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Subjects / keywords: Mathematical optimization; Numerical analysis; Linear programming
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InstitucionalConvergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
Article
Article
Abstract. The Nelder–Mead simplex algorithm, first published in 1965, is an enormously popular direct search method for multidimensional unconstrained minimization. Despite its widespread use, essentially no theoretica...
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Página del recursoA Singular Value Thresholding Algorithm for Matrix Completion
Article
Article
Abstract. This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a r...
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