Technical Reports

2016

  • RAL-P-2015-008 (PDF(link opens in a new window))
    C. Cartis, N. I. M. Gould and Ph. L. Toint
    Second-order optimality and beyond: characterization and evaluation complexity in nonconvex convexly-constrained optimization

  • RAL-P-2016-006 (PDF(link opens in a new window))
    E. Chow and J. A. Scott
    On the use of iterative methods and blocking for solving sparse triangular systems in incomplete factorization preconditioning

  • RAL-P-2016-005 (PDF(link opens in a new window))
    J. A. Scott
    On using Cholesky-based factorizations for solving rank-deficient sparse linear least-squares problems

  • RAL-P-2016-004 (PDF(link opens in a new window))
    J. D. Hogg, J. A. Scott and H. S. Thorne
    Numerically-aware orderings for sparse symmetric linear systems

  • RAL-P-2016-003 (PDF(link opens in a new window))
    N. I. M. Gould and D. P. Robinson
    A dual gradient-projection method for large-scale strictly convex quadratic probems

  • RAL-P-2016-002 (PDF(link opens in a new window))
    D. Packwood, J. R. Kermode, L. Mones, N. Bernstein, J Woolley, N. I. M. Gould, C. Ortner and G. Csanyi
    A universal preconditioner for simulating condensed phase materials

  • RAL-P-2016-001 (PDF(link opens in a new window))
    J. A. Scott and M. Tuma
    Preconditioning of linear least squares by RIF for implicitly held normal equations

2015

  • RAL-TR-2015-011 (PDF(link opens in a new window))
    C. Cartis, N. I. M. Gould and Ph. L. Toint
    Improved worst-case evaluation complexity for potentially rank-deficient nonlinear least-Euclidean-norm problems using higher-order regularized models

  • RAL-P-2015-010 (PDF(link opens in a new window))
    N. I. M. Gould and J. A. Scott
    The state-of-the-art of preconditioners for sparse linear least-squares problems

  • RAL-TR-2015-010 (PDF(link opens in a new window))
    C. Cartis, N. I. M. Gould and Ph. L. Toint
    Evaluation complexity bounds for smooth constrained nonlinear optimization using scaled KKT conditions and high-order models

  • RAL-TR-2015-009 (PDF(link opens in a new window))
    N. I. M. Gould and J. A. Scott
    The state-of-the-art of preconditioners for sparse linear least-squares problems: the complete results

  • RAL-P-2015-005 (PDF(link opens in a new window))
    P. Dunning, E. Ovtchinnikov, J. A. Scott and A. Kim
    Level-set topology optimization with many linear buckling constraints using an efficient robust eigensolver

  • RAL-P-2015-004 (PDF(link opens in a new window))
    N. I. M. Gould and J. A. Scott
    A note on performance profiles for benchmarking software

  • RAL-P-2015-002 (PDF(link opens in a new window))
    J. A. Scott and M. Tuma
    Solving symmetric indefinite systems using memory efficient incomplete factorization preconditioners

2014

  • RAL-P-2014-016 (PDF(link opens in a new window))
    T. Rees and J. A. Scott
    The null-space method and its relationship with matrix factorizations for sparse saddle point systems

  • RAL-P-2014-014 (PDF(link opens in a new window))
    C. Cartis, N. I. M. Gould and Ph. L. Toint
    Worst-case evaluation complexity of regularization methods for smooth unconstrained optimization using Hölder continuous gradients

  • RAL-P-2014-013 (PDF(link opens in a new window))
    C. Cartis, N. I. M. Gould and Ph. L. Toint
    Corrigendum: On the complexity of finding first-order critical points in constrained nonlinear optimization

  • RAL-P-2014-012 (PDF(link opens in a new window))
    N. I. M. Gould, Y. Loh and D. P. Robinson
    A filter SQP method : local convergence and numerical results

  • RAL-P-2014-011 (PDF(link opens in a new window))
    F.E. Curtis, N.I.M. Gould, H. Jiang and D.P. Robinson
    "Adapting augmented Lagrangian methods: algorithms and practical numerical experience"

  • RAL-TR-2014-011 (PDF(link opens in a new window))
    J. A. Scott
    "Experiments using incomplete Cholesky factorization preconditioners for saddle-point systems arising in interior-point methods"

  • RAL-TR-2014-006 (PDF(link opens in a new window))
    N.I.M. Gould, C. Ortner and D. Packwood
    "An efficient dimer method with preconditioning and linesearch"

  • RAL-P-2014-007 (PDF(link opens in a new window))
    M. Arioli and I.S. Duff
    "Preconditioning of linear least-squares problems by identifying basic variables"

  • RAL-P-2014-006 (PDF(link opens in a new window))
    J.D. Hogg, E. Ovtchinnikov and J.A. Scott
    "A sparse symmetric indefinite direct solver for GPU architectures"

  • RAL-P-2014-005 (PDF(link opens in a new window))
    L.A. Drummond, I.S. Duff, R. Guivarch, D. Ruiz, and M. Zenadi
    "Partitioning strategies for the Block Cimmino algorithm"

