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MPC
2015
Springer
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10 years 2 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»
10 years 2 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»
10 years 2 months ago
Methods for convex and general quadratic programming
Philip E. Gill, Elizabeth Wong
MPC
2015
Springer
13views Mathematics» more  MPC 2015»
10 years 2 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»
10 years 2 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...