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EOR
2008
93views more  EOR 2008»
13 years 4 months ago
Approximate methods for convex minimization problems with series-parallel structure
Consider a problem of minimizing a separable, strictly convex, monotone and differentiable function on a convex polyhedron generated by a system of m linear inequalities. The probl...
Adi Ben-Israel, Genrikh Levin, Yuri Levin, Boris R...
SIAMJO
2000
88views more  SIAMJO 2000»
13 years 4 months ago
A Feasible BFGS Interior Point Algorithm for Solving Convex Minimization Problems
Abstract. We propose a BFGS primal-dual interior point method for minimizing a convex function on a convex set defined by equality and inequality constraints. The algorithm generat...
Paul Armand, Jean Charles Gilbert, Sophie Jan-J&ea...
FOCM
2010
97views more  FOCM 2010»
13 years 3 months ago
Self-Concordant Barriers for Convex Approximations of Structured Convex Sets
We show how to approximate the feasible region of structured convex optimization problems by a family of convex sets with explicitly given and efficient (if the accuracy of the ap...
Levent Tunçel, Arkadi Nemirovski
TASLP
2010
142views more  TASLP 2010»
12 years 11 months ago
Beyond the Narrowband Approximation: Wideband Convex Methods for Under-Determined Reverberant Audio Source Separation
We consider the problem of extracting the source signals from an under-determined convolutive mixture assuming known mixing filters. State-of-the-art methods operate in the time-fr...
M. Kowalski, Emmanuel Vincent, Rémi Gribonv...
MP
2010
162views more  MP 2010»
13 years 3 months ago
Approximation accuracy, gradient methods, and error bound for structured convex optimization
Convex optimization problems arising in applications, possibly as approximations of intractable problems, are often structured and large scale. When the data are noisy, it is of i...
Paul Tseng