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Structured secant updates for nonlinear constrained optimization
Two new updates are presented, the UHU update and a modified Gurwitz update, for approximating the Hessian of the Lagrangian in nonlinear constrained optimization problems. Under the standard assumptions, the new UHU ...
Convergence properties of the Barzilai and Borwein gradient method
In a recent paper, Barzilai and Borwein presented a new choice of steplength for the gradient method. Their choice does not guarantee descent in the objective function and greatly speeds up the convergence of the method. ...
Optimizing over the cut cone: A new polyhedral algorithm for the maximum-weight cut problem
Polyhedral cutting-plane algorithms for hard combinatorial problems have scored notable successes. However, computational research on the Maximum-Weight Cut Problem (MCP) on undirected graphs has been inconclusive. In 1988, ...