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  2. Multigrid method - Wikipedia

    en.wikipedia.org/wiki/Multigrid_method

    Differential equation. In numerical analysis, a multigrid method (MG method) is an algorithm for solving differential equations using a hierarchy of discretizations. They are an example of a class of techniques called multiresolution methods, very useful in problems exhibiting multiple scales of behavior. For example, many basic relaxation ...

  3. Interior-point method - Wikipedia

    en.wikipedia.org/wiki/Interior-point_method

    An interior point method was discovered by Soviet mathematician I. I. Dikin in 1967. [1] The method was reinvented in the U.S. in the mid-1980s. In 1984, Narendra Karmarkar developed a method for linear programming called Karmarkar's algorithm, [2] which runs in provably polynomial time (() operations on L-bit numbers, where n is the number of variables and constants), and is also very ...

  4. Alternating-direction implicit method - Wikipedia

    en.wikipedia.org/wiki/Alternating-direction...

    Alternating-direction implicit method. In numerical linear algebra, the alternating-direction implicit (ADI) method is an iterative method used to solve Sylvester matrix equations. It is a popular method for solving the large matrix equations that arise in systems theory and control, [1] and can be formulated to construct solutions in a memory ...

  5. Second-order cone programming - Wikipedia

    en.wikipedia.org/wiki/Second-order_cone_programming

    Second-order cone programming. A second-order cone program (SOCP) is a convex optimization problem of the form. where the problem parameters are , and . is the optimization variable. is the Euclidean norm and indicates transpose. [1] The "second-order cone" in SOCP arises from the constraints, which are equivalent to requiring the affine ...

  6. Numerical methods for ordinary differential equations - Wikipedia

    en.wikipedia.org/wiki/Numerical_methods_for...

    Because of this, different methods need to be used to solve BVPs. For example, the shooting method (and its variants) or global methods like finite differences, [3] Galerkin methods, [4] or collocation methods are appropriate for that class of problems. The Picard–Lindelöf theorem states that there is a unique solution, provided f is ...

  7. Millennium Prize Problems - Wikipedia

    en.wikipedia.org/wiki/Millennium_Prize_Problems

    The Millennium Prize Problems are seven well-known complex mathematical problems selected by the Clay Mathematics Institute in 2000. The Clay Institute has pledged a US $1 million prize for the first correct solution to each problem. The Clay Mathematics Institute officially designated the title Millennium Problem for the seven unsolved ...

  8. Exact cover - Wikipedia

    en.wikipedia.org/wiki/Exact_cover

    The problem of tiling a 60-square board with the 12 different free pentominoes is an example of an exact cover problem, as Donald Knuth explains in his paper "Dancing links." [ 5 ] For example, consider the problem of tiling with pentominoes an 8×8 chessboard with the 4 central squares removed:

  9. Nelder–Mead method - Wikipedia

    en.wikipedia.org/wiki/Nelder–Mead_method

    Nelder–Mead minimum search of Simionescu's function. Simplex vertices are ordered by their value, with 1 having the lowest (best) value. The Nelder–Mead method (also downhill simplex method, amoeba method, or polytope method) is a numerical method used to find the minimum or maximum of an objective function in a multidimensional space.