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SIAM Journal on Optimization· 2012Q1

Maximum Block Improvement and Polynomial Optimization

Bilian Chen, Simai He, Zhening Li, Shuzhong Zhang

Short summary

A new Maximum Block Improvement (MBI) method efficiently solves spherically constrained homogeneous polynomial optimization problems by accepting only block updates that yield the greatest improvement, proven to converge to stationary points.

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Field: Computational Mathematics

Computational MathematicsMathematics