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SIAMJO
2008
81views more  SIAMJO 2008»
13 years 5 months ago
A First-Order Convergence Analysis of Trust-Region Methods with Inexact Jacobians
A class of trust-region algorithms is developed and analyzed for the solution of minimization problems with nonlinear inequality constraints. Based on composite-step trust region ...
Andrea Walther
ECCV
2006
Springer
14 years 9 months ago
Iterative Extensions of the Sturm/Triggs Algorithm: Convergence and Nonconvergence
We give the first complete theoretical convergence analysis for the iterative extensions of the Sturm/Triggs algorithm. We show that the simplest extension, SIESTA, converges to no...
John Oliensis, Richard Hartley
SIAMIS
2010
283views more  SIAMIS 2010»
13 years 2 months ago
A General Framework for a Class of First Order Primal-Dual Algorithms for Convex Optimization in Imaging Science
We generalize the primal-dual hybrid gradient (PDHG) algorithm proposed by Zhu and Chan in [M. Zhu, and T. F. Chan, An Efficient Primal-Dual Hybrid Gradient Algorithm for Total Var...
Ernie Esser, Xiaoqun Zhang, Tony F. Chan
MOR
2010
120views more  MOR 2010»
13 years 5 months ago
Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Lojasiewicz In
We study the convergence properties of an alternating proximal minimization algorithm for nonconvex structured functions of the type: L(x, y) = f(x)+Q(x, y)+g(y), where f : Rn → ...
Hedy Attouch, Jérôme Bolte, Patrick R...
SAGA
2007
Springer
14 years 1 months ago
A VNS Algorithm for Noisy Problems and Its Application to Project Portfolio Analysis
Abstract. Motivated by an application in project portfolio analysis under uncertainty, we develop an algorithm S-VNS for solving stochastic combinatorial optimization (SCO) problem...
Walter J. Gutjahr, Stefan Katzensteiner, Peter Rei...