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MP
2008
117views more  MP 2008»
13 years 4 months ago
Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs
Abstract. We study piecewise decomposition methods for mathematical programs with equilibrium constraints (MPECs) for which all constraint functions are linear. At each iteration o...
Giovanni Giallombardo, Daniel Ralph
SIAMMAX
2011
141views more  SIAMMAX 2011»
12 years 7 months ago
Best Low Multilinear Rank Approximation of Higher-Order Tensors, Based on the Riemannian Trust-Region Scheme
Higher-order tensors are used in many application fields, such as statistics, signal processing, and scientific computing. Efficient and reliable algorithms for manipulating thes...
Mariya Ishteva, Pierre-Antoine Absil, Sabine Van H...
ICML
2007
IEEE
14 years 5 months ago
Trust region Newton methods for large-scale logistic regression
Large-scale logistic regression arises in many applications such as document classification and natural language processing. In this paper, we apply a trust region Newton method t...
Chih-Jen Lin, Ruby C. Weng, S. Sathiya Keerthi
MOC
2002
144views more  MOC 2002»
13 years 4 months ago
Convergence rate analysis of an asynchronous space decomposition method for convex Minimization
Abstract. We analyze the convergence rate of an asynchronous space decomposition method for constrained convex minimization in a reflexive Banach space. This method includes as spe...
Xue-Cheng Tai, Paul Tseng
CDC
2008
IEEE
112views Control Systems» more  CDC 2008»
13 years 11 months ago
Application of the proximal center decomposition method to distributed model predictive control
Abstract— In this paper we present a dual-based decomposition method, called here the proximal center method, to solve distributed model predictive control (MPC) problems for cou...
Ion Necoara, Dang Doan, Johan A. K. Suykens