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Global Optimization with Polynomials and the Problem of Moments
 SIAM Journal on Optimization
, 2001
"... We consider the problem of finding the unconstrained global minimum of a realvalued polynomial p(x) : R R, as well as the global minimum of p(x), in a compact set K defined by polynomial inequalities. It is shown that this problem reduces to solving an (often finite) sequence of convex linear mat ..."
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Cited by 569 (47 self)
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We consider the problem of finding the unconstrained global minimum of a realvalued polynomial p(x) : R R, as well as the global minimum of p(x), in a compact set K defined by polynomial inequalities. It is shown that this problem reduces to solving an (often finite) sequence of convex linear
A NEW POLYNOMIALTIME ALGORITHM FOR LINEAR PROGRAMMING
 COMBINATORICA
, 1984
"... We present a new polynomialtime algorithm for linear programming. In the worst case, the algorithm requires O(tf'SL) arithmetic operations on O(L) bit numbers, where n is the number of variables and L is the number of bits in the input. The running,time of this algorithm is better than the ell ..."
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Cited by 848 (3 self)
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We present a new polynomialtime algorithm for linear programming. In the worst case, the algorithm requires O(tf'SL) arithmetic operations on O(L) bit numbers, where n is the number of variables and L is the number of bits in the input. The running,time of this algorithm is better than
The Extended Linear Complementarity Problem
, 1993
"... We consider an extension of the horizontal linear complementarity problem, which we call the extended linear complementarity problem (XLCP). With the aid of a natural bilinear program, we establish various properties of this extended complementarity problem; these include the convexity of the biline ..."
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Cited by 776 (28 self)
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We consider an extension of the horizontal linear complementarity problem, which we call the extended linear complementarity problem (XLCP). With the aid of a natural bilinear program, we establish various properties of this extended complementarity problem; these include the convexity
Improved Approximation Algorithms for Maximum Cut and Satisfiability Problems Using Semidefinite Programming
 Journal of the ACM
, 1995
"... We present randomized approximation algorithms for the maximum cut (MAX CUT) and maximum 2satisfiability (MAX 2SAT) problems that always deliver solutions of expected value at least .87856 times the optimal value. These algorithms use a simple and elegant technique that randomly rounds the solution ..."
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Cited by 1231 (13 self)
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the solution to a nonlinear programming relaxation. This relaxation can be interpreted both as a semidefinite program and as an eigenvalue minimization problem. The best previously known approximation algorithms for these problems had performance guarantees of ...
Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
 SIAM Journal on Optimization
, 1993
"... We study the semidefinite programming problem (SDP), i.e the problem of optimization of a linear function of a symmetric matrix subject to linear equality constraints and the additional condition that the matrix be positive semidefinite. First we review the classical cone duality as specialized to S ..."
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Cited by 557 (12 self)
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We study the semidefinite programming problem (SDP), i.e the problem of optimization of a linear function of a symmetric matrix subject to linear equality constraints and the additional condition that the matrix be positive semidefinite. First we review the classical cone duality as specialized
An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
, 2008
"... ..."
Minimax Programs
 University of California Press
, 1997
"... We introduce an optimization problem called a minimax program that is similar to a linear program, except that the addition operator is replaced in the constraint equations by the maximum operator. We clarify the relation of this problem to some betterknown problems. We identify an interesting spec ..."
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Cited by 475 (5 self)
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We introduce an optimization problem called a minimax program that is similar to a linear program, except that the addition operator is replaced in the constraint equations by the maximum operator. We clarify the relation of this problem to some betterknown problems. We identify an interesting
Learning the Kernel Matrix with SemiDefinite Programming
, 2002
"... Kernelbased learning algorithms work by embedding the data into a Euclidean space, and then searching for linear relations among the embedded data points. The embedding is performed implicitly, by specifying the inner products between each pair of points in the embedding space. This information ..."
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Cited by 780 (22 self)
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problems in machine learning. In this paper we show how the kernel matrix can be learned from data via semidefinite programming (SDP) techniques. When applied
Linear pattern matching algorithms
 IN PROCEEDINGS OF THE 14TH ANNUAL IEEE SYMPOSIUM ON SWITCHING AND AUTOMATA THEORY. IEEE
, 1972
"... In 1970, Knuth, Pratt, and Morris [1] showed how to do basic pattern matching in linear time. Related problems, such as those discussed in [4], have previously been solved by efficient but suboptimal algorithms. In this paper, we introduce an interesting data structure called a bitree. A linear ti ..."
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Cited by 549 (0 self)
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In 1970, Knuth, Pratt, and Morris [1] showed how to do basic pattern matching in linear time. Related problems, such as those discussed in [4], have previously been solved by efficient but suboptimal algorithms. In this paper, we introduce an interesting data structure called a bitree. A linear
Automatic Discovery of Linear Restraints Among Variables of a Program
, 1978
"... The model of abstract interpretation of programs developed by Cousot and Cousot [2nd ISOP, 1976], Cousot and Cousot [POPL 1977] and Cousot [PhD thesis 1978] is applied to the static determination of linear equality or inequality invariant relations among numerical variables of programs. ..."
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Cited by 733 (47 self)
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The model of abstract interpretation of programs developed by Cousot and Cousot [2nd ISOP, 1976], Cousot and Cousot [POPL 1977] and Cousot [PhD thesis 1978] is applied to the static determination of linear equality or inequality invariant relations among numerical variables of programs.
Results 1  10
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2,424,848