Search Results - subject:"trust region method"

A nonmonotone accelerated Levenberg-Marquardt method for the B-eigenvalues of symmetric tensors

Cao, Mingyuan; Yang, Yueting; Hou, Tianliang; Li, Chaoqian - In: International transactions in operational research : a … 29 (2022) 1, pp. 113-129

Persistent link: https://www.econbiz.de/10012630731

Coupled learning enabled stochastic programming with endogenous uncertainty

Liu, Junyi; Li, Guangyu; Sen, Suvrajeet - In: Mathematics of operations research 47 (2022) 2, pp. 1681-1705

Persistent link: https://www.econbiz.de/10013365344

Complexity bounds for primal-dual methods minimizing the model of objective function

NESTEROV, Yurii - Center for Operations Research and Econometrics (CORE), … - 2015

We provide Frank-Wolfe (= Conditional Gradients) method with a convergence analysis allowing to approach a primal-dual solution of convex optimization problem with composite objective function. Additional properties of complementary part of the objective (strong convexity) significantly...

Persistent link: https://www.econbiz.de/10011246288

An adaptive nonmonotone trust region method based on a modified scalar approximation of the Hessian in the successive quadratic subproblems

Rezaee, Saeed; Babaie-Kafaki, Saman - In: RAIRO 53 (2019) 3, pp. 829-839

Persistent link: https://www.econbiz.de/10012113745

Origin-destination matrix estimation problem in a Markov chain approach

Abareshi, Maryam; Zaferanieh, Mehdi; Safi, Mohammad Reza - In: Networks and spatial economics : a journal of … 19 (2019) 4, pp. 1069-1096

Persistent link: https://www.econbiz.de/10012304894

Estimation and empirical performance of non-scalar dynamic conditional correlation models

BAUWENS, Luc; GRIGORYEVA, Lyudmila; ORTEGA, Juan-Pablo - Center for Operations Research and Econometrics (CORE), … - 2014

-likelihood using a Bregman-proximal trust-region method to handle the various non-linear stationarity and positivity constraints that …

Persistent link: https://www.econbiz.de/10011094065

Select Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach

Xu, Dinghai; Li, Yuying - In: Frontiers of Economics in China 7 (2012) 1, pp. 22-43

five popular methods across six sampling-frequency transaction data (from 1-min to 60- min) based on the trust region … method. Availability of the realized volatility allows us to estimate the model parameters via the MLE and thus avoids …

Persistent link: https://www.econbiz.de/10010888551

Two-stage optimization problems with multivariate stochastic order constraints

Dentcheva, Darinka; Wolfhagen, Eli - In: Mathematics of operations research 41 (2016) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10011448280

A derivative-free trust-funnel method for equality-constrained nonlinear optimization

Sampaio, Ph.; Toint, Ph. - In: Computational Optimization and Applications 61 (2015) 1, pp. 25-49

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Persistent link: https://www.econbiz.de/10011241263

Stability for trust-region methods via generalized differentiation

Qui, Nguyen - In: Journal of Global Optimization 59 (2014) 1, pp. 139-164

We obtain necessary and sufficient conditions for local Lipschitz-like property and sufficient conditions for local metric regularity in Robinson’s sense of Karush–Kuhn–Tucker point set maps of trust-region subproblems in trust-region methods. The main tools being used in our investigation...

Persistent link: https://www.econbiz.de/10010896449