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SIAMJO
2010
128views more  SIAMJO 2010»
13 years 2 months ago
Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm
We propose a Newton-CG primal proximal point algorithm for solving large scale log-determinant optimization problems. Our algorithm employs the essential ideas of the proximal poi...
Chengjing Wang, Defeng Sun, Kim-Chuan Toh
SC
2009
ACM
14 years 3 days ago
GPU based sparse grid technique for solving multidimensional options pricing PDEs
It has been shown that the sparse grid combination technique can be a practical tool to solve high dimensional PDEs arising in multidimensional option pricing problems in finance...
Abhijeet Gaikwad, Ioane Muni Toke
ICCV
2011
IEEE
12 years 7 months ago
Generalized Subgraph Preconditioners for Large-Scale Bundle Adjustment
We present a generalized subgraph preconditioning (GSP) technique to solve large-scale bundle adjustment problems efficiently. In contrast with previous work which uses either di...
Yong-Dian Jian, Doru C. Balcan, Frank Dellaert
SC
1992
ACM
13 years 11 months ago
Scheduling Regular and Irregular Communication Patterns on the CM-5
In this paper, we study the communication characteristics of the CM-5 and the performance e ects of scheduling regular and irregular communication patterns on the CM-5. We conside...
Ravi Ponnusamy, Rajeev Thakur, Alok N. Choudhary, ...
SIAMJO
2000
74views more  SIAMJO 2000»
13 years 7 months ago
A Specialized Interior-Point Algorithm for Multicommodity Network Flows
Abstract. Despite the efficiency shown by interior-point methods in large-scale linear programming, they usually perform poorly when applied to multicommodity flow problems. The ne...
Jordi Castro