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SIAMNUM
2010
126views more  SIAMNUM 2010»
14 years 6 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 1 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»
14 years 12 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 4 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...
87
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SIAMJO
2010
133views more  SIAMJO 2010»
14 years 10 months 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