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...
The problem of solving sparse Systems of Linear Algebraic Equations (SLAE) by parallel Monte Carlo numerical methods is considered. The almost optimal Monte Carlo algorithms are pr...
The traveling salesman problem with time windows is known to be a really difficult benchmark for optimization algorithms. In this paper, we are interested in the minimization of th...
In this paper we deal with performance analysis of Monte Carlo algorithm for large linear algebra problems. We consider applicability and efficiency of the Markov chain Monte Carlo...
Ivan Dimov, Vassil N. Alexandrov, Rumyana Papanche...
We consider the problem of optimizing the parameters of an arbitrary denoising algorithm by minimizing Stein’s Unbiased Risk Estimate (SURE) which provides a means of assessing ...