7 citations · 29 across the 17 of their papers we have counts for
3 papers · 2 filters
Exploiting cone approximations in an augmented Lagrangian method for conic optimization
Mituhiro Fukuda, Walter Gómez, Gabriel Haeser +1
We propose an algorithm for general nonlinear conic programming which does not require the knowledge of the full cone, but rather a simpler, more tractable, approximation of it. We…
A simple proof of existence of Lagrange multipliers
Gabriel Haeser, Daiana Oliveira dos Santos
In the seminal book Méchanique analitique, Lagrange, 1788, the notion of a Lagrange multiplier was first introduced in order to study a smooth minimization problem subject to equal…
A semi-smooth Newton method for general projection equations applied to the nearest correlation matrix problem
Nicolas F. Armijo, Yunier Bello-Cruz, Gabriel Haeser
In this paper, we extend and investigate the properties of the semi-smooth Newton method when applied to a general projection equation in finite dimensional spaces. We first presen…