We study a class of overrelaxed bound optimization algorithms, and their relationship to standard bound optimizers, such as ExpectationMaximization, Iterative Scaling, CCCP and No...
We give a pattern search method for nonlinearly constrained optimization that is an adaption of a bound constrained augmented Lagrangian method first proposed by Conn, Gould, and T...
We analyze an adaptive discontinuous finite element method (ADFEM) for symmetric second order linear elliptic operators. The method is formulated on nonconforming meshes made of si...
We study the pathwise (strong) approximation of scalar stochastic differential equations with respect to the global error in the L2-norm. For equations with additive noise we estab...
Abstract-- The problem of finding the eigenvector corresponding to the largest eigenvalue of a stochastic matrix has numerous applications in ranking search results, multi-agent co...