed with these CTF-affected projections … Read more
In the context of SQP methods or, more recently, of sequential semidefinite programming methods, it is common practice to construct a positive semidefinite approximation of the Hessian of the Lagrangian. The Hessian of the augmented Lagrangian is a suitable approximation as it maintains local superlinear convergence under appropriate assumptions. In this note we give a … Read more
In the context of integer programming, we develop a polyhedral method for linearizing a product of a pair of real linear functions in 0/1 variables. As an example, by writing a pair of integer variables in binary expansion, we have a technique for linearizing their product. We give a complete linear description for the resulting … Read more
Starting from known necessary extremality conditions in terms of strict subdifferentials and normals the notion of weak stationarity is introduced. It is defined in terms of initial space elements. The necessary conditions become necessary and sufficient (for stationarity). CitationSchool of Information Technology and Mathematical Sciences, Centre of Information and Applied Optimization, University of Ballarat, POB … Read more
This paper deals with a capacitated hub location problem arising in the design of telecommunications networks. The problem is different from the classical hub location problem in two ways: the cost of using an edge is not linear but stepwise and the capacity of an hub restricts the amount of traffic transiting through the hub … Read more
Some properties of regularized and penalized nonlinear programming formulations of mathematical programs with equilibrium constraints (MPECs) are described. The focus is on the properties of these formulations near a local solution of the MPEC at which strong stationarity and a second-order sufficient condition are satisfied. In the regularized formulations, the complementarity condition is replaced by … Read more
A classical theorem by Block and Levin says that certain variants of the relaxation method for solving systems of linear inequalities produce bounded sequences of intermediate solutions even when running on inconsistent input data. Using a new approach, we prove a more general version of this result and answer an old open problem of quantifying … Read more
It has been known for almost 50 years that the discrete l_1 approximation problem can be solved effectively by linear programming. However, improved algorithms involve a step which can be interpreted as a line search, and which is not part of the standard LP solution procedures. l_1 provides the simplest example of a class of … Read more
It is well known that the optimal values of a linear programming problem and its dual are equal to each other if at least one of these problems is feasible. It is also well known that for linear conic problems this property of “no duality gap” may not hold. It is then natural to ask … Read more