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ATAL
2007
Springer
14 years 1 months ago
Regret based dynamics: convergence in weakly acyclic games
Regret based algorithms have been proposed to control a wide variety of multi-agent systems. The appeal of regretbased algorithms is that (1) these algorithms are easily implement...
Jason R. Marden, Gürdal Arslan, Jeff S. Shamm...
MP
2007
102views more  MP 2007»
13 years 7 months ago
Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
The elastic-mode formulation of the problem of minimizing a nonlinear function subject to equilibrium constraints has appealing local properties in that, for a finite value of the...
Mihai Anitescu, Paul Tseng, Stephen J. Wright
SIAMMAX
2010
117views more  SIAMMAX 2010»
13 years 2 months ago
On the Convergence of Rational Ritz Values
Ruhe's rational Krylov method is a popular tool for approximating eigenvalues of a given matrix, though its convergence behavior is far from being fully understood. Under fair...
Bernhard Beckermann, Stefan Güttel, Raf Vande...
ICA
2012
Springer
12 years 3 months ago
Distributional Convergence of Subspace Estimates in FastICA: A Bootstrap Study
Independent component analysis (ICA) is possibly the most widespread approach to solve the blind source separation (BSS) problem. Many different algorithms have been proposed, tog...
Jarkko Ylipaavalniemi, Nima Reyhani, Ricardo Vig&a...
APPROX
2004
Springer
179views Algorithms» more  APPROX 2004»
14 years 29 days ago
Maximum Weight Independent Sets and Matchings in Sparse Random Graphs. Exact Results Using the Local Weak Convergence Method
ABSTRACT: Let G(n, c/n) and Gr(n) be an n-node sparse random graph and a sparse random rregular graph, respectively, and let I(n, r) and I(n, c) be the sizes of the largest indepen...
David Gamarnik, Tomasz Nowicki, Grzegorz Swirszcz