915 search results - page 38 / 183 » Convergence of Iterations |
FS
2006
13 years 8 months ago
2006
Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
ICIP
2007
IEEE
14 years 10 months ago
2007
IEEE
Iterative shrinkage/thresholding (IST) algorithms have been recently proposed to handle high-dimensional convex optimization problems arising in image inverse problems (namely dec...
OL
2007
13 years 8 months ago
2007
We propose an SQP-type algorithm for solving nonlinear second-order cone programming (NSOCP) problems. At every iteration, the algorithm solves a convex SOCP subproblem in which th...
TIT
2008
13 years 8 months ago
2008
This paper considers the maximization of information rates for the Gaussian frequency-selective interference channel, subject to power and spectral mask constraints on each link. T...
MOC
1998
13 years 8 months ago
1998
When Newton’s method is applied to find the maximal symmetric solution of an algebraic Riccati equation, convergence can be guaranteed under moderate conditions. In particular, ...