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» On the convergence of Hill's method
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ORL
2007
108views more  ORL 2007»
13 years 8 months ago
Convergence properties of the cross-entropy method for discrete optimization
We present new theoretical convergence results on the Cross-Entropy method for discrete optimization. Our primary contribution is to show that a popular implementation of the Cros...
Andre Costa, Owen Dafydd Jones, Dirk P. Kroese
JAT
2006
64views more  JAT 2006»
13 years 8 months ago
A strongly convergent reflection method for finding the projection onto the intersection of two closed convex sets in a Hilbert
A new iterative method for finding the projection onto the intersection of two closed convex sets in a Hilbert space is presented. It is a Haugazeau-like modification of a recentl...
Heinz H. Bauschke, Patrick L. Combettes, D. Russel...
SIAMSC
2008
245views more  SIAMSC 2008»
13 years 8 months ago
A Globally Convergent Numerical Method for a Coefficient Inverse Problem
A survey of recent results of the authors is presented. This survey is short due to space limitations. A Coefficient Inverse Problem for a hyperbolic PDE with backscattering data ...
Larisa Beilina, Michael V. Klibanov
SIAMNUM
2010
89views more  SIAMNUM 2010»
13 years 3 months ago
Convergence of a Fully Conservative Volume Corrected Characteristic Method for Transport Problems
We consider the convergence of a volume corrected characteristics-mixed method (VCCMM) for advection-diffusion systems. It is known that, without volume correction, the method is f...
Todd Arbogast, Wen-Hao Wang
MP
2007
89views more  MP 2007»
13 years 8 months ago
Globally convergent limited memory bundle method for large-scale nonsmooth optimization
Many practical optimization problems involve nonsmooth (that is, not necessarily differentiable) functions of thousands of variables. In the paper [Haarala, Miettinen, M¨akel¨a,...
Napsu Haarala, Kaisa Miettinen, Marko M. Mäke...