We design a novel preconditioned alternating direction method for solving a class of bilinear programming problems, where each subproblem is solved by adding a positive-definite regularization term with a proximal parameter. By the aid of the variational inequality, the global convergence of the proposed method is analyzed and a worst-case convergence rate in an ergodic sense is established. Several preliminary numerical examples, including the Markowitz portfolio optimization problem, are also tested to verify the performance of the proposed method.
from #AlexandrosSfakianakis via Alexandros G.Sfakianakis on Inoreader http://ift.tt/2Flwj6t
via IFTTT
Εγγραφή σε:
Σχόλια ανάρτησης (Atom)
Δημοφιλείς αναρτήσεις
-
Liver ischemia reperfusion injury (IRI) is inevitable during transplantation and resection and is characterized by hepatocellular injury. Th...
-
IJERPH, Vol. 15, Pages 162: Examining Public Perceptions about Lead in School Drinking Water: A Mixed-Methods Analysis of Twitter Response t...
-
Background Hyperthyroidism is associated with increased thrombotic risk. As contact system activation through formation of neutrophil extrac...
-
Radioterapia oncologica, la Cattolica protagonista al Congresso Europeo insalutenews ... l'utilizzo della radioterapia stereotass...
-
Abstract Background Individualized medication reviews may improve our understanding of the distribution of CYP2C19 polymorphisms in ethn...
-
Abstract Background and Objective Sonidegib is a potent, selective and orally bioavailable inhibitor of the Hedgehog signaling pathway, ...
-
Aim: This study was designed to evaluate the clinical characteristics and prognosis of elderly small cell lung cancer (SCLC) patients compli...
-
Abstract: We present a case of cutaneous apocrine carcinoma arising in the axilla of a 71-year-old man. The tumor had a significant componen...
-
Publication date: Available online 10 May 2017 Source: Journal of Dairy Science Author(s): N. Urrutia, K.J. Harvatine During biohydrogen...
Δεν υπάρχουν σχόλια:
Δημοσίευση σχολίου