621 search results - page 3 / 125 » Algorithms for portfolio management based on the Newton meth... |
NA
2010
13 years 3 months ago
2010
Quasi-Newton methods for solving singular systems of nonlinear equations are considered in this paper. Singular roots cause a number of problems in implementation of iterative met...
SIAMJO
2010
13 years 3 months ago
2010
Abstract. We present a new “lifting” approach for the solution of nonlinear optimization problems (NLPs) that have objective and constraint functions with intermediate variable...
CDC
2010
IEEE
13 years 8 days ago
2010
IEEE
Most existing work uses dual decomposition and subgradient methods to solve Network Utility Maximization (NUM) problems in a distributed manner, which suffer from slow rate of con...
AAAI
2010
13 years 6 months ago
2010
The AI community has achieved great success in designing high-performance algorithms for hard combinatorial problems, given both considerable domain knowledge and considerable eff...
CPHYSICS
2010
13 years 5 months ago
2010
We investigate fully parallel Newton-Krylov-Schwarz (NKS) algorithms for solving the large sparse nonlinear systems of equations arising from the finite element discretization of ...