195 search results - page 6 / 39 » Convergence properties of the cross-entropy method for discr... |
WSC
2001
15 years 29 days ago
2001
We examine the theoretical and numerical global convergence properties of a certain "gradient free" stochastic approximation algorithm called the "simultaneous pertu...
GLOBECOM
2008
IEEE
15 years 6 months ago
2008
IEEE
Abstract—This paper proposes a novel discrete time secondorder distributed consensus time synchronization (SO-DCTS) algorithm for wireless sensor networks. The consensus properti...
SIAMNUM
2010
14 years 6 months ago
2010
We consider the convergence of a volume corrected characteristics-mixed method (VCCMM) for advection-diffusion systems. It is known that, without volume correction, the method is f...
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SIAMJO
2010
14 years 6 months ago
2010
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...
ICML
2000
IEEE
16 years 12 days ago
2000
IEEE
This paper presents a general method to derive tight rates of convergence for numerical approximations in optimal control when we consider variable resolution grids. We study the ...