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SIAM Journal on Optimization

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Volume 14, Issue 1, pp. 1-305

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Adaptive Approximations and Exact Penalization for the Solution of Generalized Semi-infinite Min-Max Problems

J. O. Royset, E. Polak, and A. Kiureghian

pp. 1-34

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An Infeasible Active Set Method for Quadratic Problems with Simple Bounds

K. Kunisch and F. Rendl

pp. 35-52

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On Numerical Solution of the Maximum Volume Ellipsoid Problem

Yin Zhang and Liyan Gao

pp. 53-76

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Large-Scale Molecular Optimization from Distance Matrices by a D.C. Optimization Approach

Le Thi Hoai An and Pham Dinh Tao

pp. 77-114

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Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse

Rüdiger Schultz and Stephan Tiedemann

pp. 115-138

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Semidefinite Programming in the Space of Partial Positive Semidefinite Matrices

Samuel Burer

pp. 139-172

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A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties

André L. Tits, Andreas Wächter, Sasan Bakhtiari, Thomas J. Urban, and Craig T. Lawrence

pp. 173-199

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A Decomposition Method Based on SQP for a Class of Multistage Stochastic Nonlinear Programs

Xinwei Liu and Gongyun Zhao

pp. 200-222

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Large Scale Parameter Estimation Using Sparse Nonlinear Programming Methods

John T. Betts and William P. Huffman

pp. 223-244

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New Results on Quadratic Minimization

Yinyu Ye and Shuzhong Zhang

pp. 245-267

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Further Results on Approximating Nonconvex Quadratic Optimization by Semidefinite Programming Relaxation

Paul Tseng

pp. 268-283

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Radial Epiderivatives and Asymptotic Functions in Nonconvex Vector Optimization

Fabián Flores-Bazán

pp. 284-305

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