368 search results - page 13 / 74 » Some new iterative methods with three-order convergence |
EOR
2008
13 years 7 months ago
2008
Primal-dual Interior-Point Methods (IPMs) have shown their ability in solving large classes of optimization problems efficiently. Feasible IPMs require a strictly feasible startin...
NA
2010
13 years 6 months ago
2010
A method for linearly constrained optimization which modifies and generalizes recent box-constraint optimization algorithms is introduced. The new algorithm is based on a relaxed...
UAI
2004
13 years 9 months ago
2004
We present a novel POMDP planning algorithm called heuristic search value iteration (HSVI). HSVI is an anytime algorithm that returns a policy and a provable bound on its regret w...
SIAMJO
2000
13 years 7 months ago
2000
Mathematical programs with nonlinear complementarity constraints are reformulated using better-posed but nonsmooth constraints. We introduce a class of functions, parameterized by...
SIAMJO
2008
13 years 7 months ago
2008
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...