Search Results - subject:"Alternating Direction Method"

Numerical study of learning algorithms on Stiefel manifold

Kanamori, Takafumi; Takeda, Akiko - In: Computational Management Science 11 (2014) 4, pp. 319-340

on the Stiefel manifold, we show that the alternating direction method of multipliers generally produces higher quality … direction method of multipliers. Although the geometric gradient method is often used to solve non-convex optimization problems … local optimal solution; geometric gradient descent method, augmented Lagrangian method of multipliers, and alternating …

Persistent link: https://www.econbiz.de/10010949666

Numerical study of learning algorithms on Stiefel manifold

Kanamori, Takafumi; Takeda, Akiko - In: Computational Management Science : CMS 11 (2014) 4, pp. 319-340

Persistent link: https://www.econbiz.de/10010437155

An ADM-based splitting method for separable convex programming

Han, Deren; Yuan, Xiaoming; Zhang, Wenxing; Cai, Xingju - In: Computational Optimization and Applications 54 (2013) 2, pp. 343-369

straightforwardly the alternating direction method of multipliers (ADM for short). But, the convergence of this straightforward …

Persistent link: https://www.econbiz.de/10010896578

Primal and dual alternating direction algorithms for ℓ <Subscript>1</Subscript>-ℓ <Subscript>1</Subscript>-norm minimization problems in compressive sensing

Xiao, Yunhai; Zhu, Hong; Wu, Soon-Yi - In: Computational Optimization and Applications 54 (2013) 2, pp. 441-459

In this paper, we propose, analyze and test primal and dual versions of the alternating direction algorithm for the sparse signal reconstruction from its major noise contained observation data. The algorithm minimizes a convex non-smooth function consisting of the sum of ℓ <Subscript>1</Subscript>-norm...</subscript>

Persistent link: https://www.econbiz.de/10010998348

A centralized/decentralized design of a full return contract for a risk-free manufacturer and a risk-neutral retailer under partial information sharing

Jeong, In-Jae - In: International Journal of Production Economics 136 (2012) 1, pp. 110-115

We consider the design of full return contract in a simple supply chain with a risk-free manufacturer and a risk-neutral retailer. In this problem, the ordering quantity and the rebate price for unsold products are determined by the retailer and the manufacturer, respectively. We propose an...

Persistent link: https://www.econbiz.de/10010572538