The spectral barrier method to solve analytic convex optimization problems in function spaces
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 729680 (Why is no real title available?)
- scientific article; zbMATH DE number 2143551 (Why is no real title available?)
- scientific article; zbMATH DE number 1820648 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- A mathematical view of interior-point methods in convex optimization
- Chebyshev and Fourier spectral methods.
- Compressed sensing
- Condition number estimates and weak scaling for 2-level 2-Lagrange multiplier methods for general domains and cross points
- Condition number estimates for the nonoverlapping optimized Schwarz method and the 2-Lagrange multiplier method for general domains and cross points
- Efficient algorithms for solving the p-Laplacian in polynomial time
- Fast structured direct spectral methods for differential equations with variable coefficients. I. The one-dimensional case
- Notes on the Stationary p-Laplace Equation
- On the geometric convergence of optimized Schwarz methods with applications to elliptic problems
- Optimized Schwarz and 2-Lagrange multiplier methods for multiscale elliptic PDEs
- Optimized domain decomposition methods for the spherical Laplacian
- Preparation theorems for matrix valued functions
- Schwarz preconditioners for stochastic elliptic PDEs
- Space-Time Approximation of Stochastic $p$-Laplace-Type Systems
This page was built for publication: The spectral barrier method to solve analytic convex optimization problems in function spaces
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6857878)