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Persistent link: https://www.econbiz.de/10012113740
Gaussian mixtures (i.e. linear combinations of multivariate Gaussian probability densities) appear in numerous applications due to their universal ability to approximate multimodal probability distributions. Finding the modes (maxima) of a Gaussian mixture is a fundamental problem arising in...
Persistent link: https://www.econbiz.de/10010994087
In practical applications related to, for instance, machine learning, data mining and pattern recognition, one is commonly dealing with noisy data lying near some low-dimensional manifold. A well-established tool for extracting the intrinsically low-dimensional structure from such data is...
Persistent link: https://www.econbiz.de/10010998274
Trust region algorithms are well known in the field of local continuous optimization. They proceed by maintaining a confidence region in which a simple, most often quadratic, model is substituted to the criterion to be minimized. The minimum of the model in the trust region becomes the next...
Persistent link: https://www.econbiz.de/10010758667
A new method of moving asymptotes for large scale minimization subject to linear inequality constraints is discussed in this paper. In each step of the iterative process, a descend direction is obtained by solving a convex separable subproblem with dual technique. The new rules for controlling...
Persistent link: https://www.econbiz.de/10008514996
In this paper we show how techniques from response surface methodology and mathematical programming can be combined into a new sequential derivative-free approach for solving unconstrained deterministic black-box optimization problems.In this sequential derivative-free optimization approach...
Persistent link: https://www.econbiz.de/10011091046
This paper presents a trust region subspace method for minimizing large-scale unconstrained problems. We choose a subspace that consists of some old directions which are invariable and some newest directions which are changed at each iteration. A restart technique is used when the old directions...
Persistent link: https://www.econbiz.de/10010567099
By means of a gradient strategy, the Moreau-Yosida regularization, limited memory BFGS update, and proximal method, we propose a trust-region method for nonsmooth convex minimization. The search direction is the combination of the gradient direction and the trust-region direction. The global...
Persistent link: https://www.econbiz.de/10010896513
The measure of the regional disparities in the European Union was widely approached on the literature. Recent years have seen a spate of studies taking into account the spatial aspect of data in the analysis of convergence from an empirical viewpoint, or integrating spatial interdependencies...
Persistent link: https://www.econbiz.de/10011397280
In the last decade, after accession to European Union, Poland has achieved a significant improvement of indicators relating to income on a national level. Polish GDP per capita (in PPP terms) increased from 49% of European Union average in 2004 to 67% in 2013 showing progress in each year...
Persistent link: https://www.econbiz.de/10011790078