It has been shown that the sparse grid combination technique can be a practical tool to solve high dimensional PDEs arising in multidimensional option pricing problems in finance...
The linear systems associated with large, sparse, symmetric, positive definite matrices are often solved iteratively using the preconditioned conjugate gradient method. We have d...
A parallel implementation of the specialized interior-point algorithm for multicommodity network flows introduced in [5] is presented. In this algorithm, the positive definite syst...
Abstract. We present the design and implementation of a new inexact Newton type algorithm for solving large-scale bundle adjustment problems with tens of thousands of images. We ex...
Vectorless power grid verification makes it possible to evaluate worst-case voltage drops without enumerating possible current waveforms. Under linear current constraints, the vec...