The Legacy of ADI and LOD Methods and an Operator Splitting Algorithm for Solving Highly Oscillatory Wave Problems

2016 ◽  
pp. 215-230 ◽  
Author(s):  
Qin Sheng
Keyword(s):  
Operator Splitting ◽  
Splitting Algorithm ◽  
Highly Oscillatory ◽  
Wave Problems

scholarly journals COSMO: A Conic Operator Splitting Method for Convex Conic Problems

2021 ◽  
Vol 190 (3) ◽  
pp. 779-810
Author(s):  
Michael Garstka ◽  
Mark Cannon ◽  
Paul Goulart
Keyword(s):  
Convex Sets ◽  
Operator Splitting ◽  
Splitting Method ◽  
Computational Cost ◽  
Coefficient Matrix ◽  
Benchmark Problems ◽  
Portfolio Optimisation ◽  
Splitting Algorithm ◽  
Semidefinite Programs ◽  
Operator Splitting Method

AbstractThis paper describes the conic operator splitting method (COSMO) solver, an operator splitting algorithm and associated software package for convex optimisation problems with quadratic objective function and conic constraints. At each step, the algorithm alternates between solving a quasi-definite linear system with a constant coefficient matrix and a projection onto convex sets. The low per-iteration computational cost makes the method particularly efficient for large problems, e.g. semidefinite programs that arise in portfolio optimisation, graph theory, and robust control. Moreover, the solver uses chordal decomposition techniques and a new clique merging algorithm to effectively exploit sparsity in large, structured semidefinite programs. Numerical comparisons with other state-of-the-art solvers for a variety of benchmark problems show the effectiveness of our approach. Our Julia implementation is open source, designed to be extended and customised by the user, and is integrated into the Julia optimisation ecosystem.

scholarly journals Fast Computation of Integrals with Fourier-Type Oscillator Involving Stationary Point

Mathematics ◽  
2019 ◽  
Vol 7 (12) ◽  
pp. 1160 ◽  
Author(s):  
Sakhi Zaman ◽  
Irshad Hussain ◽  
Dhananjay Singh
Keyword(s):  
Collocation Method ◽  
Stationary Point ◽  
Numerical Evaluation ◽  
Oscillatory Integrals ◽  
Test Problems ◽  
Fast Computation ◽  
Splitting Algorithm ◽  
Highly Oscillatory ◽  
Highly Oscillatory Integrals ◽  
Fourier Type

An adaptive splitting algorithm was implemented for numerical evaluation of Fourier-type highly oscillatory integrals involving stationary point. Accordingly, a modified Levin collocation method was coupled with multi-resolution quadratures in order to tackle the stationary point and irregular oscillations of the integrand caused by ω . Some test problems are included to verify the accuracy of the proposed methods.

Operator splitting algorithm for isokinetic SLLOD molecular dynamics

2005 ◽  
Vol 122 (9) ◽  
pp. 094114 ◽  
Author(s):  
Guoai Pan ◽  
James F. Ely ◽  
Clare McCabe ◽  
Dennis J. Isbister
Keyword(s):  
Molecular Dynamics ◽  
Operator Splitting ◽  
Splitting Algorithm
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