The following pages link to (Q4226179):
Displayed 50 items.
- Convergence of Liu-Storey conjugate gradient method (Q881512) (← links)
- Density-based globally convergent trust-region methods for self-consistent field electronic structure calculations (Q882583) (← links)
- Box-jenkins identification revisited-part III: multivariable systems (Q883385) (← links)
- A descent nonlinear conjugate gradient method for large-scale unconstrained optimization (Q883860) (← links)
- A note on the Gamma test analysis of noisy input/output data and noisy time series (Q885903) (← links)
- Line search acceleration of iterative methods (Q915366) (← links)
- Convergence properties of trust region methods for linear and convex constraints (Q922951) (← links)
- The spherical constraint in Boolean quadratic programs (Q925238) (← links)
- Efficient robust optimization for robust control with constraints (Q925268) (← links)
- An information theoretic approach for improving data driven prediction of protein model quality (Q929168) (← links)
- Kernel methods in machine learning (Q930651) (← links)
- Quasi-Monte Carlo for highly structured generalised response models (Q931378) (← links)
- Globally convergent optimization algorithms on Riemannian manifolds: Uniform framework for unconstrained and constrained optimization (Q933806) (← links)
- Modification of the Wolfe line search rules to satisfy the descent condition in the Polak-Ribière-Polyak conjugate gradient method (Q933809) (← links)
- A derivative-free nonmonotone line-search technique for unconstrained optimization (Q935796) (← links)
- Adaptive finite element methods for the identification of distributed parameters in elliptic equation (Q937035) (← links)
- On the convergence of the Pshenichnyi-Pironneau-Polak minimax algorithm with an active set strategy (Q939106) (← links)
- An algorithm based on active sets and smoothing for discretized semi-infinite minimax problems (Q939107) (← links)
- Numerical solution method for general interval quadratic programming (Q942381) (← links)
- Some remarks on conjugate gradient methods without line search (Q945376) (← links)
- A model-based approach for visualizing the dimensional structure of ordered successive categories preference data (Q946670) (← links)
- A new constructing auxiliary function method for global optimization (Q949509) (← links)
- Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts (Q953208) (← links)
- Accounting for high-order correlations in probabilistic characterization of environmental variables, and evaluation (Q954662) (← links)
- On self-adaptive method for general mixed variational inequalities (Q955948) (← links)
- On algorithms for restricted maximum likelihood estimation (Q956821) (← links)
- Computing the constrained M-estimates for regression (Q957174) (← links)
- An adaptive algorithm for least squares piecewise monotonic data fitting (Q957224) (← links)
- Residual-based localization and quantification of peaks in X-ray diffractograms (Q958320) (← links)
- An extension of the Gauss-Newton algorithm for estimation under asymmetric loss (Q959167) (← links)
- Multivariate distribution models with generalized hyperbolic margins (Q959294) (← links)
- A coordinate gradient descent method for nonsmooth separable minimization (Q959979) (← links)
- Predicting single spikes and spike patterns with the Hindmarsh-Rose model (Q999394) (← links)
- Quasi-Newton acceleration for equality-constrained minimization (Q1001193) (← links)
- Embedding sample points uncertainty measures in learning algorithms (Q1003548) (← links)
- Degeneracy in the presence of roundoff errors (Q1105984) (← links)
- An algorithm for maximizing entropy subject to simple bounds (Q1106103) (← links)
- An efficient parallel scheme for minimizing a sum of Euclidean norms (Q1123548) (← links)
- A direction set based algorithm for least squares problems in adaptive signal processing (Q1124771) (← links)
- Qualitative and asymptotic performance of SNP density estimators (Q1126496) (← links)
- An experimental comparison of gradient methods in econometric duration analysis. (Q1128625) (← links)
- Estimating correlation matrices that have common eigenvectors. (Q1128898) (← links)
- A network penalty method (Q1174423) (← links)
- A trust region algorithm for equality constrained optimization (Q1174456) (← links)
- A hybrid method for the nonlinear least squares problem with simple bounds (Q1177199) (← links)
- Combined control-structural optimization (Q1179863) (← links)
- Sequential quadratic programming for certain parameter identification problems (Q1181898) (← links)
- On the solution of the errors in variables problem using the \(l_ 1\) norm (Q1182622) (← links)
- Invariant admissible and optimal designs in cubic regression on the \(\nu\)-ball (Q1193807) (← links)
- A new algorithm for \(L_ 2\) optimal model reduction (Q1194897) (← links)