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» Pattern Search Methods for Linearly Constrained Minimization
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SIAMSC
2008
147views more  SIAMSC 2008»
14 years 11 months ago
Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs
We present a two-phase algorithm for solving large-scale quadratic programs (QPs). In the first phase, gradient-projection iterations approximately minimize an augmented Lagrangian...
Michael P. Friedlander, Sven Leyffer
IBPRIA
2003
Springer
15 years 5 months ago
Hash-Like Fractal Image Compression with Linear Execution Time
The main computational cost in Fractal Image Analysis (FIC) comes from the required range-domain full block comparisons. In this work we propose a new algorithm for this comparison...
Kostadin Koroutchev, José R. Dorronsoro
SIAMCO
2002
71views more  SIAMCO 2002»
14 years 11 months ago
Rate of Convergence for Constrained Stochastic Approximation Algorithms
There is a large literature on the rate of convergence problem for general unconstrained stochastic approximations. Typically, one centers the iterate n about the limit point then...
Robert Buche, Harold J. Kushner
IOR
2008
89views more  IOR 2008»
14 years 11 months ago
Impulse Control of Brownian Motion: The Constrained Average Cost Case
When a manufacturer places repeated orders with a supplier to meet changing production requirements, he faces the challenge of finding the right balance between holding costs and ...
Melda Ormeci, J. G. Dai, John H. Vande Vate
104
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POPL
1997
ACM
15 years 4 months ago
Type-Checking Higher-Order Polymorphic Multi-Methods
We present a new predicative and decidable type system, called ML , suitable for languages that integrate functional programming and parametric polymorphism in the tradition of ML...
François Bourdoncle, Stephan Merz