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SIAMJO
2010
128views more  SIAMJO 2010»
14 years 6 months ago
Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm
We propose a Newton-CG primal proximal point algorithm for solving large scale log-determinant optimization problems. Our algorithm employs the essential ideas of the proximal poi...
Chengjing Wang, Defeng Sun, Kim-Chuan Toh
SC
2009
ACM
15 years 4 months ago
GPU based sparse grid technique for solving multidimensional options pricing PDEs
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...
Abhijeet Gaikwad, Ioane Muni Toke
ICCV
2011
IEEE
13 years 11 months ago
Generalized Subgraph Preconditioners for Large-Scale Bundle Adjustment
We present a generalized subgraph preconditioning (GSP) technique to solve large-scale bundle adjustment problems efficiently. In contrast with previous work which uses either di...
Yong-Dian Jian, Doru C. Balcan, Frank Dellaert
SC
1992
ACM
15 years 3 months ago
Scheduling Regular and Irregular Communication Patterns on the CM-5
In this paper, we study the communication characteristics of the CM-5 and the performance e ects of scheduling regular and irregular communication patterns on the CM-5. We conside...
Ravi Ponnusamy, Rajeev Thakur, Alok N. Choudhary, ...
SIAMJO
2000
74views more  SIAMJO 2000»
14 years 11 months ago
A Specialized Interior-Point Algorithm for Multicommodity Network Flows
Abstract. Despite the efficiency shown by interior-point methods in large-scale linear programming, they usually perform poorly when applied to multicommodity flow problems. The ne...
Jordi Castro