17 citations · 84 across the 29 of their papers we have counts for
5 papers · 1 filter
An algorithm for optimization with disjoint linear constraints and its application for predicting rain
Tijana Janjic, Yvonne Ruckstuhl, Philippe L. Toint
A specialized algorithm for quadratic optimization (QO, or, formerly, QP) with disjoint linear constraints is presented. In the considered class of problems, a subset of variables…
Exploiting variable precision in GMRES
Serge Gratton, Ehouarn Simon, David Titley-Peloquin +1
We describe how variable precision floating point arithmetic can be used in the iterative solver GMRES. We show how the precision of the inner products carried out in the algorithm…
High-Order Evaluation Complexity for Convexly-Constrained Optimization with Non-Lipschitzian Group Sparsity Terms
X. Chen, Ph. L. Toint
This paper studies high-order evaluation complexity for partially separable convexly-constrained optimization involving non-Lipschitzian group sparsity terms in a nonconvex objecti…
Minimization of nonsmooth nonconvex functions using inexact evaluations and its worst-case complexity
S. Gratton, E. Simon, Ph. L. Toint
An adaptive regularization algorithm using inexact function and derivatives evaluations is proposed for the solution of composite nonsmooth nonconvex optimization. It is shown that…
Bernstein Concentration Inequalities for Tensors via Einstein Products
Z. Luo, L. Qi, Ph. L. Toint
A generalization of the Bernstein matrix concentration inequality to random tensors of general order is proposed. This generalization is based on the use of Einstein products betwe…