Institut Namurois des systèmes complexes

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    Belgique

Résultat de recherche 1977 2020

Filtre
Article de travail
2020

Global and local information in structured derivative free optimization with BFO

Porcelli, M. & Toint, P., 15 janv. 2020, Arxiv, 27 p.

Résultats de recherche: Papier de travailArticle de travail

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Derivatives
Constrained optimization
Interpolation
2019
3 Downloads (Pure)

An algorithm for optimization with disjoint linear constraints and its application for predicting rain

Janjic, T., Ruckstuhl, Y. & Toint, P., 12 sept. 2019, Arxiv.

Résultats de recherche: Papier de travailArticle de travail

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Rain
Weather forecasting
Costs
4 Downloads (Pure)

Exploiting variable precision in GMRES

Gratton, S., Simon, E., Titley-Peloquin, D. & Toint, P., juil. 2019, 19 p.

Résultats de recherche: Papier de travailArticle de travail

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GMRES
Digital arithmetic
Arnoldi
Iterative Solver
Floating-point Arithmetic
2018
1 Downloads (Pure)

A note on solving nonlinear optimization problems in variable precision

Gratton, S. & Toint, P., 11 déc. 2018, Arxiv, 11 p.

Résultats de recherche: Papier de travailArticle de travail

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Function evaluation
Energy dissipation
Costs
Experiments

Inflation forecasts in the euro area: Are domestic and global factors useful in forecasting the mean and the distribution of euro area inflation?

Bereau, S., Faubert, V. & Schmidt, K., 2018, (Banque de France Working Papers series; Numéro 663).

Résultats de recherche: Papier de travailArticle de travail

11 Downloads (Pure)

Minimizing convex quadratics with variable precision Krylov methods

Gratton, S., Simon, E. & Toint, P., 2018, (Soumis) Arxiv, 26 p.

Résultats de recherche: Papier de travailArticle de travail

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Krylov Methods
Quadratic Optimization
Cross product
Matrix Product
Conjugate Gradient
2017
5 Downloads (Pure)

On the use of the saddle formulation in weakly-constrained 4D-VAR data assimilation

Gratton, S., Gürol, S., Simon, E. & Toint, P., 20 sept. 2017, (Soumis) Arxiv.

Résultats de recherche: Papier de travailArticle de travail

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Data Assimilation
Saddle
Parallel processing systems
data assimilation
parallel computing
27 Downloads (Pure)

Worst-case evaluation complexity and optimality of second-order methods for nonconvex smooth optimization

Cartis, C., Gould, N. I. M. & Toint, P., 22 sept. 2017, Arxiv, 35 p.

Résultats de recherche: Papier de travailArticle de travail

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Newton-Raphson method
Optimality
Optimization
Function evaluation
Evaluation
2016
11 Downloads (Pure)

Quantifying the degree of average contraction of Collatz orbits

Carletti, T. & Fanelli, D., 21 déc. 2016, (Soumis) Namur center for complex systems, 18 p.

Résultats de recherche: Papier de travailArticle de travail

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Contraction
Orbit
Modulo
Integer
Iterate
2015
24 Downloads (Pure)

Improved worst-case evaluation complexity for potentially rank-deficient nonlinear least-Euclidean-norm problems using higher-order regularized models

Cartis, C., Gould, N. I. M. & Toint, P., 18 nov. 2015, 18 p. (naXys technical report).

Résultats de recherche: Papier de travailArticle de travail

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Euclidean norm
Local Minimizer
Vector-valued Functions
Taylor series
Criticality

The Impact of Sovereign Credit Rating Surprises on Asset Price Dynamics in Europe

Girard, A., Bernal Diaz, O. & Gnabo, J-Y., 2015, (En préparation).

Résultats de recherche: Papier de travailArticle de travail

Yield spread
Asset prices
Surprise
Credit rating
Price dynamics
10 Downloads (Pure)

Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models

Birgin, E., Gardenghi, J., Martinez, J-M., Santos, S. A. & Toint, P., juin 2015, 2015: Namur center for complex systems, 8 p. (naXys Technical Reports; Vol 05-2015).

Résultats de recherche: Papier de travailArticle de travail

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Unconstrained Optimization
Nonlinear Optimization
Higher Order
Derivatives
Derivative
2014
117 Downloads (Pure)

An Interior-Point Trust-Funnel Algorithm for Nonlinear Optimization using a Squared-Violation Feasibility Measure

Curtis, F., Gould, N. I. M., Robinson, D. & Toint, P., 2 janv. 2014, Rutherford Appleton Laboratory, 43 p.

Résultats de recherche: Papier de travailArticle de travail

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Interior Point
Nonlinear Optimization
Matrix Derivative
Merit Function
Quadratic Optimization

Economic Policy Uncertainty and risk spillovers in the Eurozone

Guilmin, G., Bernal Diaz, O. & Gnabo, J-Y., 2014.

Résultats de recherche: Papier de travailArticle de travail

2013
12 Downloads (Pure)

Adaptive Observations And Multilevel Optimization In Data Assimilation

Gratton, S., Rincon-Camacho, M. & Toint, P., 2013, Namur: Namur center for complex systems, 18 p.

Résultats de recherche: Papier de travailArticle de travail

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data assimilation
decomposition
wave equation
weather
prediction
63 Downloads (Pure)

An example of slow convergence for Newton's method on a function with globally Lipschitz continuous Hessian

Cartis, C., Gould, N. I. M. & Toint, P., 5 mai 2013, Namur center for complex systems, 9 p.

Résultats de recherche: Papier de travailArticle de travail

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Unconstrained Minimization
Steepest Descent Method
Evaluation Function
Terminate
Iterate

Assessing the Contribution of Banks, Insurance and Other Financial Services to Systemic Risk

Bernal Diaz, O., Gnabo, J-Y. & Guilmin, G., 2013, (Non publié).

Résultats de recherche: Papier de travailArticle de travail

2012

Sovereign bond spreads: the role of debt accumulation

Gnabo, J-Y. & Bernal Diaz, O., 2012, (Non publié).

Résultats de recherche: Papier de travailArticle de travail

2011
8 Downloads (Pure)
File
Forced oscillation
Integrable Systems
Numerical Algorithms
Search Algorithm
Initial conditions
2009
20 Downloads (Pure)

About the impossibility to prove P=NP or P!=NP and the pseudo-randomness in NP

Rémon, M., 4 avr. 2009.

Résultats de recherche: Papier de travailArticle de travail

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