Results 41 to 50 of about 174 (149)

Modified four-term conjugate gradient method with applications in image restoration and regression problem

Demonstratio Mathematica
The conjugate gradient (CG) method is recognized for resolving unconstrained optimization problems because of its efficiency, robustness, and minimal memory demands.
Masmali Sultanah, Alhawarat Ahmad, Salleh Zabidin, Masmali Ibtisam, Sabra Ramadan   +4 more
doaj   +1 more source

A penalty barrier framework for nonconvex constrained optimization [PDF]

Journal of Nonsmooth Analysis and Optimization
We consider minimization problems with structured objective function and smooth constraints, and present a flexible framework that combines the beneficial regularization effects of (exact) penalty and interior-point methods.
Alberto De Marchi, Andreas Themelis
doaj   +1 more source

Eighteenth Order Convergent Method for Solving Non-Linear Equations

, 2017
In this paper, we suggest and discuss an iterative method for solving nonlinear equations of the type f(x)=0 having eighteenth order convergence. This new technique based on Newton’s method and extrapolated Newton’s method.
Ramadevi Sri, M.S Mylapalli, V.B Vatti
core   +1 more source

Strategies of node selection in search procedures for solving combinatorial optimization problems: A survey and a general formalization

combinatorial optimization, branch and bound, artificial intelligence, 65K05, 65K10,
Albert Corominas, Rafael Pastor
core   +1 more source

Second Derivative Free Eighteenth Order Convergent Method for Solving Non-Linear Equations

, 2017
In this paper, the Eighteenth Order Convergent Method (EOCM) developed by Vatti et.al is considered and this method is further studied without the presence of second derivative.
Ramadevi Sri, M.S.Kumar Mylapalli, V.B. Kumar Vatti   +2 more
core   +1 more source

Modelling and solving the production rate variation problem (PRVP)

Just-in-time, Scheduling, 65K05, 65K10,
Albert Corominas, Joaquín Bautista, Ramon Companys   +2 more
core   +1 more source

A globally convergent augmented Lagrangian algorithm for optimization with general constraints simple bounds

, 1991
. The global and local convergence properties of a class of augmented Lagrangian methods for solving nonlinear programming problems are considered. In such methods, simple bound constraints are treated separately from more general constraints and the ...
Nicholas I. M. Gould, L. Toint, Philippe, Andrew R. Conn, Gould NIM, Conn AR, Toint PL   +6 more
core   +1 more source

Numerical treatment of an asset price model with non-stochastic uncertainty

Interior point method, semi-infinite programming, proximal point methods, price theory, 90A09, 90A20, 90C34, 65K05, 49M39,
T. Voetmann, R. Tichatschke, A. Kaplan, M. Böhm   +3 more
core   +1 more source

Adjoint-based Monte Carlo calibration of financial market models

Adjoint equation, Monte Carlo calibration, Multi-layer method, 65C05, 65K05, 90C30, 90C90, 91B28, C61, C63,
E. Sachs, C. Kaebe, J. Maruhn
core   +1 more source

Matrix-Norm Approach of Computing Levenberg-Marquardt Reg- ularization Parameter for Nonlinear Equations

, 2019
In this paper, we present Levenberg-Marquardt method for solving nonlinear systems of  equations. Here, both the objective function and the symmetric Jacobian matrix are assumed to be Lipchitz continuous.
Musa, Yau Balarabe, Waziri, M. Y.
core   +1 more source