• KELLEY

  • Referenced in 545 articles [sw04829]
  • first part. Chapter 2 studies the local convergence of Newton’s method, inexact Newton methods ... region methods, which are used to globalize convergence, i.e., remove the restriction that the starting ... studied in chapter 4. A local convergence analysis is provided and implementation details are discussed...
  • LIBSVM

  • Referenced in 787 articles [sw04879]
  • such as solving SVM optimization problems theoretical convergence multiclass classification probability estimates and parameter selection...
  • fminsearch

  • Referenced in 186 articles [sw07467]
  • Convergence properties of the Nelder--Mead simplex method in low dimensions The Nelder--Mead simplex ... Nelder--Mead algorithm. This paper presents convergence properties of the Nelder--Mead algorithm applied ... dimensions 1 and 2. We prove convergence to a minimizer for dimension 1, and various ... limited convergence results for dimension 2. A counterexample of McKinnon gives a family of strictly...
  • glasso

  • Referenced in 211 articles [sw07432]
  • different values of the tuning parameter. Convergence of glasso can be tricky; the converged precision ... estimated covariance, and occasionally it fails to converge with warm starts. In this paper...
  • mftoolbox

  • Referenced in 327 articles [sw23743]
  • iteration. For the iterative algorithms a convergence tolerance is hard-coded (in function mft_tolerance...
  • TETRAD

  • Referenced in 301 articles [sw12177]
  • pointwise consistent”--they are guaranteed to converge almost certainly to correct information about the true...
  • AUSM

  • Referenced in 201 articles [sw06367]
  • previous schemes in robustness and accuracy. The convergence rate is shown to be independent ... time derivative term, albeit a different convergence history may occur. Moreover, the new scheme...
  • NewtonLib

  • Referenced in 232 articles [sw04796]
  • close connection with an associated affine invariant convergence analysis. Part of these algorithms are presented...
  • GloptiPoly

  • Referenced in 225 articles [sw04343]
  • whose associated monotone sequence of optimal values converges to the global optimum...
  • gss

  • Referenced in 215 articles [sw06099]
  • construction, smoothing parameter selection, computation, and asymptotic convergence. Most of the computational and data analytical...
  • PROST

  • Referenced in 126 articles [sw12822]
  • dominant physical mechanism. The lack of convergence with spatial refinement, or convergence to a solution...
  • CODA

  • Referenced in 174 articles [sw04290]
  • simulations, as well as diagnostic tests of convergence to the equilibrium distribution of the Markov...
  • HOMPACK

  • Referenced in 117 articles [sw05324]
  • HOMPACK: A suite of codes for globally convergent homotopy algorithms. There are algorithms for finding ... nonlinear systems of equations that are globally convergent for almost all starting points, i.e., with...
  • lobpcg.m

  • Referenced in 90 articles [sw24008]
  • problems in terms of the speed of convergence, costs of every iteration, and memory requirements ... that our method is more robust and converges almost two times faster...
  • JADE

  • Referenced in 80 articles [sw24855]
  • operations diversify the population and improve the convergence performance. The parameter adaptation automatically updates ... algorithms from the literature in terms of convergence performance for a set of 20 benchmark...
  • CG_DESCENT

  • Referenced in 77 articles [sw04813]
  • which is globally convergent whenever the line search fulfills the Wolfe conditions. This article studies ... convergence behavior of the algorithm; extensive numerical tests and comparisons with other methods for large...
  • TOMS659

  • Referenced in 106 articles [sw10686]
  • that use such sequences may have superior convergence. The original, true, correct version...
  • SQPlab

  • Referenced in 102 articles [sw05161]
  • Newton method, the SQP algorithm converges very rapidly, meaning that it requires few iterations (hence...
  • BVPh

  • Referenced in 100 articles [sw06575]
  • provides a convenient way to guarantee the convergence of a solution. This book consists...
  • SCCP

  • Referenced in 61 articles [sw03318]
  • Convergence of a non-interior continuation algorithm for the monotone SCCP It is well known ... algorithm is globally linearly and locally quadratically convergent under suitable assumptions...