Search Results - subject:"Gradient method"

Inexact projected gradient method for vector optimization

Fukuda, Ellen; Drummond, L. Graña - In: Computational Optimization and Applications 54 (2013) 3, pp. 473-493

weakly efficient points of all sequences generated by the inexact projected gradient method is established for convex …

Persistent link: https://www.econbiz.de/10010998275

Monotone and nonmonotone trust-region-based algorithms for large scale unconstrained optimization problems

Maciel, María; Mendonça, María; Verdiell, Adriana - In: Computational Optimization and Applications 54 (2013) 1, pp. 27-43

projected gradient method with the spectral gradient choice of steplength and a nonmonotone line search strategy. The simplicity …

Persistent link: https://www.econbiz.de/10010998315

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

Symmetric Perry conjugate gradient method

Liu, Dongyi; Xu, Genqi - In: Computational Optimization and Applications 56 (2013) 2, pp. 317-341

A family of new conjugate gradient methods is proposed based on Perry’s idea, which satisfies the descent property or the sufficient descent property for any line search. In addition, based on the scaling technology and the restarting strategy, a family of scaling symmetric Perry conjugate...

Persistent link: https://www.econbiz.de/10010896552

Certification aspects of the fast gradient method for solving the dual of parametric convex programs

Richter, Stefan; Jones, Colin; Morari, Manfred - In: Computational Statistics 77 (2013) 3, pp. 305-321

This paper examines the computational complexity certification of the fast gradient method for the solution of the dual … largest step size for the fast gradient method. In addition, we argue that optimal preconditioning of the dual problem cannot …

Persistent link: https://www.econbiz.de/10010759578

Certification aspects of the fast gradient method for solving the dual of parametric convex programs

Richter, Stefan; Jones, Colin; Morari, Manfred - In: Mathematical Methods of Operations Research 77 (2013) 3, pp. 305-321

Persistent link: https://www.econbiz.de/10010950364

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

Geometry optimization of thermoelectric coolers using simplified conjugate-gradient method

Huang, Yu-Xian; Wang, Xiao-Dong; Cheng, Chin-Hsiang; … - In: Energy 59 (2013) C, pp. 689-697

). The approach integrates a complete multi-physics TEC model and a simplified conjugate-gradient method. The present TEC …

Persistent link: https://www.econbiz.de/10011054655

Optimization-based structure identification of dynamical networks

He, Tao; Lu, Xiliang; Wu, Xiaoqun; Lu, Jun-an; Zheng, … - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 4, pp. 1038-1049

projected conjugate gradient method is proposed to identify a network structure. It is straightforward and applicable to …

Persistent link: https://www.econbiz.de/10010874757

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