493 search results - page 27 / 99 » The oracle penalty method |
SIAMJO
2008
13 years 9 months ago
2008
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...
SIAMJO
2010
13 years 7 months ago
2010
Abstract. Sequential quadratic programming (SQP) methods form a class of highly efficient algorithms for solving nonlinearly constrained optimization problems. Although second deri...
ML
2002
ACM
13 years 8 months ago
2002
ACM
I describe a framework for interpreting Support Vector Machines (SVMs) as maximum a posteriori (MAP) solutions to inference problems with Gaussian Process priors. This probabilisti...
VALUETOOLS
2006
ACM
14 years 2 months ago
2006
ACM
We present a new approximation method called value extrapolation for Markov processes with large or infinite state spaces. The method can be applied for calculating any performan...
MP
2010
13 years 7 months ago
2010
Abstract We present a matrix-free line search algorithm for large-scale equality constrained optimization that allows for inexact step computations. For sufficiently convex problem...