Sciweavers

10 search results - page 2 / 2
» Conjugate gradient sparse solvers: performance-power charact...
Sort
View
93
Voted
SIAMJO
2010
128views more  SIAMJO 2010»
14 years 7 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 5 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
135
Voted
ICCV
2011
IEEE
14 years 1 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
113
Voted
SC
1992
ACM
15 years 5 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, ...
100
Voted
SIAMJO
2000
74views more  SIAMJO 2000»
15 years 26 days 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