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MP
1998
76views more  MP 1998»
13 years 7 months ago
Warm start of the primal-dual method applied in the cutting-plane scheme
A practical warm-start procedure is described for the infeasible primal-dualinterior-point method employed to solve the restricted master problem within the cutting-plane method. ...
Jacek Gondzio
GECCO
2006
Springer
177views Optimization» more  GECCO 2006»
13 years 11 months ago
Hyper-ellipsoidal conditions in XCS: rotation, linear approximation, and solution structure
The learning classifier system XCS is an iterative rulelearning system that evolves rule structures based on gradient-based prediction and rule quality estimates. Besides classifi...
Martin V. Butz, Pier Luca Lanzi, Stewart W. Wilson
TOMS
2011
84views more  TOMS 2011»
13 years 2 months ago
A Supernodal Approach to Incomplete LU Factorization with Partial Pivoting
We present a new supernode-based incomplete LU factorization method to construct a preconditioner for solving sparse linear systems with iterative methods. The new algorithm is pr...
Xiaoye S. Li, Meiyue Shao
SIAMSC
2008
143views more  SIAMSC 2008»
13 years 7 months ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Jari Toivanen
ACCV
2006
Springer
14 years 1 months ago
Inverse Volume Rendering Approach to 3D Reconstruction from Multiple Images
This paper presents a method of image-based 3D modeling for intricately-shaped objects, such as a fur, tree leaves and human hair. We formulate the imaging process of these small g...
Shuntaro Yamazaki, Masaaki Mochimaru, Takeo Kanade