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pro vyhledávání: '"Ron Estrin"'
Autor:
Ron Estrin, Michael P. Friedlander
Publikováno v:
Optimization Letters. 14:1989-2006
Level-set methods for convex optimization are predicated on the idea that certain problems can be parameterized so that their solutions can be recovered as the limiting process of a root-finding procedure. This idea emerges time and again across a ra
Publikováno v:
SIAM Journal on Scientific Computing. 42:A1836-A1859
We build upon Estrin et al. (2019) to develop a general constrained nonlinear optimization algorithm based on a smooth penalty function proposed by Fletcher (1970, 1973b). Although Fletcher's approach has historically been considered impractical, we
Publikováno v:
SIAM Journal on Matrix Analysis and Applications. 40:235-253
For positive definite and semidefinite consistent $Ax_\star=b$, we use the Gauss--Radau approach of Golub and Meurant (1997) to obtain an upper bound on the error $\|x_\star-x_k^L\|_2$ for SYMMLQ i...
Publikováno v:
SIAM Journal on Matrix Analysis and Applications. 40:1102-1124
We describe LNLQ for solving the least-norm problem min $\|x\|$ subject to $Ax=b$, using the Golub--Kahan bidiagonalization of $[b\ A]$. Craig's method is known to be equivalent to applying the con...
Publikováno v:
SIAM Journal on Matrix Analysis and Applications. 40:254-275
We propose an iterative method named LSLQ for solving linear least-squares problems of any shape. The method is based on the Golub and Kahan (1965) process, where the dominant cost consists in prod...
Autor:
Ron Estrin, Chen Greif
Publikováno v:
SIAM Journal on Scientific Computing. 40:A1884-A1914
We introduce a new family of saddle-point minimum residual methods for iteratively solving saddle-point systems using a minimum or quasi-minimum residual approach. No symmetry assumptions are made. The basic mechanism underlying the method is a novel
Autor:
Chen Greif, Ron Estrin
Publikováno v:
Numerical Linear Algebra with Applications. 23:693-705
We present an analysis for minimizing the condition number of nonsingular parameter-dependent 2 2 block-structured saddle-point matrices with a maximally rank-deficient (1,1) block. The matrices arise from an augmented Lagrangian approach. Using quas
Autor:
Chen Greif, Ron Estrin
Publikováno v:
SIAM Journal on Matrix Analysis and Applications. 36:367-384
We consider nonsingular saddle-point matrices whose leading block is maximally rank deficient, and show that the inverse in this case has unique mathematical properties. We then develop a class of indefinite block preconditioners that rely on approxi