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SIAMJO
2008
13 years 7 months ago
2008
We present an algorithm for large-scale equality constrained optimization. The method is based on a characterization of inexact sequential quadratic programming (SQP) steps that ca...
PE
2010
Springer
13 years 6 months ago
2010
Springer
Solution of large sparse linear fixed-point problems lies at the heart of many important performance analysis calculations. These calculations include steady-state, transient and...
CDC
2010
IEEE
13 years 2 months ago
2010
IEEE
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
VALUETOOLS
2006
ACM
14 years 1 months ago
2006
ACM
Min-max functions are dynamic programming operators of zero-sum deterministic games with finite state and action spaces. The problem of computing the linear growth rate of the or...
SAGA
2001
Springer
14 years 8 days ago
2001
Springer
Inductive inference can be considered as one of the fundamental paradigms of algorithmic learning theory. We survey results recently obtained and show their impact to potential ap...