264
Voted
CODASPY
2016
10 years 1 months ago
2016
43
Voted
COAP
2016
10 years 1 months ago
2016
Abstract We investigate projected scaled gradient (PSG) methods for convex minimization problems. These methods perform a descent step along a diagonally scaled gradient direction ...
29
Voted
COAP
2016
10 years 1 months ago
2016
36
Voted
COAP
2016
10 years 1 months ago
2016
We propose the use of controlled perturbations to address the challenging question of optimal active-set prediction for interior point methods. Namely, in the context of linear pr...
41
Voted
COAP
2016
10 years 1 months ago
2016
The steepest descent algorithm with exact line searches (Cauchy algorithm) is inefficient, generating oscillating step lengths and a sequence of points converging to the span of t...