195 search results - page 16 / 39 » Convergence properties of the cross-entropy method for discr... |
CP
2006
Springer
13 years 11 months ago
2006
Springer
We consider probabilistic constrained linear programs with general distributions for the uncertain parameters. These problems generally involve non-convex feasible sets. We develo...
SIAMJO
2002
13 years 7 months ago
2002
This paper contains a new convergence analysis for the Lewis and Torczon generalized pattern search (GPS) class of methods for unconstrained and linearly constrained optimization. ...
SIAMIS
2010
13 years 2 months ago
2010
Image restoration problems are often converted into large-scale, nonsmooth and nonconvex optimization problems. Most existing minimization methods are not efficient for solving su...
CDC
2010
IEEE
13 years 2 months ago
2010
IEEE
The focus of this paper is on the set intersection problem for closed convex sets admitting projection operation in a closed form. The objective is to investigate algorithms that w...
NIPS
2008
13 years 8 months ago
2008
This paper examines the generalization properties of online convex programming algorithms when the loss function is Lipschitz and strongly convex. Our main result is a sharp bound...