Iterative Toeplitz solvers with local quadratic convergence
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Expectation propagation (EP) is a widely successful algorithm for variational inference. EP is an iterative algorithm used to approximate complicated distributions, typically to find a Gaussian approximation of posterior distributions. In many applications ...
Finding convergence rates for numerical optimization algorithms is an important task, because it gives a justification to their use in solving practical problems, while also providing a way to compare their efficiency. This is especially useful in an async ...
The desire to operate chemical processes in a safe and economically optimal way has motivated the development of so-called real-time optimization (RTO) methods [1]. For continuous processes, these methods aim to compute safe and optimal steady-state set ...
Computational micromechanics and homogenization require the solution of the mechanical equilibrium of a periodic cell that comprises a (generally complex) microstructure. Techniques that apply the Fast Fourier Transform have attracted much attention as the ...
A novel method for approximating structured singular values (also known as values) is proposed and investigated. These quantities constitute an important tool in the stability analysis of uncertain linear control systems as well as in structured eigenvalue ...
This work develops a distributed optimization strategy with guaranteed exact convergence for a broad class of left-stochastic combination policies. The resulting exact diffusion strategy is shown in Part II to have a wider stability range and superior conv ...
A novel method for approximating structured singular values (also known as μ- values) is proposed and investigated. These quantities constitute an important tool in the stability analysis of uncertain linear control systems as well as in structured eig ...
Effectively solving many inverse problems in engineering requires to leverage all possible prior information about the structure of the signal to be estimated. This often leads to tackling constrained optimization problems with mixtures of regularizers. Pr ...
An optimization based algorithm is proposed for solving elliptic problems with highly oscillatory coecients that do not exhibit scale separation in a subregion of the physical domain. The given method, written as a constrained minimization problem couples ...
The pseudospectral abscissa and the stability radius are well-established tools for quantifying the stability of a matrix under unstructured perturbations. Based on first-order eigenvalue expansions, Guglielmi and Overton [SIAM J. Matrix Anal. Appl., 32 (2 ...