Related papers: Single-step triangular splitting iteration method …
We investigate a modified split-step Fourier method (SSFM) by including low-pass filters in the linear steps. This method can simultaneously achieve a higher simulation accuracy and a slightly reduced complexity.
Multistep matrix splitting iterations serve as preconditioning for Krylov subspace methods for solving singular linear systems. The preconditioner is applied to the generalized minimal residual (GMRES) method and the flexible GMRES (FGMRES)…
This paper presents enhancement strategies for the Hermitian and skew-Hermitian splitting method based on gradient iterations. The spectral properties are exploited for the parameter estimation, often resulting in a better convergence. In…
We propose an improved successive branch reduction (SBR) method to solve stochastic distribution network reconfiguration (SDNR), a mixed-integer program that is known to be computationally challenging. First, for a special distribution…
The paper studies the convergence of some parallel multisplitting block iterative methods for the solution of linear systems arising in the numerical solution of Euler equations. Some sufficient conditions for convergence are proposed. As…
We develop a Sequential Quadratic Optimization (SQP) algorithm for minimizing a stochastic objective function subject to deterministic equality constraints. The method utilizes two different stepsizes, one which exclusively scales the…
The two-stage strategy has been widely used in image classification. However, these methods barely take the classification criteria of the first stage into consideration in the second prediction stage. In this paper, we propose a novel…
We propose a new exact approach for solving integer linear programming (ILP) problems which we will call projective splitting algorithms (PSAs). Unlike classical methods for solving ILP problems, PSAs conduct the search for the optimal…
Clinically useful proton Computed Tomography images will rely on algorithms to find the three-dimensional proton stopping power distribution that optimally fits the measured proton data. We present a least squares iterative method with many…
In this paper, based on a double inertial extrapolation steps strategy and relaxation techniques, we introduce a new Tseng splitting method with double inertial extrapolation steps and self-adaptive step sizes for solving monotone inclusion…
In this paper we develop random block coordinate gradient descent methods for minimizing large scale linearly constrained separable convex problems over networks. Since we have coupled constraints in the problem, we devise an algorithm that…
In this paper we present splitting methods which are based on iterative schemes and applied to stochastic nonlinear Schroedinger equation. We will design stochastic integrators which almost conserve the symplectic structure. The idea is…
Splitting methods are widely used for solving initial value problems (IVPs) due to their ability to simplify complicated evolutions into more manageable subproblems which can be solved efficiently and accurately. Traditionally, these…
This article introduces an iterative method for solving nonsingular non-Hermitian positive semidefinite systems of linear equations. To construct the iteration process, the coefficient matrix is split into two non-Hermitian positive…
This paper presents a smart meter phase identification algorithm for two cases: meter-phase-label-known and meter-phase-label-unknown. To improve the identification accuracy, a data segmentation method is proposed to exclude data segments…
We propose a novel time stepping method for linear poroelasticity by extending a recent iterative decoupling approach to the second-order case. This results in a two-step scheme with an inner iteration and a relaxation step. We prove…
The most widely used algorithm for floating point complex division, known as Smith's method, may fail more often than expected. This document presents two improved complex division algorithms. We present a proof of the robustness of the…
The time-symmetric block time--step (TSBTS) algorithm is a newly developed efficient scheme for $N$--body integrations. It is constructed on an era-based iteration. In this work, we re-designed the TSBTS integration scheme with dynamically…
Stochastic Optimization is a cornerstone of operations research, providing a framework to solve optimization problems under uncertainty. Despite the development of numerous algorithms to tackle these problems, several persistent challenges…
We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…