Simon Fraser University

Optimization Algorithms

There are three groups of optimization techniques available in PROC NLP. A particular optimizer can be selected with the TECH=name option in the PROC NLP statement. Since no single optimization ...
JSTOR Daily

Hardness and Approximation Results for L p-Ball Constrained Homogeneous Polynomial Optimization Problems

In this paper, we establish hardness and approximation results for various Lp-ball constrained homogeneous polynomial optimization problems, where p ∈ [2, ∞]. Specifically, we prove that for any given ...
JSTOR Daily

LINEAR-QUADRATIC CONTROL FOR A CLASS OF STOCHASTIC VOLTERRA EQUATIONS: SOLVABILITY AND APPROXIMATION

The Annals of Applied Probability, Vol. 31, No. 5 (October 2021), pp. 2244-2274 (31 pages) We provide an exhaustive treatment of linear-quadratic control problems for a class of stochastic Volterra ...
GIGAZINE

The algorithm 'Newton's method', which was invented by physicist Newton 300 years ago and is still in use today, is updated

Newton method, invented by physicist Isaac Newton about 300 years ago, is an algorithm that still plays an important role in a wide range of fields, including logistics, financial engineering, ...
Simon Fraser University

Optimization Algorithms

There are several optimization techniques available in PROC NLMIXED. You can choose a particular optimizer with the TECH=name option in the PROC NLMIXED statement. No algorithm for optimizing general ...