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DAGSTUHL
2007
14 years 11 months ago
Nonsymmetric algebraic Riccati equations associated with an M-matrix: recent advances and algorithms
We survey on theoretical properties and algorithms concerning the problem of solving a nonsymmetric algebraic Riccati equation, and we report on some known methods and new algorit...
Dario Andrea Bini, Bruno Iannazzo, Beatrice Meini,...
COCOS
2003
Springer
148views Optimization» more  COCOS 2003»
15 years 3 months ago
Convex Programming Methods for Global Optimization
We investigate some approaches to solving nonconvex global optimization problems by convex nonlinear programming methods. We assume that the problem becomes convex when selected va...
John N. Hooker
CVPR
2009
IEEE
15 years 8 months ago
Markov Chain Monte Carlo Combined with Deterministic Methods for Markov Random Field Optimization
Many vision problems have been formulated as en- ergy minimization problems and there have been signif- icant advances in energy minimization algorithms. The most widely-used energ...
Wonsik Kim (Seoul National University), Kyoung Mu ...
SIAMJO
2010
88views more  SIAMJO 2010»
14 years 4 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
AB
2007
Springer
15 years 1 months ago
Reduction of Algebraic Parametric Systems by Rectification of Their Affine Expanded Lie Symmetries
Lie group theory states that knowledge of a m-parameters solvable group of symmetries of a system of ordinary differential equations allows to reduce by m the number of equations. ...
Alexandre Sedoglavic