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» The Convergence of Iterated Classification
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SIAMJO
2008
114views more  SIAMJO 2008»
14 years 9 months ago
An Inexact SQP Method for Equality Constrained Optimization
We present an algorithm for large-scale equality constrained optimization. The method is based on a characterization of inexact sequential quadratic programming (SQP) steps that ca...
Richard H. Byrd, Frank E. Curtis, Jorge Nocedal
TIT
2008
129views more  TIT 2008»
14 years 9 months ago
Serial Schedules for Belief-Propagation: Analysis of Convergence Time
Abstract--Low-Density Parity-Check (LDPC) codes are usually decoded by running an iterative belief-propagation algorithm over the factor graph of the code. In the traditional messa...
Jacob Goldberger, Haggai Kfir
SIAMNUM
2010
126views more  SIAMNUM 2010»
14 years 4 months ago
Solving BSDE with Adaptive Control Variate
We present and analyze an algorithm to solve numerically BSDEs based on Picard's iterations and on a sequential control variate technique. Its convergence is geometric. Moreov...
Emmanuel Gobet, Céline Labart
SIAMJO
2008
92views more  SIAMJO 2008»
14 years 9 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
SIAMCO
2000
110views more  SIAMCO 2000»
14 years 9 months ago
On the Minimizing Property of a Second Order Dissipative System in Hilbert Spaces
We study the asymptotic behavior at infinity of solutions of a second order evolution equation with linear damping and convex potential. The differential system is defined in a rea...
Felipe Alvarez