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Tesis sobre el tema "Programming (Mathematics) Convex programming"

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Publicado: 4 de junio de 2021

Última modificación: 1 de febrero de 2022

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1

Trujillo-Cortez, Refugio. "Stable convex parametric programming and applications." Thesis, McGill University, 2000. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=37856.

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This thesis is a study of stable perturbations in convex programming models. Stability of a general model is introduced as lower semicontinuity of the feasible set mapping. This stability is shown to be equivalent to the Robinson notion of stability and regularity. In the convex case, it is also equivalent to the full-rank Slater condition. Then, the relationships between various point-to-set mappings are studied for convex models and new implications between these mappings are established. Also, local and global optimality of parameters is studied. A new result here is a characterization of l

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2

Yue, Hongwei. "First-order affine scaling continuous method for convex quadratic programming." HKBU Institutional Repository, 2014. https://repository.hkbu.edu.hk/etd_oa/39.

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We develop several continuous method models for convex quadratic programming (CQP) problems with di.erent types of constraints. The essence of the continuous method is to construct one ordinary di.erential equation (ODE) system such that its limiting equilibrium point corresponds to an optimal solution of the underlying optimization problem. All our continuous method models share the main feature of the interior point methods, i.e., starting from any interior point, all the solution trajectories remain in the interior of the feasible regions. First, we present an a.ne scaling continuous metho

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3

Yang, Yi. "Sequential convex approximations of chance constrained programming /." View abstract or full-text, 2008. http://library.ust.hk/cgi/db/thesis.pl?IELM%202008%20YANG.

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4

Dong, Hongbo. "Copositive programming: separation and relaxations." Diss., University of Iowa, 2011. https://ir.uiowa.edu/etd/2692.

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A large portion of research in science and engineering, as well as in business, concerns one similar problem: how to make things "better”? Once properly modeled (although usually a highly nontrivial task), this kind of questions can be approached via a mathematical optimization problem. Optimal solution to a mathematical optimization problem, when interpreted properly, might corresponds to new knowledge, effective methodology or good decisions in corresponding application area. As already proved in many success stories, research in mathematical optimization has a significant impact on numerous

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5

Dadush, Daniel Nicolas. "Integer programming, lattice algorithms, and deterministic volume estimation." Diss., Georgia Institute of Technology, 2012. http://hdl.handle.net/1853/44807.

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The main subject of this thesis is the development of new geometric tools and techniques for solving classic problems within the geometry of numbers and convex geometry. At a high level, the problems considered in this thesis concern the varied interplay between the continuous and the discrete, an important theme within computer science and operations research. The first subject we consider is the study of cutting planes for non-linear integer programs. Cutting planes have been implemented to great effect for linear integer programs, and so understanding their properties in more general settin

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6

Potaptchik, Marina. "Portfolio Selection Under Nonsmooth Convex Transaction Costs." Thesis, University of Waterloo, 2006. http://hdl.handle.net/10012/2940.

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We consider a portfolio selection problem in the presence of transaction costs. Transaction costs on each asset are assumed to be a convex function of the amount sold or bought. This function can be nondifferentiable in a finite number of points. The objective function of this problem is a sum of a convex twice differentiable function and a separable convex nondifferentiable function. We first consider the problem in the presence of linear constraints and later generalize the results to the case when the constraints are given by the convex piece-wise linear functions. <br /><br /

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7

Lehmann, Sonja [Verfasser], and Klaus [Akademischer Betreuer] Schittkowski. "A strictly feasible sequential convex programming method / Sonja Lehmann. Betreuer: Klaus Schittkowski." Bayreuth : Universitätsbibliothek Bayreuth, 2011. http://d-nb.info/1018017712/34.

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8

Li, Xinxin. "Some operator splitting methods for convex optimization." HKBU Institutional Repository, 2014. https://repository.hkbu.edu.hk/etd_oa/43.

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Many applications arising in various areas can be well modeled as convex optimization models with separable objective functions and linear coupling constraints. Such areas include signal processing, image processing, statistical learning, wireless networks, etc. If these well-structured convex models are treated as generic models and their separable structures are ignored in algorithmic design, then it is hard to eﬀectively exploit the favorable properties that the objective functions possibly have. Therefore, some operator splitting methods have regained much attention from diﬀerent areas for

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9

Theußl, Stefan, Florian Schwendinger, and Kurt Hornik. "ROI: An extensible R Optimization Infrastructure." WU Vienna University of Economics and Business, 2019. http://epub.wu.ac.at/5858/1/ROI_StatReport.pdf.

