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SIAMJO
2010
88views more  SIAMJO 2010»
8 years 7 months ago
A Primal-Dual Exterior Point Method for Nonlinear Optimization
In this paper, a primal dual method for general possible nonconvex nonlinear optimization problems is considered. The method is an exterior point type method which means that it p...
Hiroshi Yamashita, Takahito Tanabe
MP
2011
8 years 7 months ago
A first-order interior-point method for linearly constrained smooth optimization
Abstract: We propose a first-order interior-point method for linearly constrained smooth optimization that unifies and extends first-order affine-scaling method and replicator d...
Paul Tseng, Immanuel M. Bomze, Werner Schachinger
MP
2007
89views more  MP 2007»
8 years 11 months ago
Globally convergent limited memory bundle method for large-scale nonsmooth optimization
Many practical optimization problems involve nonsmooth (that is, not necessarily differentiable) functions of thousands of variables. In the paper [Haarala, Miettinen, M¨akel¨a,...
Napsu Haarala, Kaisa Miettinen, Marko M. Mäke...
MOC
2002
107views more  MOC 2002»
8 years 11 months ago
Convergence of the shifted QR algorithm for unitary Hessenberg matrices
This paper shows that for unitary Hessenberg matrices the QR algorithm, with (an exceptional initial-value modification of) the Wilkinson shift, gives global convergence; moreover,...
Tai-Lin Wang, William B. Gragg
SIAMJO
2000
69views more  SIAMJO 2000»
8 years 12 months ago
A Truly Globally Convergent Newton-Type Method for the Monotone Nonlinear Complementarity Problem
Abstract. The Josephy
Mikhail V. Solodov, Benar Fux Svaiter
SIAMJO
2008
114views more  SIAMJO 2008»
9 years 2 days ago
An Inexact SQP Method for Equality Constrained Optimization
We present an algorithm for large-scale equality constrained optimization. The method is based on a characterization of inexact sequential quadratic programming (SQP) steps that ca...
Richard H. Byrd, Frank E. Curtis, Jorge Nocedal
MP
2008
117views more  MP 2008»
9 years 3 days 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
AMC
2008
88views more  AMC 2008»
9 years 9 days ago
Global convergence of a modified spectral FR conjugate gradient method
Abstract: The nonlinear conjugate gradient method is widely used in unconstrained optimization. However, the line search is very difficult or expensive sometimes. In this paper, we...
Shou-qiang Du, Yuan-yuan Chen
WSC
2001
9 years 1 months ago
Global random optimization by simultaneous perturbation stochastic approximation
We examine the theoretical and numerical global convergence properties of a certain "gradient free" stochastic approximation algorithm called the "simultaneous pertu...
John L. Maryak, Daniel C. Chin
CIA
2007
Springer
9 years 6 months ago
Multi-agent Learning Dynamics: A Survey
Abstract. In this paper we compare state-of-the-art multi-agent reinforcement learning algorithms in a wide variety of games. We consider two types of algorithms: value iteration a...
H. Jaap van den Herik, Daniel Hennes, Michael Kais...
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