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math.OC2011
A Polynomial-Time Algorithm for the Tridiagonal and Hessenberg P-Matrix Linear Complementarity Problem
Bernd Gärtner, Markus Sprecher
We give a polynomial-time dynamic programming algorithm for solving the linear complementarity problem with tridiagonal or, more generally, Hessenberg P-matrices. We briefly review…
math.OC2011
Optimization of Convex Functions with Random Pursuit
Sebastian U. Stich, Christian L. Müller, Bernd Gärtner
We consider unconstrained randomized optimization of convex objective functions. We analyze the Random Pursuit algorithm, which iteratively computes an approximate solution to the…