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» The Convergence of Iterated Classification
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SIAMJO
2008
114views more  SIAMJO 2008»
13 years 10 months ago
An Inexact SQP Method for Equality Constrained Optimization
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...
Richard H. Byrd, Frank E. Curtis, Jorge Nocedal
TIT
2008
129views more  TIT 2008»
13 years 10 months ago
Serial Schedules for Belief-Propagation: Analysis of Convergence Time
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...
Jacob Goldberger, Haggai Kfir
SIAMNUM
2010
126views more  SIAMNUM 2010»
13 years 5 months ago
Solving BSDE with Adaptive Control Variate
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...
Emmanuel Gobet, Céline Labart
SIAMJO
2008
92views more  SIAMJO 2008»
13 years 10 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
SIAMCO
2000
110views more  SIAMCO 2000»
13 years 10 months ago
On the Minimizing Property of a Second Order Dissipative System in Hilbert Spaces
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...
Felipe Alvarez