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  • Search: subject:"Newton's algorithm"
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Year of publication
Subject
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Algorithm 5 Algorithmus 5 Theorie 5 Theory 5 Euclidean Jordan algebra 4 Mathematical programming 4 Mathematische Optimierung 4 Newton algorithm 4 DSGE 3 Markov switching 3 Quasi-Newton algorithm 3 Sylvester equation 3 (B) Transportation 2 Basic route choice principle 2 Gauss-Newton algorithm 2 Linear programming 2 Modified trust region Newton algorithm 2 Newton's algorithm 2 Nonlinear symmetric cone programming 2 Primal Newton algorithm 2 Primary: 65K05 2 Quadratical convergence 2 Secondary: 26B05 2 Semismooth Newton algorithm 2 Smoothing Newton algorithm 2 Steihaug-Toint method 2 Stochastic process 2 Stochastic user equilibrium 2 Stochastischer Prozess 2 Symmetric cone 2 analytic center 2 cutting plane method 2 matrix polynomial 2 perturbation 2 two cuts 2 ANN 1 Adaptive subspace tracking 1 Artificial intelligence 1 BFGS update of Quasi-Newton algorithm 1 Confidence 1
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Online availability
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Undetermined 16 Free 4
Type of publication
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Article 17 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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Undetermined 16 English 6
Author
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Goffin, Jean-Louis 2 He, Jie 2 Huang, Zheng-Hai 2 Kong, Lingchen 2 Lee, Sik-Yum 2 Li, Xuhong 2 Liu, Xiao-Hong 2 Maih, Junior 2 Meng, Qingmin 2 Vial, Jean-Philippe 2 Zhou, Bojian 2 Adanu, Kwami 1 Baumann, M. 1 Bercu, Bernard 1 Bigot, Jérémie 1 Chang, Xiangyu 1 Choulakian, Vartan 1 Gadat, Sébastien 1 Ghalavand, Nasim 1 Gupta, Jatinder N. 1 Helmke, U. 1 Khorram, Esmaile 1 Laha, Dipak 1 Maih, Hilde. 1 Majumder, Arindam 1 Morovati, Vahid 1 Shang, Jun 1 Silva, J.M.C. Santos 1 Siviero, Emilia 1 Tong, Xiaojiao 1 Wu, Soon-Yi 1 Ye, Haishan 1 Zhou, Renjun 1
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Institution
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Centre for Applied Macro- and Petroleum economics (CAMP), BI Handelshøyskolen 1 EconWPA 1 Norges Bank 1
Published in...
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Computational Statistics 3 Mathematical Methods of Operations Research 3 Psychometrika 3 European journal of operational research : EJOR 2 Computational Economics 1 Computational Optimization and Applications 1 Computers & operations research : and their applications to problems of world concern ; an international journal 1 Econometrics 1 European Journal of Operational Research 1 Journal of the Operational Research Society 1 Mathematics and Computers in Simulation (MATCOM) 1 Working Paper 1 Working Paper / Norges Bank 1 Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Handelshøyskolen 1 Working papers / TSE : WP 1
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Source
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RePEc 16 ECONIS (ZBW) 5 EconStor 1
Showing 11 - 20 of 22
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A semismooth Newton method for nonlinear symmetric cone programming
Kong, Lingchen; Meng, Qingmin - In: Mathematical Methods of Operations Research 76 (2012) 2, pp. 129-145
In this paper, we employ the projection operator to design a semismooth Newton algorithm for solving nonlinear …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010950133
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New approach for the nonlinear programming with transient stability constraints arising from power systems
Tong, Xiaojiao; Wu, Soon-Yi; Zhou, Renjun - In: Computational Optimization and Applications 45 (2010) 3, pp. 495-520
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008552386
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A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones
Liu, Xiao-Hong; Huang, Zheng-Hai - In: Mathematical Methods of Operations Research 70 (2009) 2, pp. 385-404
Newton algorithm is extended to solve linear programming over symmetric cones. The global and local quadratic convergence …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010950154
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A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones
Liu, Xiao-Hong; Huang, Zheng-Hai - In: Computational Statistics 70 (2009) 2, pp. 385-404
Newton algorithm is extended to solve linear programming over symmetric cones. The global and local quadratic convergence …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010759358
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A time-varying Newton algorithm for adaptive subspace tracking
Baumann, M.; Helmke, U. - In: Mathematics and Computers in Simulation (MATCOM) 79 (2008) 4, pp. 1324-1345
We propose a general framework for tracking the zeros of a time-varying gradient vector field on Riemannian manifolds. Thus, a differential equation, called the time-varying Newton flow, is introduced, whose solutions asymptotically converge to a time-varying family of critical points of the...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010748911
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Optimizing the Garch Model–An Application of Two Global and Two Local Search Methods
Adanu, Kwami - In: Computational Economics 28 (2006) 3, pp. 277-290
methods also shows that both the Quasi-Newton algorithm of shazam and the simplex algorithm of fminsearch are sensitive to …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005674175
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A NOTE ON INFLUENCE ASSESSMENT IN SCORE TESTS
Silva, J.M.C. Santos - EconWPA - 2005
Building on the work of Lustbader and Moolgavkar (1985, 'A Diagnostic Statistic for the Score Test', Journal of the American Statistical Association 80, 375-379), this paper studies influence diagnostics for score tests. The diagnostic proposed by Lustbader and Moolgavkar is reassessed and...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005119208
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A two-cut approach in the analytic center cutting plane method
Goffin, Jean-Louis; Vial, Jean-Philippe - In: Computational Statistics 49 (1999) 1, pp. 149-169
We analyze the two cut generation scheme in the analytic center cutting plane method. We propose an optimal updating direction when the two cuts are central. The direction is optimal in the sense that it maximizes the product of the new slacks within the trust region defined by Dikin's...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010847565
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A two-cut approach in the analytic center cutting plane method
Goffin, Jean-Louis; Vial, Jean-Philippe - In: Mathematical Methods of Operations Research 49 (1999) 1, pp. 149-169
We analyze the two cut generation scheme in the analytic center cutting plane method. We propose an optimal updating direction when the two cuts are central. The direction is optimal in the sense that it maximizes the product of the new slacks within the trust region defined by Dikin's...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010999617
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Exploratory analysis of contingency tables by loglinear formulation and generalizations of correspondence analysis
Choulakian, Vartan - In: Psychometrika 53 (1988) 2, pp. 235-250
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005166483
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