We present an algorithm for large-scale equality constrained optimization. The method is based on a characterization of inexact sequential quadratic programming (SQP) steps that ca...
Abstract--Low-Density Parity-Check (LDPC) codes are usually decoded by running an iterative belief-propagation algorithm over the factor graph of the code. In the traditional messa...
We present and analyze an algorithm to solve numerically BSDEs based on Picard's iterations and on a sequential control variate technique. Its convergence is geometric. Moreov...
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...
We study the asymptotic behavior at infinity of solutions of a second order evolution equation with linear damping and convex potential. The differential system is defined in a rea...