Results 81 to 90 of about 213 (150)
A class of gradient unconstrained minimization algorithms with adaptive stepsize
, 2000 In this paper the development, convergence theory and numerical testing of a class of gradient unconstrained minimization algorithms with adaptive stepsize are presented.
Lambrinos, JN +3 more
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, 2003 The Second-Order Cone Complementarity Problem (SOCCP) is a wide class of problems containing the Nonlinear Complementarity Problem (NCP) and the Second-Order Cone Programming Problem (SOCP).
Nobuo Yamashita +2 more
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Fixing and extending some recent results on the ADMM algorithm. [PDF]
Numer Algorithms, 2021 Banert S, Boţ RI, Csetnek ER.
europepmc +1 more source
, 1997 . The Nelder-Mead algorithm can stagnate and converge to a non-optimal point, even for very simple problems. In this note we propose a test for sufficient decrease which, if passed for the entire iteration, will guarantee convergence of the Nelder-Mead ...
C. T. Kelley
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A forward-backward penalty scheme with inertial effects for monotone inclusions. Applications to convex bilevel programming. [PDF]
Optimization, 2019 Boţ RI, Nguyen DK.
europepmc +1 more source
, 1997 In this paper we propose a subspace limited memory quasi-Newton method for solving large-scale optimization with simple bounds on the variables. The limited memory quasiNewton method is used to update the variables with indices outside of the active set,
Y. Yuan, Q. Ni
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Superlinear Convergence And Implicit Filtering
, 1999 . In this note we show how the implicit filtering algorithm can be coupled with the BFGS quasi-Newton update to obtain a superlinearly convergent iteration if the noise in the objective function decays sufficiently rapidly as the optimal point is ...
Choi Kelley, T. D. Choi, C. T. Kelley
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Remarks On The Numerical Solution Of Certain Linear Complementarity Problems
, 2007 . In a recent paper, J. K. Aitchison and N. K. Upton have proposed a mathematical model of the behaviour of a cloud formed immediately after the sudden release of a pollutant, together with an algorithm for determining numerical solutions of the ...
Michele Benzi
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ORTHOGONAL TRACE-SUM MAXIMIZATION: APPLICATIONS, LOCAL ALGORITHMS, AND GLOBAL OPTIMALITY. [PDF]
SIAM J Matrix Anal Appl, 2021 Won JH, Zhou H, Lange K.
europepmc +1 more source
, 1997 . In this paper we present a convergence analysis for some inexact variants of the infeasible-interior-point-algorithm of Kojima, Megiddo and Mizuno. These variants allow the use of search directions that are calculated from the defining linear system ...
Janos Korzak, Preprint Bughw-sc
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