3 papers
math.OC2012
Matrix-free Interior Point Method for Compressed Sensing Problems
Kimon Fountoulakis, Jacek Gondzio, Pavel Zhlobich
We consider a class of optimization problems for sparse signal reconstruction which arise in the field of Compressed Sensing (CS). A plethora of approaches and solvers exist for su…
math.NA2011
Multilevel quasiseparable matrices in PDE-constrained optimization
Jacek Gondzio, Pavel Zhlobich
Optimization problems with constraints in the form of a partial differential equation arise frequently in the process of engineering design. The discretization of PDE-constrained o…
math.NA2011
Differential qd algorithm with shifts for rank-structured matrices
Pavel Zhlobich
Although QR iterations dominate in eigenvalue computations, there are several important cases when alternative LR-type algorithms may be preferable. In particular, in the symmetric…