Journal: Numerical Algorithms

Found 192 papers in total
A feasible SQP‐GS algorithm for nonconvex, nonsmooth constrained optimization
A feasible SQP‐GS algorithm for nonconvex, nonsmooth constrained optimization
2014,
The gradient sampling (GS) algorithm for minimizing a nonconvex, nonsmooth function...
Constrained numerical optimization methods for blind deconvolution
Constrained numerical optimization methods for blind deconvolution
2014,
This paper describes a nonlinear least squares framework to solve a separable...
Design with L‐splines
Design with L‐splines
2014,
We recently obtained a criterion to decide whether a given space of parametrically...
Delay‐dependent stability analysis of symmetric boundary value methods for linear delay integro‐differential equations
Delay‐dependent stability analysis of symmetric boundary value methods for linear delay integro‐differential equations
2014,
The paper is concerned with the numerical stability of linear delay...
On improved three‐step schemes with high efficiency index and their dynamics
On improved three‐step schemes with high efficiency index and their dynamics
2014,
This paper presents an improvement of the sixth‐order method of Chun and Neta...
Spectral homotopy analysis method and its convergence for solving a class of nonlinear optimal control problems
Spectral homotopy analysis method and its convergence for solving a class of nonlinear optimal control problems
2014,
A combination of the hybrid spectral collocation technique and the homotopy analysis...
Fitted finite volume method for a generalized Black–Scholes equation transformed on finite interval
Fitted finite volume method for a generalized Black–Scholes equation transformed on finite interval
2014,
A generalized Black–Scholes equation is considered on the semi‐axis. It...
A projected–gradient interior–point algorithm for complementarity problems
A projected–gradient interior–point algorithm for complementarity problems
2011,
Interior–point algorithms are among the most efficient techniques for solving...
A unified kernel function approach to primal‐dual interior‐point algorithms for convex quadratic SDO (semidefinite optimization)
A unified kernel function approach to primal‐dual interior‐point algorithms for convex quadratic SDO (semidefinite optimization)
2011,
Kernel functions play an important role in the design and analysis of...
Tracing the Pareto frontier in bi‐objective optimization problems by ODE techniques
Tracing the Pareto frontier in bi‐objective optimization problems by ODE techniques
2011,
In this paper we present a deterministic method for tracing the Pareto frontier in...
On preconditioned MHSS iteration methods for complex symmetric linear systems
On preconditioned MHSS iteration methods for complex symmetric linear systems
2011,
We propose a preconditioned variant of the modified HSS ( MHSS ) iteration method for...
A variable step-size control algorithm for the weak approximation of stochastic differential equations
A variable step-size control algorithm for the weak approximation of stochastic differential equations
2010,
In this paper, we propose two local error estimates based on drift and diffusion terms...
A Kantorovich-type convergence analysis of the Newton‐Josephy method for solving variational inequalities
A Kantorovich-type convergence analysis of the Newton‐Josephy method for solving variational inequalities
2010,
We present a Kantorovich-type semilocal convergence analysis of the...
Exponential fitting Direct Quadrature methods for Volterra integral equations
Exponential fitting Direct Quadrature methods for Volterra integral equations
2010,
This paper is the first approach to the solution of Volterra integral equation by...
Practical Quasi-Newton algorithms for singular nonlinear systems
Practical Quasi-Newton algorithms for singular nonlinear systems
2010,
Quasi-Newton methods for solving singular systems of nonlinear equations are...
A convergence analysis for directional two-step Newton methods
A convergence analysis for directional two-step Newton methods
2010,
A semilocal convergence analysis for directional two-step Newton methods in a Hilbert...
A fast solver for linear systems with displacement structure
A fast solver for linear systems with displacement structure
2010,
We describe a fast solver for linear systems with reconstructible Cauchy-like...
A new algorithm for the general quadratic programming problems with box constraints
A new algorithm for the general quadratic programming problems with box constraints
2010,
In this paper, we propose a new branch-and-bound algorithm for the general quadratic...
Semi-definite programming techniques for structured quadratic inverse eigenvalue problems
Semi-definite programming techniques for structured quadratic inverse eigenvalue problems
2010,
In the past decade or so, semi-definite programming (SDP) has emerged as a powerful...
A robust finite difference scheme for pricing American put options with Singularity-Separating method
A robust finite difference scheme for pricing American put options with Singularity-Separating method
2010,
In this paper we present a stable numerical method for the linear complementary...
A new full-Newton step O(n) infeasible interior-point algorithm for semidefinite optimization
A new full-Newton step O(n) infeasible interior-point algorithm for semidefinite optimization
2009,
Interior-point methods for semidefinite optimization have been studied intensively,...
An infeasible interior-point algorithm with full-Newton step for linear optimization
An infeasible interior-point algorithm with full-Newton step for linear optimization
2007,
Recently, Roos presented a primal–dual infeasible interior-point algorithm that...
A primal–dual interior-point algorithm for quadratic programming
A primal–dual interior-point algorithm for quadratic programming
2006,
In this paper we propose a primal–dual interior-point method for large, sparse,...
Adaptive use of iterative methods in predictor–corrector interior point methods for linear programming
Adaptive use of iterative methods in predictor–corrector interior point methods for linear programming
2000,
In this work we devise efficient algorithms for finding the search directions for...
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