Search Results - subject:"Gradient method"

A double smoothing technique for solving unconstrained nondifferentiable convex optimization problems

Boţ, Radu; Hendrich, Christopher - In: Computational Optimization and Applications 54 (2013) 2, pp. 239-262

dual problem is then solved via a fast gradient method with the aim of accelerating the resulting convergence scheme. The …

Persistent link: https://www.econbiz.de/10010998330

Insurance Risk, Risk Measures, and Capital Allocation: Navigating a Copernican Shift

Powers, Michael R.; Zanjani, George - In: Annual Review of Financial Economics 5 (2013) 1, pp. 201-223

We pursue two interrelated lines of thought. The first is a conceptual arc from (a) consideration of the unique characteristics of insurance risk, to (b) the quantification of this risk through risk measures, to (c) the application of these concepts to problems of allocating capital within an...

Persistent link: https://www.econbiz.de/10010709605

A modified scaled memoryless BFGS preconditioned conjugate gradient method for unconstrained optimization

Babaie-Kafaki, Saman - In: 4OR : a quarterly journal of operations research 11 (2013) 4, pp. 361-374

Persistent link: https://www.econbiz.de/10010227999

An alternating determination–optimization approach for an additive multi-index model

Feng, Zhenghui; Zhu, Lixing - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 1981-1993

Sufficient dimension reduction techniques are to deal with curse of dimensionality when the underlying model is of a very general semiparametric multi-index structure and to estimate the central subspace spanned by the indices. However, the cost is that they can only identify the central...

Persistent link: https://www.econbiz.de/10010577741

A Barzilai-Borwein-based heuristic algorithm for locating multiple facilities with regional demand

Jiang, Jianlin; Yuan, Xiaoming - In: Computational Optimization and Applications 51 (2012) 3, pp. 1275-1295

Persistent link: https://www.econbiz.de/10010998312

Residual algorithm for large-scale positive definite generalized eigenvalue problems

Bello, Lenys; Cruz, William La; Raydan, Marcos - In: Computational Optimization and Applications 46 (2010) 2, pp. 217-227

Persistent link: https://www.econbiz.de/10008533946

A generalized conditional gradient method and its connection to an iterative shrinkage method

Bredies, Kristian; Lorenz, Dirk; Maass, Peter - In: Computational Optimization and Applications 42 (2009) 2, pp. 173-193

Persistent link: https://www.econbiz.de/10005169146

Ammonia and hydrogen sulphide flux and dry deposition velocity estimates using vertical gradient method at a commercial beef cattle feedlot

Baek, Bok-Haeng; Todd, Richard; Cole, N. Andy; Koziel, … - In: International Journal of Global Environmental Issues 6 (2006) 2/3, pp. 189-203

Ammonia and hydrogen sulphide flux and dry deposition velocity were estimated using micrometeorological vertical gradient flux method at a commercial cattle feedyard of approximately 50,000 head of beef cattle and average 14.4 mÂ²/head (150 ftÂ²/head) stocking density. Ammonia-N and H2S-S...

Persistent link: https://www.econbiz.de/10011130077

CONVERGENCE PROPERTY AND MODIFICATIONS OF A MEMORY GRADIENT METHOD

SHI, ZHEN-JUN; SHEN, JIE - In: Asia-Pacific Journal of Operational Research (APJOR) 22 (2005) 04, pp. 463-477

We study properties of a modified memory gradient method, including the global convergence and rate of convergence …

Persistent link: https://www.econbiz.de/10005080658

Simultaneous estimation of spatially dependent diffusion coefficient and source term in a nonlinear 1D diffusion problem

Rodrigues, F.A; Orlande, H.R.B; Dulikravich, G.S - In: Mathematics and Computers in Simulation (MATCOM) 66 (2004) 4, pp. 409-424

This work deals with the use of the conjugate gradient method in conjunction with an adjoint problem formulation for …, obstacles or cracks, in heat conduction, groundwater flow and tomography problems. Three versions of the conjugate gradient … method are compared for the solution of the present inverse problem, by using simulated measurements containing random errors …

Persistent link: https://www.econbiz.de/10010749138