Error bounds for analytic systems and their applications Zhi-Quan LuoJong-Shi Pang OriginalPaper Pages: 1 - 28
An infeasible-interior-point algorithm for linear complementarity problems Stephen J. Wright OriginalPaper Pages: 29 - 51
Solving large-scale minimax problems with the primal—dual steepest descent algorithm Ciyou Zhu OriginalPaper Pages: 53 - 76
A saddle-point characterization of Pareto optima M. van RooyenX. ZhouS. Zlobec OriginalPaper Pages: 77 - 88
A note on exploiting structure when using slack variables A. R. ConnNick GouldPh. L. Toint OriginalPaper Pages: 89 - 97
Polynomiality of infeasible-interior-point algorithms for linear programming Shinji Mizuno OriginalPaper Pages: 109 - 119
Optimal objective function approximation for separable convex quadratic programming F. GüderJ. G. Morris OriginalPaper Pages: 133 - 142
Finite master programs in regularized stochastic decomposition Julia L. HigleSuvrajeet Sen OriginalPaper Pages: 143 - 168
Asymptotic analysis of the exponential penalty trajectory in linear programming R. CominettiJ. San Martín OriginalPaper Pages: 169 - 187
On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds Thomas F. ColemanYuying Li OriginalPaper Pages: 189 - 224
Optimality conditions in mathematical programming and composite optimization Jean-Paul Penot OriginalPaper Pages: 225 - 245
Some properties of the Hessian of the logarithmic barrier function Margaret H. Wright OriginalPaper Pages: 265 - 295
Polyhedra for lot-sizing with Wagner—Whitin costs Yves PochetLaurence A. Wolsey OriginalPaper Pages: 297 - 323
Implementing an efficient minimum capacity cut algorithm Hiroshi NagamochiTadashi OnoToshihide Ibaraki OriginalPaper Pages: 325 - 341
A quadratically convergent predictor—corrector method for solving linear programs from infeasible starting points Florian A. Potra OriginalPaper Pages: 383 - 406
An interior-point method for fractional programs with convex constraints Roland W. FreundFlorian Jarre OriginalPaper Pages: 407 - 440