SIAMJO
2010
13 years 7 months ago
2010
In this paper, a primal dual method for general possible nonconvex nonlinear optimization problems is considered. The method is an exterior point type method which means that it p...
MP
2011
13 years 7 months ago
2011
Abstract: We propose a first-order interior-point method for linearly constrained smooth optimization that unifies and extends first-order affine-scaling method and replicator d...
MP
2007
13 years 12 months ago
2007
Many practical optimization problems involve nonsmooth (that is, not necessarily differentiable) functions of thousands of variables. In the paper [Haarala, Miettinen, M¨akel¨a,...
MOC
2002
14 years 3 days ago
2002
This paper shows that for unitary Hessenberg matrices the QR algorithm, with (an exceptional initial-value modification of) the Wilkinson shift, gives global convergence; moreover,...
SIAMJO
2000
14 years 6 days ago
2000
Abstract. The Josephy
SIAMJO
2008
14 years 11 days 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...
MP
2008
14 years 12 days ago
2008
Abstract. We study piecewise decomposition methods for mathematical programs with equilibrium constraints (MPECs) for which all constraint functions are linear. At each iteration o...
AMC
2008
14 years 17 days ago
2008
Abstract: The nonlinear conjugate gradient method is widely used in unconstrained optimization. However, the line search is very difficult or expensive sometimes. In this paper, we...
WSC
2001
14 years 1 months ago
2001
We examine the theoretical and numerical global convergence properties of a certain "gradient free" stochastic approximation algorithm called the "simultaneous pertu...
CIA
2007
Springer
14 years 6 months ago
2007
Springer
Abstract. In this paper we compare state-of-the-art multi-agent reinforcement learning algorithms in a wide variety of games. We consider two types of algorithms: value iteration a...