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SIAMSC
2008
113views more  SIAMSC 2008»
13 years 9 months ago
Statistical Condition Estimation for the Roots of Polynomials
This paper presents fast and reliable condition estimates for the roots of a real polynomial based on the method of statistical condition estimation (SCE) by Kenney and Laub. Using...
A. J. Laub, J. Xia
SIAMSC
2008
139views more  SIAMSC 2008»
13 years 9 months ago
Probing the Pareto Frontier for Basis Pursuit Solutions
The basis pursuit problem seeks a minimum one-norm solution of an underdetermined least-squares problem. Basis pursuit denoise (BPDN) fits the least-squares problem only approximat...
Ewout van den Berg, Michael P. Friedlander
SIAMSC
2008
127views more  SIAMSC 2008»
13 years 9 months ago
Fast (Structured) Newton Computations
Abstract. Many vector-valued functions, representing expensive computations, are also structured computations. In this case the calculation of the Newton step can be greatly accele...
Thomas F. Coleman, Wei Xu
SIAMSC
2008
134views more  SIAMSC 2008»
13 years 9 months ago
Efficient Solution of Anisotropic Lattice Equations by the Recovery Method
In a recent paper, the authors introduced the recovery method resp. local energy matching principle for solving large systems of lattice equations. The idea is to construct a part...
Ivo Babuska, S. A. Sauter
SIAMSC
2008
147views more  SIAMSC 2008»
13 years 9 months ago
Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs
We present a two-phase algorithm for solving large-scale quadratic programs (QPs). In the first phase, gradient-projection iterations approximately minimize an augmented Lagrangian...
Michael P. Friedlander, Sven Leyffer