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Optimization plays an important role in many methods routinely used in statistics, machine learning and data science. Often, implementations of these methods rely on highly specialized optimization algorithms, designed to be only applicable within a specific application. However, in many instances recent advances, in particular in the field of convex optimization, make it possible to conveniently and straightforwardly use modern solvers instead with the advantage of enabling broader usage scenarios and thus promoting reusability. This paper introduces the R Optimization Infrastructure which p

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10

Wright, Stephen E. "Convergence and approximation for primal-dual methods in large-scale optimization /." Thesis, Connect to this title online; UW restricted, 1990. http://hdl.handle.net/1773/5751.

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11

Zeng, Shangzhi. "Algorithm-tailored error bound conditions and the linear convergence rae of ADMM." HKBU Institutional Repository, 2017. https://repository.hkbu.edu.hk/etd_oa/474.

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In the literature, error bound conditions have been widely used for studying the linear convergence rates of various first-order algorithms and the majority of literature focuses on how to sufficiently ensure these error bound conditions, usually posing more assumptions on the model under discussion. In this thesis, we focus on the alternating direction method of multipliers (ADMM), and show that the known error bound conditions for studying ADMM's linear convergence, can indeed be further weakened if the error bound is studied over the specific iterative sequence generated by ADMM. A so-calle

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12

Luedtke, James. "Integer Programming Approaches for Some Non-convex and Stochastic Optimization Problems." Diss., Georgia Institute of Technology, 2007. http://hdl.handle.net/1853/19711.

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In this dissertation we study several non-convex and stochastic optimization problems. The common theme is the use of mixed-integer programming (MIP) techniques including valid inequalities and reformulation to solve these problems. We first study a strategic capacity planning model which captures the trade-off between the incentive to delay capacity installation to wait for improved technology and the need for some capacity to be installed to meet current demands. This problem is naturally formulated as a MIP with a bilinear objective. We develop several linear MIP formulations, along with c

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13

Visagie, S. E. "Algoritmes vir die maksimering van konvekse en verwante knapsakprobleme /." Link to the online version, 2007. http://hdl.handle.net/10019.1/1082.

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14

Ferreira, Fialho dos Anjos Miguel Nuno. "New convex relaxations for the maximum cut and VLSI layout problems." Thesis, Waterloo, Ont. : University of Waterloo, 2001. http://etd.uwaterloo.ca/etd/manjos2001.pdf.

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Thesis (Ph.D.) - University of Waterloo, 2001.<br>"A thesis presented to the University of Waterloo in fulfilment of the thesis requirement for the degree of Doctor of Philosophy in Combinatorics and Optimization". Includes bibliographical references. Also available in microfiche format.

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15

Oliveira, Rubia Mara de. "Algoritmos de busca global para problemas de otimização geometricos e multiplicativos." [s.n.], 2005. http://repositorio.unicamp.br/jspui/handle/REPOSIP/260215.

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Orientador: Paulo Augusto Valente Ferreira<br>Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Eletrica e de Computação<br>Made available in DSpace on 2018-08-05T14:01:10Z (GMT). No. of bitstreams: 1 Oliveira_RubiaMarade_D.pdf: 567047 bytes, checksum: b3f138aa736c6786ed48be3ca1ae70ab (MD5) Previous issue date: 2005<br>Resumo: Nesta tese são propostos novos algoritmos de otimização baseados na busca global para duas importantes classes de problemas de programação não-linear: problemas geométricos, nos quais as funções envolvidas são descritas por somas de polinômi

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16

Xiao, Zhifu. "A Comparative Analysis of an Interior-point Method and a Sequential Quadratic Programming Method for the Markowitz Portfolio Management Problem." Oberlin College Honors Theses / OhioLINK, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=oberlin1463008420.

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17

Pinheiro, Ricardo Bento Nogueira [UNESP]. "Um método previsor-corretor primal-dual de pontos interiores barreira logarítmica modificada, com estratégias de convergência global e de ajuste cúbico, para problemas de programação não-linear e não-convexa." Universidade Estadual Paulista (UNESP), 2012. http://hdl.handle.net/11449/87189.

