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CVPR
2010
IEEE
14 years 5 months ago
Relaxing the 3L algorithm for an accurate implicit polynomial fitting
This paper presents a novel method to increase the accuracy of linear fitting of implicit polynomials. The proposed method is based on the 3L algorithm philosophy. The novelty l...
Mohammad Rouhani and Angel D. Sappa
AIPS
2006
13 years 10 months ago
Probabilistic Planning with Nonlinear Utility Functions
Researchers often express probabilistic planning problems as Markov decision process models and then maximize the expected total reward. However, it is often rational to maximize ...
Yaxin Liu, Sven Koenig
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
COCOS
2003
Springer
148views Optimization» more  COCOS 2003»
14 years 2 months ago
Convex Programming Methods for Global Optimization
We investigate some approaches to solving nonconvex global optimization problems by convex nonlinear programming methods. We assume that the problem becomes convex when selected va...
John N. Hooker
OL
2011
332views Neural Networks» more  OL 2011»
13 years 3 months ago
A robust implementation of a sequential quadratic programming algorithm with successive error restoration
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...
Klaus Schittkowski