نتایج جستجو برای: relaxed extragradient

تعداد نتایج: 15265  

Journal: :Mathematics 2021

This paper presents two inertial extragradient algorithms for finding a solution of split pseudomonotone equilibrium problems in the setting real Hilbert spaces. The weak and strong convergence theorems introduced are presented under some constraint qualifications scalar sequences. discussions on numerical experiments also provided to demonstrate effectiveness proposed algorithms.

Journal: :Proceedings of the ACM on Programming Languages 2020

Journal: :Involve, a Journal of Mathematics 2011

Journal: :Int. J. Comput. Math. 2008
M. Fernanda P. Costa Edite M. G. P. Fernandes

Here we present a primal-dual interior point nonmonotone line search filter method for nonlinear programming. The filter relies on three measures, the feasibility, the complementarity and the optimality presented in the optimality conditions, considers relaxed acceptability criteria for the step size and includes a feasibility restoration phase. The evaluation of the method is until now made on...

2007
Kevin Gimpel Shay Cohen

We describe a natural alternative for training sequence labeling models, based on MIRA (Margin Infused Relaxed Algorithm). In addition, we describe a novel method for performing Viterbi-like decoding. We test MIRA and contrast it with other training algorithms and contrast our decoding algorithm with the vanilla Viterbi algorithm.

1997
Chris Michael

Lattice QCD determinations appropriate to hadron spectroscopy are reviewed with emphasis on the glueball and hybrid meson states in the quenched approximation. Hybrids are discussed for heavy and for light quarks. The effects of sea quarks (unquenching) are explored. Heavy-light systems are presented particularly excited B mesons.

Journal: :Computational Statistics & Data Analysis 2007
Nicolai Meinshausen

The Lasso is an attractive regularisation method for high dimensional regression. It combines variable selection with an efficient computational procedure. However, the rate of convergence of the Lasso is slow for some sparse high dimensional data, where the number of predictor variables is growing fast with the number of observations. Moreover, many noise variables are selected if the estimato...

Journal: :Journal of Mathematical Analysis and Applications 2003

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