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Made available in DSpace on 2014-06-11T19:22:34Z (GMT). No. of bitstreams: 0 Previous issue date: 2012-08-22Bitstream added on 2014-06-13T19:08:11Z : No. of bitstreams: 1 pinheiro_rbn_me_bauru.pdf: 19855827 bytes, checksum: 0c72e37d2b42539464b7fafb4a4e52a2 (MD5)<br>Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)<br>Neste trabalho apresentamos o método previsor-corretor primal-dual de pontos interiores, com barreira logarítmica modificada e estratégia de ajuste cúbico (MPIBLM-EX) e o método previsor-corretor primal-dual de pontos interiores, com barreira logarítmica modifi

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18

Pinheiro, Ricardo Bento Nogueira. "Um método previsor-corretor primal-dual de pontos interiores barreira logarítmica modificada, com estratégias de convergência global e de ajuste cúbico, para problemas de programação não-linear e não-convexa /." Bauru : [s.n.], 2012. http://hdl.handle.net/11449/87189.

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Orientador: Antonio Roberto Balbo<br>Banca: Edilaine Martins Soler<br>Banca: Leonardo Nepomuceno<br>Resumo: Neste trabalho apresentamos o método previsor-corretor primal-dual de pontos interiores, com barreira logarítmica modificada e estratégia de ajuste cúbico (MPIBLM-EX) e o método previsor-corretor primal-dual de pontos interiores, com barreira logarítmica modificada, com estratégias de ajuste cúbico e de convergência global (MPIBLMCG-EX). Na definição do algoritmo proposto, a função barreira logarítmica modificada auxilia o método em sua inicialização com pontos inviáveis. Porém, a inviab

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19

Visagie, Stephan E. "Algoritmes vir die maksimering van konvekse en verwante knapsakprobleme." Thesis, Stellenbosch : University of Stellenbosch, 2007. http://hdl.handle.net/10019.1/1082.

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Thesis (PhD (Logistics))--University of Stellenbosch, 2007.<br>In this dissertation original algorithms are introduced to solve separable resource allocation problems (RAPs) with increasing nonlinear functions in the objective function, and lower and upper bounds on each variable. Algorithms are introduced in three special cases. The first case arises when the objective function of the RAP consists of the sum of convex functions and all the variables for these functions range over the same interval. In the second case RAPs with the sum of convex functions in the objective function are con

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20

Lan, Guanghui. "Convex optimization under inexact first-order information." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2009. http://hdl.handle.net/1853/29732.

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Thesis (Ph.D)--Industrial and Systems Engineering, Georgia Institute of Technology, 2009.<br>Committee Chair: Arkadi Nemirovski; Committee Co-Chair: Alexander Shapiro; Committee Co-Chair: Renato D. C. Monteiro; Committee Member: Anatoli Jouditski; Committee Member: Shabbir Ahmed. Part of the SMARTech Electronic Thesis and Dissertation Collection.

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21

Martins, Rafael de Castro Duarte. "Filtragem robusta via combinação convexa de filtros de kalman." [s.n.], 2007. http://repositorio.unicamp.br/jspui/handle/REPOSIP/260191.

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Orientador: Jose C. Geromel<br>Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Elétrica e de Computação<br>Made available in DSpace on 2018-08-09T14:56:40Z (GMT). No. of bitstreams: 1 Martins_RafaeldeCastroDuarte_M.pdf: 331846 bytes, checksum: 23104cfddf85c27b47361e2f3ba52327 (MD5) Previous issue date: 2007<br>Resumo: Neste trabalho, é proposto um novo método para o projeto de filtros robustos em norma H2, que consiste na utilização de uma combinação linear dos filtros de Kalman obtidos para os vértices do politopo de incertezas. Para esta classe de filtro

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22

Qian, Xun. "Continuous methods for convex programming and convex semidefinite programming." HKBU Institutional Repository, 2017. https://repository.hkbu.edu.hk/etd_oa/422.

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In this thesis, we study several interior point continuous trajectories for linearly constrained convex programming (CP) and convex semidefinite programming (SDP). The continuous trajectories are characterized as the solution trajectories of corresponding ordinary differential equation (ODE) systems. All our ODE systems are closely related to interior point methods.. First, we propose and analyze three continuous trajectories, which are the solutions of three ODE systems for linearly constrained convex programming. The three ODE systems are formulated based on an variant of the affine scaling

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23

Huang, Xin. "Some Topics in Roc Curves Analysis." Digital Archive @ GSU, 2011. http://digitalarchive.gsu.edu/math_diss/3.

