On the Global Convergence of a Modified Augmented Lagrangian Linesearch Interior-Point Newton Method for Nonlinear Programming M. ArgáezR. A. Tapia OriginalPaper Pages: 1 - 25
Relaxation Through Homogenization for Optimal Design Problems with Gradient Constraints R. Lipton OriginalPaper Pages: 27 - 53
Probabilistic Analysis of Condition Numbers for Linear Programming D. CheungF. Cucker OriginalPaper Pages: 55 - 67
Numerical Solution for Linear-Quadratic Control Problems of Markov Jump Linear Systems and Weak Detectability Concept J.B.R. Do ValE.F. Costa OriginalPaper Pages: 69 - 96
Generalized Surrogate Problem Methodology for Online Stochastic Discrete Optimization K. GokbayrakC.G. Cassandras OriginalPaper Pages: 97 - 132
Solving Nonlinear Programming Problems with Noisy Function Values and Noisy Gradients M. Hintermüller OriginalPaper Pages: 133 - 169
Stochastic Discrete-Time Nash Games with Constrained State Estimators A.R. KianJ.B. Cruz Jr.M. A. Simaan OriginalPaper Pages: 171 - 188
Existence of Equilibria for Multivalued Mappings and Its Application to Vectorial Equilibria L. J. LinZ. T. YuG. Kassay OriginalPaper Pages: 189 - 208
Stochastic Method for the Solution of Unconstrained Vector Optimization Problems S. SchäfflerR. SchultzK. Weinzierl OriginalPaper Pages: 209 - 222
Duality Principles for Optimization Problems Dealing with the Difference of Vector-Valued Convex Mappings M. Volle OriginalPaper Pages: 223 - 241