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FiOrdOs - Code Generation for First-Order Methods
(2012)FiOrdOs is a Matlab toolbox for C-code generation for the class of multi-parametric convex programs with a quadratic cost and a feasible set given as the intersection of an affine set and a simple convex set for which a projection can be evaluated at low cost. The toolbox implements both polyhedral and non-polyhedral simple sets, e.g. the simplex and the second-order cone respectively. Thus, solver code for problems beyond quadratic ...Presentation -
A multilevel Monte Carlo method for stochastic elliptic partial differential equations
(2012)Presentation -
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