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The receiver operating characteristic (ROC) curves is a popular tool for evaluating continuous diagnostic tests. The traditional definition of ROC curves incorporates implicitly the idea of "hard" thresholding, which also results in the empirical curves being step functions. The first topic is to introduce a novel definition of soft ROC curves, which incorporates the idea of "soft" thresholding. The softness of a soft ROC curve is controlled by a regularization parameter that can be selected suitably by a cross-validation procedure. A byproduct of the soft ROC curves is that the corresponding

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24

Kilinc-Karzan, Fatma. "Tractable relaxations and efficient algorithmic techniques for large-scale optimization." Diss., Georgia Institute of Technology, 2011. http://hdl.handle.net/1853/41141.

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In this thesis, we develop tractable relaxations and efficient algorithms for large-scale optimization. Our developments are motivated by a recent paradigm, Compressed Sensing (CS), which consists of acquiring directly low-dimensional linear projections of signals, possibly corrupted with noise, and then using sophisticated recovery procedures for signal reconstruction. We start by analyzing how to utilize a priori information given in the form of sign restrictions on part of the entries. We propose necessary and sufficient on the sensing matrix for exact recovery of sparse signals, utilize th

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25

Benacer, Rachid. "Contribution à l'étude des algorithmes de l'optimisation non convexe et non différentiable." Phd thesis, Grenoble 1, 1986. http://tel.archives-ouvertes.fr/tel-00320986.

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Etude théorique et algorithmique des problèmes d'optimisation non convexes et non différentiables des types suivants: maximiser f(x) sur C, minimiser f(x)-g(x) sur C, minimiser f(x) lorsque x appartient à C et g(x) positive, où f, g sont convexes définies sur rn et C est une partie compacte convexe non vide de rn. Un étudie les conditions nécessaires d'optimalité du premier ordre la dualité, les méthodes de sous-gradients qui convergent vers des solutions optimales locales et les algorithmes qui permettent d'obtenir les solutions globales. On donne, quelques résultats numériques et application

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26

Hou, Liangshao. "Solving convex programming with simple convex constraints." HKBU Institutional Repository, 2020. https://repository.hkbu.edu.hk/etd_oa/739.

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The problems we studied in this thesis are linearly constrained convex programming (LCCP) and nonnegative matrix factorization (NMF). The resolutions of these two problems are all closely related to convex programming with simple convex constraints. The work can mainly be described in the following three parts. Firstly, an interior point algorithm following a parameterized central path for linearly constrained convex programming is proposed. The convergence and polynomial-time complexity are proved under the assumption that the Hessian of the objective function is locally Lipschitz continuous.

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27

Ilyes, Amy Louise. "Using linear programming to solve convex quadratic programming problems." Case Western Reserve University School of Graduate Studies / OhioLINK, 1993. http://rave.ohiolink.edu/etdc/view?acc_num=case1056644216.

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28

Edwards, Teresa Dawn. "The box method for minimizing strictly convex functions over convex sets." Diss., Georgia Institute of Technology, 1990. http://hdl.handle.net/1853/30690.

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29

Vargyas, Emese Tünde. "Duality for convex composed programming problems." Doctoral thesis, Universitätsbibliothek Chemnitz, 2004. http://nbn-resolving.de/urn:nbn:de:swb:ch1-200401793.

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The goal of this work is to present a conjugate duality treatment of composed programming as well as to give an overview of some recent developments in both scalar and multiobjective optimization. In order to do this, first we study a single-objective optimization problem, in which the objective function as well as the constraints are given by composed functions. By means of the conjugacy approach based on the perturbation theory, we provide different kinds of dual problems to it and examine the relations between the optimal objective values of the duals. Given some additional assumptions, we

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30

Tünde, Vargyas Emese. "Duality for convex composed programming problems." [S.l. : s.n.], 2004. http://archiv.tu-chemnitz.de/pub/2004/0179.

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31

Jakee, Khan Md Kamall. "Computational convex analysis using parametric quadratic programming." Thesis, University of British Columbia, 2013. http://hdl.handle.net/2429/45182.

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The class of piecewise linear-quadratic (PLQ) functions is a very important class of functions in convex analysis since the result of most convex operators applied to a PLQ function is a PLQ function. Although there exists a wide range of algorithms for univariate PLQ functions, recent work has focused on extending these algorithms to PLQ functions with more than one variable. First, we recall a proof in [Convexity, Convergence and Feedback in Optimal Control, Phd thesis, R. Goebel, 2000] that PLQ functions are closed under partial conjugate computation. Then we use recent results on p

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32

Ben, Daya Mohamed. "Barrier function algorithms for linear and convex quadratic programming." Diss., Georgia Institute of Technology, 1988. http://hdl.handle.net/1853/25502.

