Abstract We present a matrix-free line search algorithm for large-scale equality constrained optimization that allows for inexact step computations. For sufficiently convex problem...
— Most existing work uses dual decomposition and subgradient methods to solve network optimization problems in a distributed manner, which suffer from slow convergence rate prope...
Ali Jadbabaie, Asuman E. Ozdaglar, Michael Zargham
We investigate optimal control problems subject to mixed control-state constraints. The necessary conditions are stated in terms of a local minimum principle. By use of the Fischer...
Presented here is a generalization of the modified relative Newton method, recently proposed in [1] for quasi-maximum likelihood blind source separation. Special structure of the ...
Alexander M. Bronstein, Michael M. Bronstein, Mich...
This paper proposes a new Newton-like method which defines new iterates using a linear system with the same coefficient matrix in each iterate, while the correction is performed on...