• 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 state-of-the-art, open...
  • SCS

  • Referenced in 36 articles [sw16632]
  • Splitting conic solver: Conic Optimization via Operator Splitting and Homogeneous Self-Dual Embedding. We introduce ... homogeneous self-dual embedding, an equivalent feasibility problem involving finding a nonzero point ... first-order 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 open-source 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. Non-differentiable and constrained optimization play a key role in machine learning, signal ... communications, and beyond. For high-dimensional 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 real-world problems...
  • marqLevAlg

  • Referenced in 1 article [sw35067]
  • Optimization Based on Marquardt-Levenberg Algorithm. This algorithm provides a numerical solution to the problem ... function. It is particularly suited for complex problems and more efficient than the Gauss-Newton ... 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 multi-objective 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...
  • ADOL-C

  • Referenced in 239 articles [sw00019]
  • ADOL-C: 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 round-off error...
  • C-XSC 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 large-scale 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...