Bayesian methods are now used in a variety of ways in discrete-event simulation. Applications include input modeling, response surface modeling, uncertainty analysis, and experime...
In this paper, we provide theoretical analysis for a cubic regularization of Newton method as applied to unconstrained minimization problem. For this scheme, we prove general local...
We introduce a new barrier function which is not a barrier function in the usual sense: it has finite value at the boundary of the feasible region. Despite this, its iteration bou...
We present a new family of proximal point methods for solving monotone variational inequalities. Our algorithm has a relative error tolerance criterion in solving the proximal subp...
Background: DNA microarray experiments are conducted in logical sets, such as time course profiling after a treatment is applied to the samples, or comparisons of the samples unde...