Search Results - subject:"gradient projection algorithm"

A novel flow update policy in solving traffic assignment problems : successive over relaxation iteration method

Zhang, Honggang; Liu, Zhiyuan; Wang, Jian; Wu, Yunchi - In: Transportation research / E : an international journal 174 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014338370

A model-free no-arbitrage price bound for variance options

Bonnans, J. Frederic; Tan, Xiaolu - HAL - 2013

computation on a bounded domain. Then we propose a gradient projection algorithm together with a finite difference scheme to …

Persistent link: https://www.econbiz.de/10010898722

A model-free no-arbitrage price bound for variance options

Bonnans, J. Frederic; Tan, Xiaolu - HAL - 2011

computation on a bounded domain. Then we propose a gradient projection algorithm together with a finite difference scheme to …

Persistent link: https://www.econbiz.de/10009325715

Hybrid methods with regularization for minimization problems and asymptotically strict pseudocontractive mappings in the intermediate sense

Ceng, Lu-Chuan; Guu, Sy-Ming; Yao, Jen-Chih - In: Journal of Global Optimization 60 (2014) 4, pp. 617-634

projection algorithm with regularization. We obtain a strong convergence theorem for three sequences generated by our iterative … several well-known methods including the extragradient method, CQ method, Mann-type iterative method and hybrid gradient …

Persistent link: https://www.econbiz.de/10011151239

Newton Algorithms for Analytic Rotation: an Implicit Function Approach

Boik, Robert - In: Psychometrika 73 (2008) 2, pp. 231-259

Persistent link: https://www.econbiz.de/10005758097