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SIAMJO
2010
128views more  SIAMJO 2010»
13 years 3 months ago
Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm
We propose a Newton-CG primal proximal point algorithm for solving large scale log-determinant optimization problems. Our algorithm employs the essential ideas of the proximal poi...
Chengjing Wang, Defeng Sun, Kim-Chuan Toh
TSP
2012
12 years 4 months ago
Optimized Compact-Support Interpolation Kernels
Abstract—In this paper, we investigate the problem of designing compact-support interpolation kernels for a given class of signals. By using calculus of variations, we simplify t...
Ramtin Madani, Ali Ayremlou, Arash Amini, Farrokh ...
GECCO
2003
Springer
14 years 1 months ago
Use of Multiobjective Optimization Concepts to Handle Constraints in Single-Objective Optimization
Abstract. In this paper, we propose a new constraint-handling technique for evolutionary algorithms which is based on multiobjective optimization concepts. The approach uses Pareto...
Arturo Hernández Aguirre, Salvador Botello ...
CDC
2010
IEEE
129views Control Systems» more  CDC 2010»
13 years 3 months ago
On optimal input signal design for frequency response estimation
This paper studies optimal input excitation design for parametric frequency response estimation. We will focus on least-squares estimation of Finite Impulse Response (FIR) models a...
Bo Wahlberg, Håkan Hjalmarsson, Petre Stoica
JMLR
2012
11 years 11 months ago
Random Search for Hyper-Parameter Optimization
Grid search and manual search are the most widely used strategies for hyper-parameter optimization. This paper shows empirically and theoretically that randomly chosen trials are ...
James Bergstra, Yoshua Bengio