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» Newton's method and its use in optimization
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ICML
2006
IEEE
16 years 12 days ago
Algorithms for portfolio management based on the Newton method
We experimentally study on-line investment algorithms first proposed by Agarwal and Hazan and extended by Hazan et al. which achieve almost the same wealth as the best constant-re...
Amit Agarwal, Elad Hazan, Satyen Kale, Robert E. S...
SIAMJO
2008
92views more  SIAMJO 2008»
14 years 11 months ago
An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
For a mathematical program with complementarity constraints (MPCC), we propose an active-set Newton method, which has the property of local quadratic convergence under the MPCC lin...
Alexey F. Izmailov, Mikhail V. Solodov
CAD
1999
Springer
14 years 11 months ago
Geometric constraint satisfaction using optimization methods
The numerical approach to solving geometric constraint problems is indispensable for building a practical CAD system. The most commonly-used numerical method is the Newton
Jian-Xin Ge, Shang-Ching Chou, Xiao-Shan Gao
SIAMSC
2010
155views more  SIAMSC 2010»
14 years 6 months ago
Quasi-Newton Methods on Grassmannians and Multilinear Approximations of Tensors
In this paper we proposed quasi-Newton and limited memory quasi-Newton methods for objective functions defined on Grassmannians or a product of Grassmannians. Specifically we defin...
Berkant Savas, Lek-Heng Lim
MOC
2000
105views more  MOC 2000»
14 years 11 months ago
On the iteratively regularized Gauss-Newton method for solving nonlinear ill-posed problems
The iteratively regularized Gauss-Newton method is applied to compute the stable solutions to nonlinear ill-posed problems F (x) = y when the data y is given approximately by y wit...
Jin Qi-nian