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33

Yung, Simon Yun Pui. "Definitive programming : a paradigm for exploratory programming." Thesis, University of Warwick, 1992. http://wrap.warwick.ac.uk/78859/.

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Exploratory software development is a method that applies to the development of programs whose requirement is initially unclear. In such a context, it is only through prototyping and experimenting on the prototypes that the requirement can be fully developed. A good exploratory software development method must have a short development cycle. This thesis describes our attempt to fulfil this demand. We address this issue in the programming language level. A novel programming paradigm - definitive (definition-based) programming - is developed. In definitive programming, a state is represented by

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34

Wang, Guanglei. "Relaxations in mixed-integer quadratically constrained programming and robust programming." Thesis, Evry, Institut national des télécommunications, 2016. http://www.theses.fr/2016TELE0026/document.

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De nombreux problèmes de la vie réelle sont exprimés sous la forme de décisions à prendre à l’aide de l’information accessible dans le but d’atteindre certains objectifs. La programmation numérique a prouvé être un outil efficace pour modéliser et résoudre une grande variété de problèmes de ce type. Cependant, de nombreux problèmes en apparence faciles sont encore durs à résoudre. Et même des problèmes faciles de programmation linéaire deviennent durs avec l’incertitude de l’information disponible. Motivés par un problème de télécommunication où l’on doit associer des machines virtuelles à des

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35

Zetina, Villamor Carlos Armando. "Gamma Active Constraints in Convex Semi-Infinite Programming." Thesis, Universidad de las Am��ricas Puebla, 2011. http://catarina.udlap.mx/u_dl_a/tales/documentos/mosl/zetina_v_ca/.

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This thesis studies the problem of extending the concept of γ-active constraints to Convex Semi-Inαnite Programming. To achieve this goal, extensive knowledge of topology, convex analysis, real analysis and optimization is needed. We base ourselves on the deαnition and results shown in previous publications and present two approaches to extend this deαnition to the case of Convex Semi-Inαnite Programming. We also provide a comparison of the two approaches, where we state their limitations and advantages. Key Words: Semi-Inαnite Programming, Extended Active Constraints, Convex Program-ming,

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36

Ha, Hoang Kha Electrical Engineering &amp Telecommunications Faculty of Engineering UNSW. "Linear phase filter bank design by convex programming." Publisher:University of New South Wales. Electrical Engineering & Telecommunications, 2008. http://handle.unsw.edu.au/1959.4/43268.

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Digital filter banks have found in a wide variety of applications in data compression, digital communications, and adaptive signal processing. The common objectives of the filter bank design consist of frequency selectivity of the individual filters and perfect reconstruction of the filter banks. The design problems of filter banks are intrinsically challenging because their natural formulations are nonconvex constrained optimization problems. Therefore, there is a strong motivation to cast the design problems into convex optimization problems whose globally optimal solutions can be efficientl

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37

Wytock, Matt. "Optimizing Optimization: Scalable Convex Programming with Proximal Operators." Research Showcase @ CMU, 2016. http://repository.cmu.edu/dissertations/785.

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Convex optimization has developed a wide variety of useful tools critical to many applications in machine learning. However, unlike linear and quadratic programming, general convex solvers have not yet reached sufficient maturity to fully decouple the convex programming model from the numerical algorithms required for implementation. Especially as datasets grow in size, there is a significant gap in speed and scalability between general solvers and specialized algorithms. This thesis addresses this gap with a new model for convex programming based on an intermediate representation of convex pr

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38

Sentieiro, Joao Jose Dos Santos. "Convex programming for optimal control : algorithms and convergence rates." Thesis, Imperial College London, 1986. http://hdl.handle.net/10044/1/38156.

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39

Lin, Chin-Yee. "Interior point methods for convex optimization." Diss., Georgia Institute of Technology, 1995. http://hdl.handle.net/1853/15044.

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40

Chen, Jieqiu. "Convex relaxations in nonconvex and applied optimization." Diss., University of Iowa, 2010. https://ir.uiowa.edu/etd/654.

