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180
Monotonicity of primaldual interiorpoint algorithms for semidefinite programming problems
, 1998
"... We present primaldual interiorpoint algorithms with polynomial iteration bounds to find approximate solutions of semidefinite programming problems. Our algorithms achieve the current best iteration bounds and, in every iteration of our algorithms, primal and dual objective values are strictly imp ..."
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Cited by 215 (35 self)
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We present primaldual interiorpoint algorithms with polynomial iteration bounds to find approximate solutions of semidefinite programming problems. Our algorithms achieve the current best iteration bounds and, in every iteration of our algorithms, primal and dual objective values are strictly improved.
Engineering and economic applications of complementarity problems
 SIAM REVIEW
, 1997
"... This paper gives an extensive documentation of applications of finitedimensional nonlinear complementarity problems in engineering and equilibrium modeling. For most applications, we describe the problem briefly, state the defining equations of the model, and give functional expressions for the c ..."
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Cited by 195 (24 self)
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This paper gives an extensive documentation of applications of finitedimensional nonlinear complementarity problems in engineering and equilibrium modeling. For most applications, we describe the problem briefly, state the defining equations of the model, and give functional expressions for the complementarity formulations. The goal of this documentation is threefold: (i) to summarize the essential applications of the nonlinear complementarity problem known to date, (ii) to provide a basis for the continued research on the nonlinear complementarity problem, and (iii) to supply a broad collection of realistic complementarity problems for use in algorithmic experimentation and other studies.
Proximal support vector machine classifiers
 Proceedings KDD2001: Knowledge Discovery and Data Mining
, 2001
"... Abstract—A new approach to support vector machine (SVM) classification is proposed wherein each of two data sets are proximal to one of two distinct planes that are not parallel to each other. Each plane is generated such that it is closest to one of the two data sets and as far as possible from the ..."
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Cited by 160 (16 self)
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Abstract—A new approach to support vector machine (SVM) classification is proposed wherein each of two data sets are proximal to one of two distinct planes that are not parallel to each other. Each plane is generated such that it is closest to one of the two data sets and as far as possible from the other data set. Each of the two nonparallel proximal planes is obtained by a single MATLAB command as the eigenvector corresponding to a smallest eigenvalue of a generalized eigenvalue problem. Classification by proximity to two distinct nonlinear surfaces generated by a nonlinear kernel also leads to two simple generalized eigenvalue problems. The effectiveness of the proposed method is demonstrated by tests on simple examples as well as on a number of public data sets. These examples show the advantages of the proposed approach in both computation time and test set correctness. Index Terms—Support vector machines, proximal classification, generalized eigenvalues. 1
On Dynamic MultiRigidBody Contact Problems with Coulomb Friction
"... . This paper is summary of a comprehensive study of the problem of predicting the possible acceleration(s) of a set of rigid, threedimensional bodies in contact in the presence of Coulomb friction. We begin with a brief introduction to this problem and a survey of related work and previous approach ..."
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Cited by 94 (20 self)
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. This paper is summary of a comprehensive study of the problem of predicting the possible acceleration(s) of a set of rigid, threedimensional bodies in contact in the presence of Coulomb friction. We begin with a brief introduction to this problem and a survey of related work and previous approaches. This is followed by the introduction of two novel complementarity formulations for the contact problem under two friction laws: Coulomb's Law and an analogous law in which Coulomb's quadratic friction cone is approximated by a pyramid. Under a full column rank assumption on the system Jacobian matrix, we establish the existence and uniqueness of a solution to our new models in the case where the friction coefficients are nonnegative and sufficiently small. For the model based on the friction pyramid law, we also show that the classical Lemke almostcomplementary pivot algorithm and our new feasible interior point method are guaranteed to compute a solution. Extensive computational result...
Symmetric PrimalDual Path Following Algorithms for Semidefinite Programming
, 1996
"... In this paper a symmetric primaldual transformation for positive semidefinite programming is proposed. For standard SDP problems, after this symmetric transformation the primal variables and the dual slacks become identical. In the context of linear programming, existence of such a primaldual tran ..."
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Cited by 59 (10 self)
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In this paper a symmetric primaldual transformation for positive semidefinite programming is proposed. For standard SDP problems, after this symmetric transformation the primal variables and the dual slacks become identical. In the context of linear programming, existence of such a primaldual transformation is a well known fact. Based on this symmetric primaldual transformation we derive Newton search directions for primaldual pathfollowing algorithms for semidefinite programming. In particular, we generalize: (1) the short step path following algorithm, (2) the predictorcorrector algorithm and (3) the largest step algorithm to semidefinite programming. It is shown that these algorithms require at most O( p n j log ffl j) main iterations for computing an ffloptimal solution. The symmetric primaldual transformation discussed in this paper can be interpreted as a specialization of the scalingpoint concept introduced by Nesterov and Todd [12] for selfscaled conic problems. The ...
A superlinearly convergent predictorcorrector method for degenerate LCP in a wide neighborhood of the central path with O (√n L)iteration complexity
, 2006
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A Path to the ArrowDebreu Competitive Market Equilibrium
 MATH. PROGRAMMING
, 2004
"... We present polynomialtime interiorpoint algorithms for solving the Fisher and ArrowDebreu competitive market equilibrium problems with linear utilities and n players. Both of them have the arithmetic operation complexity bound of O(n 4 log(1/ɛ)) for computing an ɛequilibrium solution. If the p ..."
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Cited by 43 (7 self)
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We present polynomialtime interiorpoint algorithms for solving the Fisher and ArrowDebreu competitive market equilibrium problems with linear utilities and n players. Both of them have the arithmetic operation complexity bound of O(n 4 log(1/ɛ)) for computing an ɛequilibrium solution. If the problem data are rational numbers and their bitlength is L, then the bound to generate an exact solution is O(n 4 L) which is in line with the best complexity bound for linear programming of the same dimension and size. This is a significant improvement over the previously best bound O(n 8 log(1/ɛ)) for approximating the two problems using other methods. The key ingredient to derive these results is to show that these problems admit convex optimization formulations, efficient barrier functions and fast rounding techniques. We also present a continuous path leading to the set of the ArrowDebreu equilibrium, similar to the central path developed for linear programming interiorpoint methods. This path is derived from the weighted logarithmic utility and barrier functions and the Brouwer fixedpoint theorem. The defining equations are bilinear and possess some primaldual structure for the application of the Newtonbased pathfollowing method.