We consider sequential quadratic programming (SQP) methods for solving constrained nonlinear programming problems. It is generally believed that SQP methods are sensitive to the a...
Abstract--In linear programming (LP) decoding of a low-density parity-check (LDPC) code one minimizes a linear functional, with coefficients related to log-likelihood ratios, over ...
Abstract. We address the problem of continuous stochastic optimal control in the presence of hard obstacles. Due to the non-smooth character of the obstacles, the traditional appro...
Most algorithms for solving Markov decision processes rely on a discount factor, which ensures their convergence. It is generally assumed that using an artificially low discount f...
A decentralized search algorithm is a method of routing on a random graph that uses only limited, local, information about the realization of the graph. In some random graph model...