Displaying 21 – 40 of 62

Showing per page

On stable least squares solution to the system of linear inequalities

Evald Übi (2007)

Open Mathematics

The system of inequalities is transformed to the least squares problem on the positive ortant. This problem is solved using orthogonal transformations which are memorized as products. Author’s previous paper presented a method where at each step all the coefficients of the system were transformed. This paper describes a method applicable also to large matrices. Like in revised simplex method, in this method an auxiliary matrix is used for the computations. The algorithm is suitable for unstable...

On the best choice of a damping sequence in iterative optimization methods.

Leonid N. Vaserstein (1988)

Publicacions Matemàtiques

Some iterative methods of mathematical programming use a damping sequence {αt} such that 0 ≤ αt ≤ 1 for all t, αt → 0 as t → ∞, and Σ αt = ∞. For example, αt = 1/(t+1) in Brown's method for solving matrix games. In this paper, for a model class of iterative methods, the convergence rate for any damping sequence {αt} depending only on time t is computed. The computation is used to find the best damping sequence.

Currently displaying 21 – 40 of 62