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A Blockwise Descent Algorithm for Group-penalized Multiresponse and Multinomial Regression
Blockwise Descent Algorithm Group-penalized Multiresponse Multinomial Regression
2015/8/21
In this paper we purpose a blockwise descent algorithm for grouppenalized multiresponse regression. Using a quasi-newton framework we extend this to group-penalized multinomial regression. We give a p...
Computation of the Maximum H_infinity-norm of Parameter-Dependent Linear Systems by a Branch and Bound Algorithm
Computation Maximum H_infinity-norm Parameter-Dependent Linear Systems Bound Algorithm
2015/7/13
For linear systems that contain unspecified parameters that lie in given intervals, we present a branch and bound algorithm for computing the maximum H_infinity-norm over the set of uncertain paramete...
Branch and Bound Algorithm for Computing the Minimum Stability Degree of Parameter-Dependent Linear Systems
Branch Bound Algorithm Computing Minimum Stability Degree Parameter-Dependent Linear Systems
2015/7/13
We consider linear systems with unspecified parameters that lie between given upper and lower bounds. Except for a few special cases, the computation of many quantities of interest for such systems ca...
Computing Bounds for the Structured Singular Value via an Interior Point Algorithm
Computing Bounds Structured Singular Value Interior Point Algorithm
2015/7/13
We describe an interior point algorithm for computing the upper bound for the structured singular value described in the paper by Fan, Tits and Doyle, IEEE Trans AC, Jan. 1991. We demonstrate the perf...
A polynomial-time algorithm for determining quadratic Lyapunov functions for nonlinear systems
polynomial-time algorithm determining quadratic Lyapunov functions nonlinear systems
2015/7/13
We consider nonlinear systems dx/dt=f(x(t)) where Df(x(t)) is known to lie in the convex hull of L n times n matrices A_1,ldots,A_L. For such systems, quadratic Lyapunov functions can be determined us...
A Global BMI Algorithm Based on the Generalized Benders Decomposition
Linear matrix inequalities Robust control Numerical Methods
2015/7/13
We present a new algorithm for the global solution of optimization problems involving bilinear matrix inequalities (BMIs). The method is based on a technique known in large-scale and global optimizati...
Throughput-Centric Routing Algorithm Design
Obliviousrouting interconnection networks multicommodityfl ows
2015/7/10
The increasing application space of interconnection networks now encompasses several applications, such as packet routing and I/O interconnect, where the throughput of a routing algorithm, not just it...
An ADMM Algorithm for a Class of Total Variation Regularized Estimation Problems
Signal processing algorithms stochastic parameters parameter estimation
2015/7/9
We present an alternating augmented Lagrangian method for convex optimization problems where the cost function is the sum of two terms, one that is separable in the variable blocks, and a second that ...
A Distributed Algorithm for Fitting Generalized Additive Models
Convex optimization Distributed optimization Generalized additive models
2015/7/9
Generalized additive models are an effective regression tool, popular in the statistics literature, that provide an automatic extension of traditional linear models to nonlinear systems. We pres...
Analysis of a Stochastic Approximation Algorithm for Computing Quasi-stationary Distributions
Stochastic approximations quasi-stationary distribution ODE method.
2015/7/6
This paper analyzes the convergence properties of an iterative Monte Carlo procedure proposed in the Physics literature for estimating the quasi-stationary distribution on a transient set of a Markov ...
Algorithm 937: MINRES-QLP for Symmetric and Hermitian Linear Equations and Least-Squares Problems
Symmetric Hermitian Linear
2015/7/3
If the system is singular, MINRES-QLP computes the unique
minimum-length solution (also known as the pseudoinverse solution), which generally eludes MINRES. In
all cases, it overcomes a potential in...
SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
large-scale optimization nonlinear programming
2015/7/3
Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective
and constraints.Here w...
Lyapunov-Schmidt reduction algorithm for three-dimensional discrete vortices
Three-dimensional vortex configuration discrete nonlinear discrete vortex coupling
2014/12/25
We address the persistence and stability of three-dimensional vortex configurations in the discrete nonlinear Schrödinger equation and develop a symbolic package based on Wolfram’s MATHEMATICA fo...
An Adaptive Sequential Monte Carlo Algorithm for Computing Permanents
Sequential Monte Carlo Permanents Relative Variance
2013/6/14
We consider the computation of the permanent of a binary n by n matrix. It is well- known that the exact computation is a #P complete problem. A variety of Markov chain Monte Carlo (MCMC) computationa...
Divide and Conquer Kernel Ridge Regression: A Distributed Algorithm with Minimax Optimal Rates
Divide and Conquer Kernel Ridge Regression A Distributed Algorithm Minimax Optimal Rates
2013/6/14
We establish optimal convergence rates for a decomposition-based scalable approach to kernel ridge regression. The method is simple to describe: it randomly partitions a dataset of size N into m subse...