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SIAM Journal on Optimization

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Volume 9, Issue 1, pp. 1-290

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An Interior Proximal Algorithm and the Exponential Multiplier Method for Semidefinite Programming

Moshe Doljansky and Marc Teboulle

pp. 1-13

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On the Accurate Identification of Active Constraints

Francisco Facchinei, Andreas Fischer, and Christian Kanzow

pp. 14-32

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Robust Solutions to Uncertain Semidefinite Programs

Laurent El Ghaoui, Francois Oustry, and Hervé Lebret

pp. 33-52

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Stochastic Simulation on Integer Constraint Sets

I. H. Dinwoodie

pp. 53-61

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A Finite Continuation Algorithm for Bound Constrained Quadratic Programming

Kaj Madsen, Hans Bruun Nielsen, and Mustafa Çelebi Pinar

pp. 62-83

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Ill-Conditioning and Computational Error in Interior Methods for Nonlinear Programming

Margaret H. Wright

pp. 84-111

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Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions

Jeffrey C. Lagarias, James A. Reeds, Margaret H. Wright, and Paul E. Wright

pp. 112-147

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Convergence of the Nelder--Mead Simplex Method to a Nonstationary Point

K. I. M. McKinnon

pp. 148-158

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Threading Homotopies and DC Operating Points of Nonlinear Circuits

Ross Geoghegan, Jeffrey C. Lagarias, and Robert C. Melville

pp. 159-178

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Weak Sharp Solutions of Variational Inequalities

Patrice Marcotte and Daoli Zhu

pp. 179-189

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Towards a Practical Volumetric Cutting Plane Method for Convex Programming

Kurt M. Anstreicher

pp. 190-206

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On the Dimension of the Set of Rim Perturbations for Optimal Partition Invariance

Harvey J. Greenberg, Allen G. Holder, Kees Roos, and Tamás Terlaky

pp. 207-216

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An Analytic Center Based Column Generation Algorithm for Convex Quadratic Feasibility Problems

Zhi-Quan Luo and Jie Sun

pp. 217-235

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Decomposing Matrices into Blocks

Ralf Borndörfer, Carlos E. Ferreira, and Alexander Martin

pp. 236-269

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Sequential Stopping Rules for Random Optimization Methods with Applications to Multistart Local Search

William E. Hart

pp. 270-290

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