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MPC
2015
Springer
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9 years 11 months ago
On fast trust region methods for quadratic models with linear constraints
: Quadratic models Qk(x), x ∈ Rn , of the objective function F(x), x∈Rn , are used by many successful iterative algorithms for minimization, where k is the iteration number. Gi...
M. J. D. Powell
MPC
2015
Springer
22views Mathematics» more  MPC 2015»
9 years 11 months ago
Generalized alternating direction method of multipliers: new theoretical insights and applications
Recently, the alternating direction method of multipliers (ADMM) has received intensive attention from a broad spectrum of areas. The generalized ADMM (GADMM) proposed by Eckstein ...
Ethan X. Fang, Bingsheng He, Han Liu, Xiaoming Yua...
MPC
2015
Springer
12views Mathematics» more  MPC 2015»
9 years 11 months ago
Methods for convex and general quadratic programming
Philip E. Gill, Elizabeth Wong
MPC
2015
Springer
13views Mathematics» more  MPC 2015»
9 years 11 months ago
A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees
We present a line search algorithm for minimizing nonconvex and/or nonsmooth objective functions. The algorithm is a hybrid between a standard Broyden-Fletcher-Goldfarb-Shanno (BFG...
Frank E. Curtis, Xiaocun Que
MPC
2015
Springer
18views Mathematics» more  MPC 2015»
9 years 11 months ago
Hierarchy in Generic Programming Libraries
Generic programming (GP) is a form of abstraction in programming languages that serves to reduce code duplication by exploiting the regular structure of algebraic datatypes. Severa...
José Pedro Magalhães, Andres Lö...