Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse c...
The rough surface inverse scattering problem is approached with a combination of evolutionary strategies and the simplex method. The surface, assumed one-dimensional and perfectly ...
This paper develops a nested iteration algorithm to solve time-dependent nonlinear systems of partial differential equations. For each time step, Newton’s method is used to form...
J. H. Adler, Thomas A. Manteuffel, Stephen F. McCo...
The problem of evaluating the dominant eigenvalue of real matrices using Monte Carlo numerical methods is considered. Three almost optimal Monte Carlo algorithms are presented:
Ivan Dimov, Vassil N. Alexandrov, Aneta Karaivanov...
Abstract. We propose a BFGS primal-dual interior point method for minimizing a convex function on a convex set defined by equality and inequality constraints. The algorithm generat...
Paul Armand, Jean Charles Gilbert, Sophie Jan-J&ea...