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math.OC2022
TROPHY: Trust Region Optimization Using a Precision Hierarchy
Richard J Clancy, Matt Menickelly, Jan Hückelheim +3
We present an algorithm to perform trust-region-based optimization for nonlinear unconstrained problems. The method selectively uses function and gradient evaluations at different…
math.OC2020
Robust Least Squares for Quantized Data Matrices
Richard Clancy, Stephen Becker
In this paper we formulate and solve a robust least squares problem for a system of linear equations subject to quantization error in the data matrix. Ordinary least squares fails…