393 search results - page 2 / 79 » Convex Programming Methods for Global Optimization |
JMLR
2012
11 years 7 months ago
2012
Sparse additive models are families of d-variate functions with the additive decomposition f∗ = ∑j∈S f∗ j , where S is an unknown subset of cardinality s d. In this paper,...
SIAMJO
2010
13 years 3 months ago
2010
Abstract. Sequential quadratic programming (SQP) methods form a class of highly efficient algorithms for solving nonlinearly constrained optimization problems. Although second deri...
ECCV
2010
Springer
13 years 8 months ago
2010
Springer
Globally optimal formulations of geometric computer vision problems comprise an exciting topic in multiple view geometry. These approaches are unaffected by the quality of a provid...
MOC
2002
13 years 4 months ago
2002
This paper gives some global and uniform convergence estimates for a class of subspace correction (based on space decomposition) iterative methods applied to some unconstrained con...
CASC
2010
Springer
13 years 4 months ago
2010
Springer
Convexity is an important property in nonlinear optimization since it allows to apply efficient local methods for finding global solutions. We propose to apply symbolic methods t...