We experimentally study on-line investment algorithms first proposed by Agarwal and Hazan and extended by Hazan et al. which achieve almost the same wealth as the best constant-re...
Amit Agarwal, Elad Hazan, Satyen Kale, Robert E. S...
For a mathematical program with complementarity constraints (MPCC), we propose an active-set Newton method, which has the property of local quadratic convergence under the MPCC lin...
The numerical approach to solving geometric constraint problems is indispensable for building a practical CAD system. The most commonly-used numerical method is the Newton
In this paper we proposed quasi-Newton and limited memory quasi-Newton methods for objective functions defined on Grassmannians or a product of Grassmannians. Specifically we defin...
The iteratively regularized Gauss-Newton method is applied to compute the stable solutions to nonlinear ill-posed problems F (x) = y when the data y is given approximately by y wit...