
AIR tools
 Referenced in 63 articles
[sw09203]
 addition we provide a few simplified test problems from medical and seismic tomography. For each ... choosing the relaxation parameter and the stopping rule. The relaxation parameter can be fixed ... that finds the optimal parameter for a given test problem. The stopping rules provided ... training” can be used to find the optimal discrepancy parameter...

mlOSP
 Referenced in 1 article
[sw36181]
 computational template for Machine Learning for Optimal Stopping Problems. The template is implemented ... Regression Monte Carlo (RMC) approaches to optimal stopping, providing a stateoftheart, open...

SCS
 Referenced in 36 articles
[sw16632]
 Splitting conic solver: Conic Optimization via Operator Splitting and Homogeneous SelfDual Embedding. We introduce ... homogeneous selfdual embedding, an equivalent feasibility problem involving finding a nonzero point ... firstorder methods scale to very large problems, at the cost of lower accuracy. Compared ... subspace, scaling the original problem data, and stopping criteria. We describe an opensource implementation...

BLITZ
 Referenced in 5 articles
[sw37121]
 algorithm for scaling sparse optimization. By reducing optimization to a sequence of small subproblems, working ... achieve fast convergence times for many challenging problems. Despite excellent performance, theoretical understanding of working ... heuristics to determine subproblem size, makeup, and stopping criteria. We propose BLITZ, a fast working ... toward convergence. This result motivates methods for optimizing algorithmic parameters and discarding irrelevant variables...

FASTA
 Referenced in 10 articles
[sw37234]
 FASTA Implementation. Nondifferentiable and constrained optimization play a key role in machine learning, signal ... communications, and beyond. For highdimensional minimization problems involving large datasets or many unknowns ... implementation concerns. Issues like stepsize selection, acceleration, stopping conditions, and initialization are considered. Numerical experiments...

GenConstraint
 Referenced in 2 articles
[sw33395]
 software used to solve constrained optimization problems with a modified genetic algorithm, which utilizes ... trial solutions and terminates using a stochastic stopping rule. The software is written entirely ... some experiments on a series of optimization problems. Also, the proposed software was tested...

Celer
 Referenced in 2 articles
[sw37123]
 reducing the size of the optimization problem at hand. In the context of regression, this ... enables a tighter control of optimality as used in stopping criterion, as well as better ... significant computational speedups on multiple realworld problems...

marqLevAlg
 Referenced in 1 article
[sw35067]
 Optimization Based on MarquardtLevenberg Algorithm. This algorithm provides a numerical solution to the problem ... function. It is particularly suited for complex problems and more efficient than the GaussNewton ... parallelized and convergence relies on a stringent stopping criterion based on the first and second...

FEMOEA
 Referenced in 3 articles
[sw19640]
 applied to many nonlinear multiobjective optimization problems is proposed. Its aim is to quickly ... radius value, which decreases as the optimization procedure evolves. This mechanism helps to maintain ... extension of the local optimizer SASS and improves a given solution along a search direction ... termination criterion has also been proposed, which stops the algorithm if the distances between...

ACRITHXSC
 Referenced in 49 articles
[sw00015]
 ACRITHXSC is a Fortranlike programming language...

ADOLC
 Referenced in 239 articles
[sw00019]
 ADOLC: Automatic Differentiation of C/C++. We present...

ALBERT
 Referenced in 82 articles
[sw00025]
 ALBERT  Software for scientific computations and applications. Adaptive...

CADNA
 Referenced in 42 articles
[sw00098]
 CADNA: a library for estimating roundoff error...

CXSC 2.0
 Referenced in 125 articles
[sw00182]
 A C++ class library for extended scientific computing...

GAUSS
 Referenced in 119 articles
[sw00322]
 The GAUSS Mathematical and Statistical System is a...

KNITRO
 Referenced in 179 articles
[sw00490]
 KNITRO is a solver for nonlinear optimization. It...

LANCELOT
 Referenced in 299 articles
[sw00500]
 LANCELOT. A Fortran package for largescale nonlinear...

LAPACK
 Referenced in 1642 articles
[sw00503]
 LAPACK is written in Fortran 90 and provides...

LSQR
 Referenced in 367 articles
[sw00530]
 Algorithm 583: LSQR: Sparse Linear Equations and Least...

Maple
 Referenced in 5124 articles
[sw00545]
 The result of over 30 years of cutting...