Showing 1 - 10 of 10
In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite programming.We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to semidefiniteprogramming, resulting in a new algorithm....
Persistent link: https://www.econbiz.de/10011255524
In this paper we discuss a locational model with a profit-maximizing objective. The model can be illustrated by the followingsituation. There is a set of potential customers in a given region. A firm enters the market and wants to sell a certainproduct to this set of customers. The location and...
Persistent link: https://www.econbiz.de/10011255826
In this paper we consider optimization problems defined by a quadraticobjective function and a finite number of quadratic inequality constraints.Given that the objective function is bounded over the feasible set, we presenta comprehensive study of the conditions under which the optimal solution...
Persistent link: https://www.econbiz.de/10011255861
In this paper we consider optimization problems defined by a quadratic objective function and a finite number of quadratic inequality constraints. Given that the objective function is bounded over the feasible set, we present a comprehensive study of the conditions under which the optimal...
Persistent link: https://www.econbiz.de/10005209468
In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite programming. We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to semidefinite programming, resulting in a new algorithm....
Persistent link: https://www.econbiz.de/10005209469
In this paper we discuss a locational model with a profit-maximizing objective. The model can be illustrated by the following situation. There is a set of potential customers in a given region. A firm enters the market and wants to sell a certain product to this set of customers. The location...
Persistent link: https://www.econbiz.de/10005281960
In this paper we study the properties of the analytic central path of asemidefinite programming problem under perturbation of a set of inputparameters. Specifically, we analyze the behavior of solutions on the centralpath with respect to changes on the right hand side of the...
Persistent link: https://www.econbiz.de/10011255578
In this paper we consider properties of the central path and the analytic center of the optimalface in the context of parametric linear programming. We first show that if the right-hand sidevector of a standard linear program is perturbed, then the analytic center of the optimal face isone-side...
Persistent link: https://www.econbiz.de/10011255635
In this paper we study the properties of the analytic central path of a semidefinite programming problem under perturbation of a set of input parameters. Specifically, we analyze the behavior of solutions on the central path with respect to changes on the right hand side of the constraints,...
Persistent link: https://www.econbiz.de/10005281871
In this paper we consider properties of the central path and the analytic center of the optimal face in the context of parametric linear programming. We first show that if the right-hand side vector of a standard linear program is perturbed, then the analytic center of the optimal face is...
Persistent link: https://www.econbiz.de/10005282021