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SIAM Journal on Optimization

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Volume 8, Issue 1, pp. 1-285

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On Effectively Computing the Analytic Center of the Solution Set by Primal-Dual Interior-Point Methods

María D. González-Lima, Richard A. Tapia, and Florian A. Potra

pp. 1-25

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Global Convergence of the Affine Scaling Algorithm for Convex Quadratic Programming

Renato D. C. Monteiro and Takashi Tsuchiya

pp. 26-58

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Superlinear Convergence of a Symmetric Primal-Dual Path Following Algorithm for Semidefinite Programming

Zhi-Quan Luo, Jos F. Sturm, and Shuzhong Zhang

pp. 59-81

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Reconstruction with Noisy Data: An Approach via Eigenvalue Optimization

Dominikus Noll

pp. 82-104

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On Some Properties of Quadratic Programs with a Convex Quadratic Constraint

Stefano Lucidi, Laura Palagi, and Massimo Roma

pp. 105-122

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Global Linear and Local Quadratic Convergence of a Long-Step Adaptive-Mode Interior Point Method for Some Monotone Variational Inequality Problems

Jie Sun and Gongyun Zhao

pp. 123-139

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A Trust Region Method for Solving Generalized Complementarity Problems

Houyuan Jiang, Masao Fukushima, Liqun Qi, and Defeng Sun

pp. 140-157

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An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints

Francisco Facchinei, Joaquim Júdice, and João Soares

pp. 158-186

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On the Convergence of Constrained Parallel Variable Distribution Algorithms

Michael V. Solodov

pp. 187-196

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A Generalized Proximal Point Algorithm for the Variational Inequality Problem in a Hilbert Space

Regina S. Burachik and Alfredo N. Iusem

pp. 197-216

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Budget-Dependent Convergence Rate of Stochastic Approximation

Pierre L'Ecuyer and George Yin

pp. 217-247

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The Sequential Knapsack Polytope

Y. Pochet and R. Weismantel

pp. 248-264

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An Algorithm for the Inequality-Constrained Discrete Min--Max Problem

Berc Rustem and Quoc Nguyen

pp. 265-283

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Erratum: An SQP Algorithm for Finely Discretized Continuous Minimax Problems and Other Minimax Problems with Many Objective Functions

Jian L. Zhou and André L. Tits

pp. 284-285

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