Results 11 to 20 of about 321 (48)

Linear Convergence of the Douglas-Rachford Method for Two Closed Sets [PDF]

, 2015
In this paper, we investigate the Douglas-Rachford method for two closed (possibly nonconvex) sets in Euclidean spaces. We show that under certain regularity conditions, the Douglas-Rachford method converges locally with R-linear rate. In convex settings,
Phan, Hung M.
core   +1 more source

Learning to steer nonlinear interior-point methods

EURO Journal on Computational Optimization, 2019
Interior-point or barrier methods handle nonlinear programs by sequentially solving barrier subprograms with a decreasing sequence of barrier parameters.
Renke Kuhlmann
doaj   +1 more source

Equilibrium of a production economy with non-compact attainable allocations set

Advances in Nonlinear Analysis, 2018
In this paper, we consider a production economy with an unbounded attainable set where the consumers may have non-complete non-transitive preferences.
Ounaies Senda, Bonnisseau Jean-Marc, Chebbi Souhail   +2 more
doaj   +1 more source

Derivative-free optimization and filter methods to solve nonlinear constrained problems [PDF]

, 2009
In real optimization problems, usually the analytical expression of the objective function is not known, nor its derivatives, or they are complex. In these cases it becomes essential to use optimization methods where the calculation of the derivatives,
Correia, Aldina, Matias, João, Mestre, Pedro, Serôdio, Carlos   +3 more
core   +1 more source

Dissipative numerical schemes on Riemannian manifolds with applications to gradient flows [PDF]

, 2018
This paper concerns an extension of discrete gradient methods to finite-dimensional Riemannian manifolds termed discrete Riemannian gradients, and their application to dissipative ordinary differential equations.
Celledoni, Elena, Eidnes, Sølve, Owren, Brynjulf, Ringholm, Torbjørn   +3 more
core   +2 more sources

A Boosting Procedure for Variational-Based Image Restoration

Numerical Mathematics: Theory, Methods and Applications, 2018
Variational methods are an important class of methods for general image restoration. Boosting technique has been shown capable of improving many image denoising algorithms.
Samad Wali
semanticscholar   +1 more source

An interior-point method for mpecs based on strictly feasible relaxations. [PDF]

, 2004
An interior-point method for solving mathematical programs with equilibrium constraints (MPECs) is proposed. At each iteration of the algorithm, a single primaldual step is computed from each subproblem of a sequence.
Angel Víctor De Miguel, Francisco J. Nogales, Michael P. Friedl, Stefan Scholtes, Stefan Scholtesx   +4 more
core   +4 more sources

Tensor Methods for Minimizing Convex Functions with H\"{o}lder Continuous Higher-Order Derivatives

, 2020
In this paper we study $p$-order methods for unconstrained minimization of convex functions that are $p$-times differentiable ($p\geq 2$) with $\nu$-H\"{o}lder continuous $p$th derivatives. We propose tensor schemes with and without acceleration. For the
Grapiglia, Geovani Nunes, Nesterov, Yurii   +1 more
core   +1 more source

APPLICATION OF MARKOWITZ PORTFOLIO OPTIMIZATION ON BULGARIAN STOCK MARKET FROM 2013 TO 2016

, 2018
Investors of any time and of any investment area are faced with the conflicting objective of minimizing risks and simultaneously maximizing returns.
M. Ivanova, L. Dospatliev
semanticscholar   +1 more source

Signal recovery and polynomiographic visualization of modified Noor iteration of operators with property (E)

Demonstratio Mathematica
This article aims to provide a modified Noor iterative scheme to approximate the fixed points of generalized nonexpansive mappings with property (EE) called MN-iteration.
Paimsang Papinwich, Thianwan Tanakit
doaj   +1 more source