Displaying similar documents to “Efficient numerical algorithms for balanced stochastic truncation”

Reduction of large circuit models via low rank approximate gramians

Jing-Rebecca Li, Jacob White (2001)

International Journal of Applied Mathematics and Computer Science

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We describe a model reduction algorithm which is well-suited for the reduction of large linear interconnect models. It is an orthogonal projection method which takes as the projection space the sum of the approximate dominant controllable subspace and the approximate dominant observable subspace. These approximate dominant subspaces are obtained using the Cholesky Factor ADI (CF-ADI) algorithm. We describe an improvement upon the existing implementation of CF-ADI which can result in...

On superlinear multiplier update methods for partial augmented Lagrangian techniques.

Eugenio Mijangos (2002)

Qüestiió

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The minimization of a nonlinear function with linear and nonlinear constraints and simple bounds can be performed by minimizing an augmented Lagrangian function, including only the nonlinear constraints. This procedure is particularly interesting in case that the linear constraints are flow conservation equations, as there exist efficient techniques to solve nonlinear network problems. It is then necessary to estimate their multipliers, and variable reduction techniques can be used to...