Abstract. We propose a randomized method for general convex optimization problems; namely, the minimization of a linear function over a convex body. The idea is to generate N rando...
Fabrizio Dabbene, P. S. Shcherbakov, Boris T. Poly...
One of the most widely used methods for eigenvalue computation is the QR iteration with Wilkinson’s shift: here the shift s is the eigenvalue of the bottom 2 × 2 principal mino...
Ricardo S. Leite, Nicolau C. Saldanha, Carlos Tome...
Maximin strategy has its origin in game theory, but it can be adopted for effective multiobjective optimization. This paper proposes a particle swarm multiobjective optimiser, max...
We prove an upper bound on the convergence rate of Markov Chain Monte Carlo (MCMC) algorithms for the important special case when the state space can be aggregated into a smaller ...
It is not unusual that an approximate model is needed for fitness evaluation in evolutionary computation. In this case, the convergence properties of the evolutionary algorithm are...