Abstract--Multichannel fast QR decomposition RLS (MCFQRD-RLS) algorithms are well known for their good numerical properties and low computational complexity. The main limitation is...
Global optimization can be used as the main component for reliable decision support systems. In this contribution, we explore numerical solution techniques for nonconvex and nondi...
A new algorithm for solving smooth large-scale minimization problems with bound constraints is introduced. The way of dealing with active constraints is similar to the one used in...
A class of trust-region methods is presented for solving unconstrained nonlinear and possibly nonconvex discretized optimization problems, like those arising in systems governed by...
Serge Gratton, Annick Sartenaer, Philippe L. Toint
In this paper we propose and analyze a Stochastic-Collocation method to solve elliptic Partial Differential Equations with random coefficients and forcing terms (input data of the...