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» Multihomogeneous Newton methods
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DAGSTUHL
2007
13 years 10 months ago
Matrix Analytic Methods in Branching processes
We examine the question of solving the extinction probability of a particular class of continuous-time multi-type branching processes, named Markovian binary trees (MBT). The exti...
Sophie Hautphenne, Guy Latouche, Marie-Ange Remich...
SIAMJO
2000
76views more  SIAMJO 2000»
13 years 8 months ago
Superlinear Convergence and Implicit Filtering
In this note we show how the implicit filtering algorithm can be coupled with the BFGS quasi-Newton update to obtain a superlinearly convergent iteration if the noise in the object...
T. D. Choi, C. T. Kelley
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
IDA
2009
Springer
14 years 3 months ago
Probabilistic Formulation of Independent Vector Analysis Using Complex Gaussian Scale Mixtures
We propose a probabilistic model for the Independent Vector Analysis approach to blind deconvolution and derive an asymptotic Newton method to estimate the model by Maximum Likelih...
Jason A. Palmer, Kenneth Kreutz-Delgado, Scott Mak...
GECCO
2009
Springer
134views Optimization» more  GECCO 2009»
14 years 1 months ago
Benchmarking the BFGS algorithm on the BBOB-2009 function testbed
The BFGS quasi-Newton method is benchmarked on the noiseless BBOB-2009 testbed. A multistart strategy is applied with a maximum number of function evaluations of 105 times the sea...
Raymond Ros