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» Iterative methods for Robbins problems
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SIAMJO
2002
159views more  SIAMJO 2002»
15 years 2 months ago
Locating the Least 2-Norm Solution of Linear Programs via a Path-Following Method
A linear program has a unique least 2-norm solution provided that the linear program has a solution. To locate this solution, most of the existing methods were devised to solve cer...
Yun-Bin Zhao, Duan Li
SIAMSC
2008
147views more  SIAMSC 2008»
15 years 2 months ago
Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs
We present a two-phase algorithm for solving large-scale quadratic programs (QPs). In the first phase, gradient-projection iterations approximately minimize an augmented Lagrangian...
Michael P. Friedlander, Sven Leyffer
CORR
2010
Springer
103views Education» more  CORR 2010»
15 years 2 months ago
On the Finite Time Convergence of Cyclic Coordinate Descent Methods
Cyclic coordinate descent is a classic optimization method that has witnessed a resurgence of interest in machine learning. Reasons for this include its simplicity, speed and stab...
Ankan Saha, Ambuj Tewari
MP
2011
14 years 9 months ago
A first-order interior-point method for linearly constrained smooth optimization
Abstract: We propose a first-order interior-point method for linearly constrained smooth optimization that unifies and extends first-order affine-scaling method and replicator d...
Paul Tseng, Immanuel M. Bomze, Werner Schachinger
AUTOMATICA
2002
111views more  AUTOMATICA 2002»
15 years 2 months ago
Virtual reference feedback tuning: a direct method for the design of feedback controllers
This paper considers the problem of designing a controller for an unknown plant based on input/output measurements. The new design method we propose is direct (no model identificat...
M. C. Campi, A. Lecchini, Sergio M. Savaresi