Results 41 to 50 of about 1,554 (121)
Normalized and standard Dantzig estimators: Two approaches
, 2015 We reconsider the definition of the Dantzig estimator and show that, in contrast to the LASSO, standardization of an experimental matrix leads in general to a different estimator than in the case when it is based on the original data.
J. Mielniczuk, Hubert Szymanowski
semanticscholar +1 more source
A projection method for bilevel variational inequalities
, 2014 A fixed point iteration algorithm is introduced to solve bilevel monotone variational inequalities. The algorithm uses simple projection sequences. Strong convergence of the iteration sequences generated by the algorithm to the solution is guaranteed ...
Tran T. H. Anh, L. B. Long, T. Anh
semanticscholar +1 more source
An easy way to obtain strong duality results in linear, linear semidefinite and linear semi-infinite programming [PDF]
, 1999 In linear programming it is known that an appropriate non-homogeneous Farkas Lemma leads to a short proof of the strong duality results for a pair of primal and dual programs.
Pop, P.C., Still, G.J.
core +2 more sources
LIBOR additive model calibration to swaptions markets [PDF]
, 2008 In the current paper, we introduce a new calibration methodology for the LIBOR market model driven by LIBOR additive processes based in an inverse problem.
Colino, Jesús P. +2 more
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Strong convergence theorem of two-step iterative algorithm for split feasibility problems
, 2014 The main purpose of this paper is to introduce a two-step iterative algorithm for split feasibility problems such that the strong convergence is guaranteed. Our result extends and improves the corresponding results of He et al. and some others.MSC:90C25,
Jinfang Tang, Shih-sen Chang
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Maximality of the sum of a maximally monotone linear relation and a maximally monotone operator
, 2012 The most famous open problem in Monotone Operator Theory concerns the maximal monotonicity of the sum of two maximally monotone operators provided that Rockafellar's constraint qualification holds. In this paper, we prove the maximal monotonicity of $A+
Borwein, Jonathan M., Yao, Liangjin
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New algorithms designed for the split common fixed point problem of quasi-pseudocontractions
, 2014 In this paper, we study the split common fixed point problem, which is to find a fixed point of a quasi-pseudocontractive mapping in one space whose image under a linear transformation is a fixed point of anther quasi-pseudocontractive mapping in the ...
Lijun Zhu +3 more
semanticscholar +1 more source
, 2011 A new smoothing function of the well known Fischer-Burmeister function is given. Based on this new function, a smoothing Newton-type method is proposed for solving second-order cone programming.
Liang Fang, Zengzhe Feng
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On the order of the operators in the Douglas-Rachford algorithm
, 2015 The Douglas-Rachford algorithm is a popular method for finding zeros of sums of monotone operators. By its definition, the Douglas-Rachford operator is not symmetric with respect to the order of the two operators.
Bauschke, Heinz H., Moursi, Walaa M.
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Algorithmic and analytical approach to the split common fixed points problem
, 2014 The split problem, especially the split common fixed point problem, has been studied by many authors. In this paper, we study the split common fixed point problem for the pseudo-contractive mappings and the quasi-nonexpansive mappings.
Lijun Zhu +3 more
semanticscholar +1 more source