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SIAMNUM
2010
126views more  SIAMNUM 2010»
14 years 8 months ago
Solving BSDE with Adaptive Control Variate
We present and analyze an algorithm to solve numerically BSDEs based on Picard's iterations and on a sequential control variate technique. Its convergence is geometric. Moreov...
Emmanuel Gobet, Céline Labart
SODA
2008
ACM
93views Algorithms» more  SODA 2008»
15 years 3 months ago
Fast load balancing via bounded best response
It is known that the dynamics of best response in an environment of non-cooperative users may converge to a good solution when users play sequentially, but may cycle far away from...
Baruch Awerbuch, Yossi Azar, Rohit Khandekar
CORR
2010
Springer
165views Education» more  CORR 2010»
15 years 1 months ago
Online Learning: Beyond Regret
We study online learnability of a wide class of problems, extending the results of [26] to general notions of performance measure well beyond external regret. Our framework simult...
Alexander Rakhlin, Karthik Sridharan, Ambuj Tewari
ISAAC
1998
Springer
66views Algorithms» more  ISAAC 1998»
15 years 6 months ago
A Parallel Algorithm for Sampling Matchings from an Almost Uniform Distribution
In this paper we present a randomized parallel algorithm to sample matchings from an almost uniform distribution on the set of matchings of all sizes in a graph. First we prove th...
Josep Díaz, Jordi Petit, Panagiotis Psychar...
100
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SIAMJO
2010
133views more  SIAMJO 2010»
15 years 7 days ago
Infeasibility Detection and SQP Methods for Nonlinear Optimization
This paper addresses the need for nonlinear programming algorithms that provide fast local convergence guarantees no matter if a problem is feasible or infeasible. We present an a...
Richard H. Byrd, Frank E. Curtis, Jorge Nocedal