Directional Newton methods for functions f of n variables are shown to converge, under standard assumptions, to a solution of f(x) = 0. The rate of convergence is quadratic, for ne...
Abstract--Interior-point methods are state-of-the-art algorithms for solving linear programming (LP) problems with polynomial complexity. Specifically, the Karmarkar algorithm typi...
Danny Bickson, Yoav Tock, Ori Shental, Danny Dolev
Background: Identifying quantitative trait loci (QTL) for both additive and epistatic effects raises the statistical issue of selecting variables from a large number of candidates...
We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by ge...
Consider a problem of minimizing a separable, strictly convex, monotone and differentiable function on a convex polyhedron generated by a system of m linear inequalities. The probl...
Adi Ben-Israel, Genrikh Levin, Yuri Levin, Boris R...