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检索条件"主题词=augmented Lagrangian algorithm"
23 条 记 录,以下是1-10 订阅
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New insights and augmented lagrangian algorithm for optimal portfolio liquidation with market impact
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INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH 2023年 第5期30卷 2640-2664页
作者: Xu, Fengmin Li, Xuepeng Dai, Yu-Hong Wang, Meihua Xi An Jiao Tong Univ Sch Econ & Finance Xian 710061 Peoples R China Chinese Acad Sci LSEC Acad Math Syst Sci Beijing 100190 Peoples R China Univ Chinese Acad Sci Sch Math Sci Beijing 100049 Peoples R China Xidian Univ Sch Econ & Management Xian 710126 Peoples R China
In financial markets, investors may be forced to unwind their portfolios to meet a determined leverage ratio within regulatory policy or risk management requirements. This paper studies the optimal portfolio liquidati... 详细信息
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A Semismooth Newton-based augmented lagrangian algorithm for Density Matrix Least Squares Problems
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JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 2022年 第3期195卷 749-779页
作者: Liu, Yong-Jin Yu, Jing Fuzhou Univ Ctr Appl Math Fujian Prov Sch Math & Stat Fuzhou 350108 Fujian Peoples R China Fuzhou Univ Sch Math & Stat Fuzhou 350108 Fujian Peoples R China
The density matrix least squares problem arises from the quantum state tomography problem in experimental physics and has many applications in signal processing and machine learning, mainly including the phase recover... 详细信息
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Application of an improved augmented lagrangian algorithm to the tuning of robust PID controller for hydraulic turbine governing system
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INTERNATIONAL JOURNAL OF MODELLING IDENTIFICATION AND CONTROL 2015年 第2期23卷 181-191页
作者: He, Xuesong Liu, Changyu Dong, Hongkui Yan, Qiurong Huazhong Univ Sci & Technol Sch Hydropower & Informat Engn Wuhan 430074 Peoples R China Yunnan Elect Power Test & Res Inst Kunming 650217 Yunnan Peoples R China Huazhong Univ Sci & Technol Sch Elect & Elect Engn Wuhan 430074 Peoples R China
The tuning of a proportional-integral-derivative (PID) controller for hydraulic turbine governing system is a constrained engineering problem. The PID control parameters must be adjusted to capture the requirements of... 详细信息
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On convergence rate of the augmented lagrangian algorithm for nonsymmetric saddle point problems
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APPLIED NUMERICAL MATHEMATICS 2005年 第2期54卷 122-134页
作者: Awanou, GM Lai, MJ Univ Minnesota IMA Minneapolis MN 55455 USA Univ Georgia Dept Math Athens GA 30605 USA
We are interested in solving the system [GRAPHICS] by a variant of the augmented lagrangian algorithm. This type of problem with nonsymmetric A typically arises in certain discretizations of the Navier-Stokes equation... 详细信息
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On convergence rate of the augmented lagrangian algorithm for nonsymmetric saddle point problems
On convergence rate of the augmented Lagrangian algorithm fo...
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6th International Symposium on Iterative Methods in Scientific Computing
作者: Awanou, GM Lai, MJ Univ Minnesota IMA Minneapolis MN 55455 USA Univ Georgia Dept Math Athens GA 30605 USA
We are interested in solving the system [GRAPHICS] by a variant of the augmented lagrangian algorithm. This type of problem with nonsymmetric A typically arises in certain discretizations of the Navier-Stokes equation... 详细信息
来源: 评论
Dynamic Optimal Power Flow with Storage Restrictions Using augmented lagrangian algorithm  20
Dynamic Optimal Power Flow with Storage Restrictions Using A...
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Power Systems Computation Conference (PSCC)
作者: Ruppert, Manuel Slednev, Viktor Ardone, Armin Fichtner, Wolf Karlsruhe Inst Technol Chair Energy Econ Karlsruhe Germany
Incorporating time-coupled storage restrictions in the nonlinear dynamic optimal power flow poses a major challenge in terms of performance and solvability. As a consequence, the application of existing works that com... 详细信息
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An augmented lagrangian algorithm for decomposition of symmetric tensors of order-4
An augmented Lagrangian algorithm for decomposition of symme...
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2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017
作者: Phan, Anh-Huy Yamagishi, Masao Cichocki, Andrzej Brain Science Institute RIKEN Wakoshi Japan Tokyo Institute of Technology Japan
Decomposition of symmetric tensors has found numerous applications in blind sources separation, blind identification, clustering, and analysis of social interactions. In this paper, we consider fourth order symmetric ... 详细信息
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An Inexact Semismooth Newton-Based augmented lagrangian algorithm for Multi-Task Lasso Problems
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ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH 2024年 第3期41卷 2350027-2350027页
作者: Lin, Lanyu Liu, Yong-Jin Fuzhou Univ Sch Math & Stat Fuzhou 350108 Peoples R China Fuzhou Univ Ctr Appl Math Fujian Prov Sch Math & Stat Fuzhou 350108 Peoples R China
This paper is concerned with the l(1),infinity-norm ball constrained multi-task learning problem, which has received extensive attention in many research areas such as machine learning, cognitive neuroscience, and sig... 详细信息
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An augmented lagrangian algorithm for decomposition of symmetric tensors of order-4
An augmented Lagrangian algorithm for decomposition of symme...
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IEEE International Conference on Acoustics, Speech and Signal Processing
作者: Anh-Huy Phan Masao Yamagishi Andrzej Cichocki Brain Science Institute RIKEN Wakoshi Japan Tokyo Institute of Technology Japan
Decomposition of symmetric tensors has found numerous applications in blind sources separation, blind identification, clustering, and analysis of social interactions. In this paper, we consider fourth order symmetric ... 详细信息
来源: 评论
Dynamic Optimal Power Flow with Storage Restrictions Using augmented lagrangian algorithm
Dynamic Optimal Power Flow with Storage Restrictions Using A...
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Power Systems Computation Conference
作者: Manuel Ruppert Viktor Slednev Armin Ardone Wolf Fichtner Chair of Energy Economics Karlsruhe Institute of Technology (KIT) Karlsruhe Germany
Incorporating time-coupled storage restrictions in the nonlinear dynamic optimal power flow poses a major challenge in terms of performance and solvability. As a consequence, the application of existing works that com... 详细信息
来源: 评论