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MP
2008
101views more  MP 2008»
15 years 5 months ago
Accelerating the cubic regularization of Newton's method on convex problems
In this paper we propose an accelerated version of the cubic regularization of Newton's method [6]. The original version, used for minimizing a convex function with Lipschitz...
Yu. Nesterov
EOR
2007
105views more  EOR 2007»
15 years 5 months ago
Newton's method and its use in optimization
Newton’s method is a basic tool in numerical analysis and numerous applications, including operations research and data mining. We survey the history of the method, its main ide...
Boris T. Polyak
183
Voted
KES
2006
Springer
15 years 5 months ago
Predicting Cluster Formation in Decentralized Sensor Grids
This paper investigates cluster formation in decentralized sensor grids and focusses on predicting when the cluster formation converges to a stable configuration. The traffic volum...
Astrid Zeman, Mikhail Prokopenko
MANSCI
2006
82views more  MANSCI 2006»
15 years 5 months ago
Pricing American-Style Derivatives with European Call Options
We present a new approach to pricing American-style derivatives that is applicable to any Markovian setting (i.e., not limited to geometric Brownian motion) for which European cal...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...
NPL
2008
130views more  NPL 2008»
15 years 5 months ago
Adaptive Inverse Control of Excitation System with Actuator Uncertainty
: - This paper addresses an inverse controller design for excitation system with changing parameters and nonsmooth nonlinearities in the actuator. The existence of such nonlinearit...
Xiaofang Yuan, Yaonan Wang, Liang-Hong Wu