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Traditionally, linear programming (LP) has been used to construct convex relaxations in the context of branch and bound for determining global optimal solutions to nonconvex optimization problems. As second-order cone programming (SOCP) and semidefinite programming (SDP) become better understood by optimization researchers, they become alternative choices for obtaining convex relaxations and producing bounds on the optimal values. In this thesis, we study the use of these convex optimization tools in constructing strong relaxations for several nonconvex problems, including 0-1 integer programm

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41

REY, PABLO ANDRES. "CONVEX ANALYSIS AND LIFT-AND-PROJECT METHODS FOR INTEGER PROGRAMMING." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2001. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=1794@1.

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CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO<br>Algoritmos para a resolução de problemas de programação mista 0-1 gerais baseados em cortes derivados dos métodos lift-and-project, tem se mostrado bastante eficientes na prática. Estes cortes são gerados resolvendo um problema que depende de uma certa normalização. Desde um ponto de vista teórico, o bom comportamento destes algoritmos não foi completamente compreendido, especialmente no que diz respeito à normalização. Neste trabalho consideramos normalizações gerais definidas por um conjunto convexo fechado arbitrário,

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42

Núñez, Araya Manuel A. (Manuel Adolfo) 1964. "Condition numbers and properties of central trajectories in convex programming." Thesis, Massachusetts Institute of Technology, 1997. http://hdl.handle.net/1721.1/10214.

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43

Wei, Hua. "Numerical Stability in Linear Programming and Semidefinite Programming." Thesis, University of Waterloo, 2006. http://hdl.handle.net/10012/2922.

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We study numerical stability for interior-point methods applied to Linear Programming, LP, and Semidefinite Programming, SDP. We analyze the difficulties inherent in current methods and present robust algorithms. <br /><br /> We start with the error bound analysis of the search directions for the normal equation approach for LP. Our error analysis explains the surprising fact that the ill-conditioning is not a significant problem for the normal equation system. We also explain why most of the popular LP solvers have a default stop tolerance of only 10<sup>-8</sup> when the

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44

Davidescu, Diana Maria. "Convexifiable smooth programming and applications." Thesis, McGill University, 2004. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=82216.

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This thesis is an introduction to the study of convexification problems involving smooth functions in the area of continuous mathematical programming. The results are applied to a real life problem in oil production. An improved model is formulated for the company which yields environmentally friendlier optimal solutions at the same profit level.

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45

Sharifi, Mokhtarian Faranak. "Mathematical programming with LFS functions." Thesis, McGill University, 1992. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=56762.

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Differentiable functions with a locally flat surface (LFS) have been recently introduced and studied in convex optimization. Here we extend this motion in two directions: to non-smooth convex and smooth generalized convex functions. An important feature of these functions is that the Karush-Kuhn-Tucker condition is both necessary and sufficient for optimality. Then we use the properties of linear LFS functions and basic point-to-set topology to study the "inverse" programming problem. In this problem, a feasible, but nonoptimal, point is made optimal by stable perturbations of the parameters.

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46

Rolandsson, Jakob. "Programming as Mathematics – A Curriculum Perspective." Thesis, Uppsala universitet, Matematiska institutionen, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-451806.

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47

Ellison, E. F. D. "Solution methods and applications of convex quadratic programming and its extensions." Thesis, Brunel University, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.436501.

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48

Asif, Muhammad Salman. "Primal dual pursuit a homotopy based algorithm for the Dantzig selector /." Thesis, Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/24693.

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Thesis (M. S.)--Electrical and Computer Engineering, Georgia Institute of Technology, 2009.<br>Committee Chair: Romberg, Justin; Committee Member: McClellan, James; Committee Member: Mersereau, Russell

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Lu, Zhaosong. "Algorithm Design and Analysis for Large-Scale Semidefinite Programming and Nonlinear Programming." Diss., Georgia Institute of Technology, 2005. http://hdl.handle.net/1853/7151.

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The limiting behavior of weighted paths associated with the semidefinite program (SDP) map $X^{1/2}SX^{1/2}$ was studied and some applications to error bound analysis and superlinear convergence of a class of primal-dual interior-point methods were provided. A new approach for solving large-scale well-structured sparse SDPs via a saddle point mirror-prox algorithm with ${cal O}(epsilon^{-1})$ efficiency was developed based on exploiting sparsity structure and reformulating SDPs into smooth convex-concave saddle point problems. An iterative solver-based long-step primal-dual infeasible path-fo

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Moor, Oege de. "Categories, relations and dynamic programming." Thesis, University of Oxford, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.305600.

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