- Referenced in 76 articles
- rational expectations models. We describe methods for solving general linear rational expectations models in continuous ... timing with or without exogenous variables. The methods are based on matrix eigenvalue decompositions...
- Referenced in 63 articles
- describes new recursive multilevel method for preconditioning of general sparse linear systems. This strategy ... authors’ codes BILUM and BILUTM. All these methods are based on a block incomplete...
- Referenced in 487 articles
- scale constrained optimization. Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained ... Here we consider problems with general inequality constraints (linear and nonlinear). We assume that first...
- Referenced in 160 articles
- solvers use general sparse matrix solvers for the linear systems that arise. Two others ... Krylov) methods instead of direct methods for these linear systems. The most recent addition ... LSODIS, which solves implicit problems with general sparse treatment of all matrices involved...
- Referenced in 201 articles
- implements a primal-dual interior-point method for general nonlinear programming. We focus in this ... algorithm as it applies to linear and quadratic programming with only brief mention...
- Referenced in 232 articles
- comprehensive introduction to linear, generalized linear, generalized additive and mixed models. Moreover, the book contains ... explanations of the theory underlying the statistical methods and material on statistical modelling...
- Referenced in 585 articles
- linear matrix inequalities. It employs an infeasible primal-dual predictor-corrector path-following method, with ... calculated via the Lanczos method. Numerical experiments show that this general purpose code can solve...
- Referenced in 395 articles
- methods for dense linear systems (also inner inclusions and structured matrices) sparse s.p.d. linear systems ... clusters, also inner inclusions and structured matrices) generalized eigenvalue problems (simple and clusters) quadrature...
- Referenced in 106 articles
- rays of a general convex polyhedron given by a system of linear inequalities ... efficient implementation of the double description method which is employed in cdd+. One useful feature ... hull problem which is to obtain a linear inequality representation of a convex polyhedron given ... these basic functions, cdd/cdd+ can solve the general linear programming (LP) problem to maximize...
- Referenced in 47 articles
- designed for solving general sparse linear systems by using Krylov subspace methods preconditioned by some ... preconditioning techniques. BILUM combines the benefits of generality and robustness of ILU preconditioning techniques with...
- Referenced in 70 articles
- lesser general public license) linear (integer) programming solver based on the revised simplex method...
- Referenced in 27 articles
- based on linear rational interpolation and generalizes the Newton rational Krylov method proposed ... companion-type linearization for obtaining a generalized eigenvalue problem with special structure. This structure ... particularly suited for the rational Krylov method. A new approach for the computation of rational...
- Referenced in 342 articles
- library. This paper presents and exercises a general structure for an object-oriented-enriched finite ... discontinuous quadrature rules); domain integral methods for homogeneous and bi-material interface cracks arbitrarily oriented ... sets, vector level sets or a standard method; standard and enriched approximations are independent; enrichment ... material models such as J2 plasticity with linear, isotropic and kinematic hardening. To illustrate...
- Referenced in 123 articles
- Laws Package” and was initially developed for linear and nonlinear hyperbolic systems of conservation laws ... high-resolution Godunov type methods using limiters in a general framework applicable to many applications...
- Referenced in 21 articles
- linear Optimization. General Non-linear Optimization Using Augmented Lagrange Multiplier Method...
- Referenced in 49 articles
- Fang and Y. Saad [Numer. Linear Algebra Appl., 16 (2009), pp. 197–221] has clarified ... updating) methods and extended it to define a broader Anderson family of acceleration methods ... usefulness as a general tool. We first show that, on linear problems, Anderson acceleration without ... certain sense to the generalized minimal residual (GMRES) method. We also show that the Type...
- Referenced in 24 articles
- generalized minimal residual (GMRES) methods and the quasi-minimal residual (QMR) method are two Krylov ... methods for solving linear systems. The main difference between these methods is the generation...
- Referenced in 60 articles
- PSwarm: a hybrid solver for linearly constrained global derivative-free optimization. PSwarm was developed originally ... pattern search method, or more specifically, a coordinate search method, which guarantees convergence to stationary ... feasible region, equipping the overall method with the capability of finding a global minimizer ... methods based only on function values. PSwarm is extended in this paper to handle general...
- Referenced in 80 articles
- combination of both, subject to general constraints. The method used is based on the idea ... approximated by piecewise constant or piecewise linear (continuous) functions defined on suitable partitions...
- Referenced in 154 articles
- library of iterative solvers for general sparse linear systems of equations. ITSOL can be viewed ... Algebraic Recursive Multilevel Solvers -- includes actually several methods - In particular the standard ARMS...