In previous work, a water-filling algorithm was proposed which sought to minimize the mean square error (MSE) at any given time by optimally choosing the gains (i.e. step-sizes) ...
— Estimation of Distribution Algorithm (EDA) is a well-known stochastic optimization technique. The average time complexity is a crucial criterion that measures the performance o...
This work focuses on the basic stochastic decomposition (SD) algorithm of Higle and Sen [J.L. Higle, S. Sen, Stochastic Decomposition, Kluwer Academic Publishers, 1996] for two-st...
The convergence of iterative methods used to solve the linear systems arising in incompressible flow problems is sensitive to flow parameters such as the Reynolds number, time s...
This paper presents the triple jump framework for accelerating the EM algorithm and other bound optimization methods. The idea is to extrapolate the third search point based on th...