搜索结果: 1-12 共查到“知识库 线性代数 method”相关记录12条 . 查询时间(0.406 秒)
A bisection method for computing the H_infinity-norm of a transfer matrix and related problems
Transfer matrix singular value assessment the Hamiltonian matrix characteristic values of linear algebra
2015/8/13
Inspired by recent work of Byers we establish a simple connection between the singular values of a transfer matrix evaluated along the imaginary axis and the imaginary eigenvalues of a related Hamilto...
Method of centers for minimizing generalized eigenvalues
quasiconvex nondifferentiable optimization generalized eigenvalue linear fractional programming analytic center method of centers interior point method logarithmic barrier Newton algorithm path-following method ellipsoidal approximations
2015/8/12
We consider the problem of minimizing the largest generalized eigenvalue of a pair of symmetric matrices, each of which depends affinely on the decision variables. Although this problem may appear spe...
A primal-dual operator splitting method for conic optimization
Character segmentation conic optimization yield distributed linear algebra
2015/8/7
We develop a simple operator splitting method for solving a primal conic optimization problem; we show that the iterates also solve the dual problem. The resulting algorithm is very simple to describe...
The Nyström method for functional quantization with an application to the fractional Brownian motion
integral equation Nyströ m method Gaussian semi-martingale functional quantization
2010/12/1
In this article, the so-called "Nyström method" is tested to compute optimal quantizers of Gaussian processes. In particular, we derive the optimal quantization of the fractional Brownian motion ...
A direct method for solving the generalized sine-Gordon equation
generalized sine-Gordon equation direct method
2010/4/1
The generalized sine-Gordon (sG) equation was derived as an integrable generalization of the sG equation. In this paper, we develop a direct method for solving the generalized sG equation without reco...
A LQP BASED INTERIOR PREDICTION-CORRECTION METHOD} FOR NONLINEAR COMPLEMENTARITY PROBLEMS
2007/12/12
To solve nonlinear complementarity problems (NCP), at each iteration,
the classical proximal point algorithm solves a well-conditioned sub-NCP while the Logarithmic-Quadratic Proximal (LQP) method so...
A PROJECTION-TYPE METHOD FOR SOLVING VARIOUS WEBER PROBLEMS
Linear variational inequality Various Weber problems Projection-type method Slack technique
2007/12/12
This paper investigates various Weber problems including unconstrained
Weber problems and constrained
Weber problems under $l_1,l_2$ and $l_\infty$-norms. First with a
transformation technique vari...
A NEW SQP-FILTER METHOD FORSOLVING NONLINEAR PROGRAMMING PROBLEMS
Nonlinear programming Sequential quadratic programming Filter Restoration phase Maratos affects Global convergence Multi-objective optimization Quadratic programming subproblem
2007/12/12
In $\cite{Fletcher2002}$, Fletcher and Leyffer
present a new method that solves nonlinear programming problems without a
penalty function by SQP-Filter algorithm. It has attracted much attention
...
A DUAL COUPLED METHOD FOR BOUNDARY VALUE PROBLEMS OF PDE WITH COEFFICIENTS OF SMALL PERIOD
2007/12/11
In this paper the homogenization
method is improved to develop one kind of dual coupled approximate
method, which reflects both the macro-scope properties of whole structure
and its loadings, and m...
The analysis of the finite difference schemes with nonuniform meshes for
the problems of partial differential equations is extremely rare even
for very simple problems and even for the method of ful...
A Simple Method for Constructing Orthogonal Arrays By the Kronecker Sum
Difference matrices Kronecker sum mixed-level orthogonal arrays permutation matrices projection matrices
2007/12/11
In this article, we propose a new general approach to constructing asymmetrical orthogonal arrays, namely the Kronecker sum. It is interesting since a lot of new mixed-level orthogonal arrays can be o...
The multigrid algorithm in [13] is developed for solving nonlinear parabolic equations arising from the finite element discretization. The computational cost of the algorithm is approximate $O(N_kN)$ ...