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SIAMJO
2010
87views more  SIAMJO 2010»
13 years 7 months ago
A Second Derivative SQP Method: Global Convergence
Abstract. Sequential quadratic programming (SQP) methods form a class of highly efficient algorithms for solving nonlinearly constrained optimization problems. Although second deri...
Nicholas I. M. Gould, Daniel P. Robinson
SC
2009
ACM
14 years 1 months ago
A framework for core-level modeling and design of reconfigurable computing algorithms
Reconfigurable computing (RC) is rapidly becoming a vital technology for many applications, from high-performance computing to embedded systems. The inherent advantages of custom-...
Gongyu Wang, Greg Stitt, Herman Lam, Alan D. Georg...
IJPP
2010
137views more  IJPP 2010»
13 years 7 months ago
Parallel Option Price Valuations with the Explicit Finite Difference Method
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...
Alexandros V. Gerbessiotis
LION
2009
Springer
160views Optimization» more  LION 2009»
14 years 3 months ago
Corridor Selection and Fine Tuning for the Corridor Method
In this paper we present a novel hybrid algorithm, in which ideas from the genetic algorithm and the GRASP metaheuristic are cooperatively used and intertwined to dynamically adjus...
Marco Caserta, Stefan Voß
FGR
2004
IEEE
131views Biometrics» more  FGR 2004»
14 years 21 days ago
Active Morphable Model: An Efficient Method for Face Analysis
Multidimensional Morphable Model is a powerful model to analyze and synthesize human faces. However, the stochastic gradient descent algorithm adopted to match the Morphable Model...
Xun Xu, Changshui Zhang, Thomas S. Huang