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» Newton's method and its use in optimization
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ICML
2006
IEEE
14 years 8 months ago
Algorithms for portfolio management based on the Newton method
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...
SIAMJO
2008
92views more  SIAMJO 2008»
13 years 7 months ago
An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
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...
Alexey F. Izmailov, Mikhail V. Solodov
CAD
1999
Springer
13 years 7 months ago
Geometric constraint satisfaction using optimization methods
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
Jian-Xin Ge, Shang-Ching Chou, Xiao-Shan Gao
SIAMSC
2010
155views more  SIAMSC 2010»
13 years 2 months ago
Quasi-Newton Methods on Grassmannians and Multilinear Approximations of Tensors
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...
Berkant Savas, Lek-Heng Lim
MOC
2000
105views more  MOC 2000»
13 years 7 months ago
On the iteratively regularized Gauss-Newton method for solving nonlinear ill-posed problems
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...
Jin Qi-nian