78 search results - page 1 / 16 » Randomized Methods for Linear Constraints: Convergence Rates... |
CORR
2008
Springer
13 years 4 months ago
2008
Springer
We study randomized variants of two classical algorithms: coordinate descent for systems of linear equations and iterated projections for systems of linear inequalities. Expanding...
SIAMJO
2008
13 years 4 months ago
2008
A new active set algorithm for minimizing quadratic functions with separable convex constraints is proposed by combining the conjugate gradient method with the projected gradient. ...
SIAMJO
2010
12 years 11 months ago
2010
Abstract. We propose a randomized method for general convex optimization problems; namely, the minimization of a linear function over a convex body. The idea is to generate N rando...
MP
2008
13 years 4 months ago
2008
Abstract. We study piecewise decomposition methods for mathematical programs with equilibrium constraints (MPECs) for which all constraint functions are linear. At each iteration o...
MP
2008
13 years 4 months ago
2008
We analyze the rate of local convergence of the augmented Lagrangian method for nonlinear semidefinite optimization. The presence of the positive semidefinite cone constraint requ...