Results 251 to 260 of about 306,033 (284)

Convergence of quadratic forms with nonvanishing diagonal

Statistics & Probability Letters, 2007
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Bhansali, R. J., Giraitis, L., Kokoszka, P. S.   +2 more
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Quadratic convergence of scaled matrices in Jacobi method

Numerische Mathematik, 2000
A quadratic convergence bound for scaled Jacobi iterates is proved provided the initial symmetric positive definite matrix has simple eigenvalues. The bound is expressed in terms of the off-norm of the scaled initial matrix and the minimum relative gap in the spectrum.
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Convergence results for sequences of quadratic forms

Canadian Journal of Statistics, 1982
AbstractLet (XI,)be a sequence of independent random variables, and let Qn= where for each N,(an:,k)is a doubly indexed sequence of weights. The convergence and the rate of convergence of the sequence of quadratic forms {Qn} are studied. These quadratic forms are linear sums of dependent variables; however, their convergence properties are similar to ...
Wilmesmeier, James M., Wright, F. T.
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The Superlinear Convergence of Successive Quadratic Programming Algorithms

IFAC Proceedings Volumes, 1990
Convergence rate conditions are considered for sequential quadratic programming algorithms for equality and inequality constraints. The objective function of the quadratic subproblem includes a linear term that is dependent on constraint penalty functions and an approximate Hessian of the Lagrangian augmented by the penalty functions.
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Quadratically convergent techniques in linearly constrained optimization

AIChE Journal, 1974
AbstractMethods for the solution of linearly constrained optimization of a nonlinear objective function are presented and compared. The methods of Fletcher‐Reeves, Fletcher, and Powell are used to generate search directions in the decision variable space. Generalized Kuhn‐Tucker conditions are presented and used to check for a local minimum.
Gregory J. Husen, James M. Eakman
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A Superlinearly Convergent Sequential Quadratically Constrained Quadratic Programming Algorithm for Degenerate Nonlinear Programming

SIAM Journal on Optimization, 2002
Summary: We present an algorithm that achieves superlinear convergence for nonlinear programs satisfying the Mangasarian--Fromovitz constraint qualification and the quadratic growth condition. This convergence result is obtained despite the potential lack of a locally convex augmented Lagrangian.
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The rate of convergence for quadratic forms

Lithuanian Mathematical Journal, 1997
Let \(Y_1, Y_2, \dots\) be independent identically distributed random variables with \(EY_1=0\) and \(EY_1^2=1\). Let \(A=(a_{ij})\) be a real symmetric \(n\times n\) matrix with \(a_{ii}=0, i=1,2,\dots,n\). Put \[ \beta_s =E| Y_1|^s\;(s>0), \quad b_2^2 =\max_{1\leq i\leq n}\sum_{j=1}^n| a_{ij}| ^2, \quad d_s^2 =\sum_{1\leq i,j\leq n}| a_{ij}|^s\;(s>0),
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On the Quadratic Convergence of Jacobi Algorithms

Berichte der Mathematisch-statistischen Sektion im Forschungszentrum Graz, 1985
Quadratic convergence of a serial Jacobi-like method for computing SVD of arbitrary square, complex matrices is proved in the case of single or double singular values. In the case of multiple singular values, a qualitative analysis is applied, to show possible failure of the quadratic convergence.
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A quadratically convergent reference state optimization procedure

Chemical Physics Letters, 1979
Abstract A quadratically convergent procedure for the optimization of multiconfigurational reference states is presented and analyzed. The optimal reference state is determined from the energy variation principle by means of a sequence of unitary transformations of the form exp(i Λ exp(i k , where the hermitean operators Λ and k ...
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Convergence of Shafer quadratic approximants

Russian Mathematical Surveys, 2016
A V Komlov, N G Kruzhilin, R V Palvelev, S P Suetin   +3 more
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