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» Randomized Methods for Linear Constraints: Convergence Rates...
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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
CORR
2011
Springer
167views Education» more  CORR 2011»
13 years 2 months ago
Fast global convergence of gradient methods for high-dimensional statistical recovery
Many statistical M-estimators are based on convex optimization problems formed by the weighted sum of a loss function with a norm-based regularizer. We analyze the convergence rat...
Alekh Agarwal, Sahand Negahban, Martin J. Wainwrig...
JSCIC
2008
62views more  JSCIC 2008»
13 years 7 months ago
Robustness of a Spline Element Method with Constraints
The spline element method with constraints is a discretization method where the unknowns are expanded as polynomials on each element and Lagrange multipliers are used to enforce th...
Gerard Awanou
CORR
2007
Springer
117views Education» more  CORR 2007»
13 years 7 months ago
Sensor Networks with Random Links: Topology Design for Distributed Consensus
—In a sensor network, in practice, the communication among sensors is subject to: 1) errors that can cause failures of links among sensors at random times; 2) costs; and 3) const...
Soummya Kar, José M. F. Moura
SIAMSC
2008
165views more  SIAMSC 2008»
13 years 7 months ago
Iterated Hard Shrinkage for Minimization Problems with Sparsity Constraints
Abstract. A new iterative algorithm for the solution of minimization problems in infinitedimensional Hilbert spaces which involve sparsity constraints in form of p-penalties is pro...
Kristian Bredies, Dirk A. Lorenz