  • RAL-P-2014-004 (PDF(link opens in a new window))
    O. Kaya, E. Kayaaslan, B. Uçar, and I.S. Duff
    "Fill-in reduction in sparse matrix factorizations using hypergraphs"

  • RAL-P-2014-003 (PDF(link opens in a new window))
    J.A. Scott and M. Tůma
    "On signed incomplete Cholesky factorization preconditioners for saddle-point systems"

  • RAL-P-2014-002 (PDF(link opens in a new window))
    J.D. Hogg and J.A. Scott
    "On the efficient scaling of sparse symmetric matrices using an auction algorithm"

  • RAL-P-2014-001 (PDF(link opens in a new window))
    F. E. Curtis, N. I. M. Gould, D. P. Robinson and Ph. L. Toint
    "An interior-point trust-funnel algorithm for nonlinear optimization"

  • RAL-TR-2014-001 (PDF (link opens in a new window))
    F. E. Curtis, N. I. M. Gould, D. P. Robinson and Ph. L. Toint
    "An interior-point trust-funnel algorithm for nonlinear optimization using a squared-violation feasibility measure"

2013

2012

2011

  • RAL-TR-2011-026 (PDF (link opens in a new window))
    M. Arioli, I.S. Duff, J.D. Hogg and H.S. Thorne
    "Guidelines for the development of MATLAB interfaces for HSL packages (revised for MATLAB 2011a)"

  • RAL-TR-2011-024 (PDF (link opens in a new window))
    J. D. Hogg and J. A. Scott
    "HSL_MA97 : a bit-compatible multifrontal code for sparse symmetric systems"

  • RAL-TR-2011-023 (PDF (link opens in a new window))
    I. S. Duff
    "European Exascale Software Initiative: numerical libraries, solvers, and algorithms"

  • RAL-TR-2011-022 (PDF (link opens in a new window))
    P. A. Browne, C. J. Budd, N. I. M. Gould, H. A. Kim and J. A. Scott
    "A fast method for binary programming using first order derivatives, with application to topology optimization with buckling constraints"

  • RAL-TR-2011-020 (PDF (link opens in a new window))
    J. M. Fowkes, N. I. M. Gould and C. L. Farmer
    "A branch and bound algorithm for the global optimization of Hessian Lipschitz continuous functions"

  • RAL-TR-2011-019 (PDF (link opens in a new window))
    J. A. Scott and Y. Hu
    "Level-based heuristics and hill climbing for the antibandwidth maximization problem"

  • RAL-TR-2011-017 (PDF (PDF - link opens in a new window))
    N. I. M. Gould, D. Orban and D. P. Robinson
    "Trajectory-following methods for large-scale degenerate quadratic programming"

  • RAL-TR-2011-016 (PDF (PDF - link opens in a new window))
    C. Cartis, N. I. M. Gould and Ph. L. Toint
    "A note about the complexity of minimizing Nesterov's smooth Chebyshev-Rosenbrock function"

  • RAL-TR-2011-015 (PDF (link opens in a new window))
    J. D. Hogg, J. K. Reid and J. A. Scott
    "Guidelines for the development of HSL software, 2011 version"

  • RAL-TR-2011-011 (PDF (link opens in a new window))
    C. Cartis, N. I. M. Gould and Ph. L. Toint
    "Optimal Newton-type methods for nonconvex smooth optimization problems"

  • RAL-TR-2011-010 (PDF (link opens in a new window))
    M. Arioli and J. A. Scott
    "Chebyshev acceleration of iterative refinement"

  • RAL-TR-2011-009 (PDF (link opens in a new window))
    N. I. M. Gould
    "How good are extrapolated bi-projection methods for linear feasibility problems?"

  • RAL-TR-2011-008 (PDF (link opens in a new window))
    C. Cartis, N. I. M. Gould and Ph. L. Toint
    "On the complexity of finding first-order critical points in constrained nonlinear optimization"

  • RAL-TR-2011-007 (PDF (link opens in a new window))
    N. I. M. Gould, M. Porcelli and Ph. L. Toint
    "Updating the regularization parameter in the adaptive cubic regularization algorithm"

  • RAL-TR-2011-006 (PDF (link opens in a new window))
    N. I. M. Gould, D. P. Robinson and Ph. L. Toint
    "Corrigendum: nonlinear programming without a penalty function or a filter"

  • RAL-TR-2011-005 (PDF (link opens in a new window))
    C. Cartis, N. I. M. Gould and Ph. L. Toint
    "On the evaluation complexity of composite function minimization with applications to nonconvex nonlinear programming"

  • RAL-TR-2011-002 (PDF (link opens in a new window))
    C. Cartis, N. I. M. Gould and Ph. L. Toint
    "Complexity bounds for second-order optimality in unconstrained optimization"

  • RAL-P-2011-001 (PDF (link opens in a new window))
    I. S. Duff and K. Kaya
    "Preconditioners based on strong components"

2010

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1970 - 1990


The group has also issued the following Numerical Analysis Group Internal Reports:

RCUK