This monograph covers recent advances in a range of acceleration techniques frequently used in convex optimization. Using quadratic optimization problems, the authors introduce two key families of methods, namely momentum and nested optimization schemes. These methods are covered in detail and include Chebyshev Acceleration, Nonlinear Acceleration, Nesterov Acceleration, Proximal Acceleration and Catalysts and Restart Schemes.This book provides the reader with an in-depth description of the developments in Acceleration Methods since the early 2000s, whilst referring the reader back to underpinning earlier work for further understanding. This topic is important in the modern-day application of convex optimization techniques in many applicable areas.This book is an introduction to the topic that enables the reader to quickly understand the important principles and apply the techniques to their own research.

http://www.worldscientific.com/worldscibooks/10.1142/1888

Table of contents

Applied Iterative Methods

A comprehensive textbook for advanced undergraduate or graduate students.

Advanced FDTD Methods: Parallelization, Acceleration, and Engineering Applications -- Contents -- Preface -- Chapter 1 Computational Electromagnetic Methods -- 1.1 FDTD METHOD -- 1.1.1 FDTD Update Equations -- 1.1.2 Stability Analysis -- 1.1.3 Boundary Conditions -- 1.2 METHOD OF MOMENTS -- 1.3 FINITE ELEMENT METHOD -- 1.3.1 Scalar Formulation -- 1.3.2 Vector Formulation -- 1.4 FINITE INTEGRATION TECHNIQUE -- References -- Chapter 2 FDTD Optimization and Acceleration -- 2.1 INTRODUCTION TO CPU ARCHITECTURE -- 2.2 SSE INSTRUCTION SET -- 2.3 CACHE OPTIMIZATION -- 2.4 TASK PARALLELIZATION AND BUNDLING -- 2.5 PREFETCH -- 2.6 READING OR WRITING COMBINATION -- 2.7 MATERIAL LOOP-UP TABLE -- 2.8 NUMA OPTIMIZATION -- 2.9 IMPLEMENTATION OF VALU FDTD METHOD -- References -- Chapter 3 Parallel FDTD Method and Systems -- 3.1 PARALLEL FDTD METHOD -- 3.2 OPENMP FOR MULTICORE PROCESSORS -- 3.3 MPI TECHNIQUE -- 3.4 NETWORK CARD, SWITCH, AND CABLE -- References -- Chapter 4 Electromagnetic Simulation Techniques -- 4.1 MESH GENERATION TECHNIQUES -- 4.2 BASIC SIMULATION PROCEDURE -- 4.3 DIPOLE ANTENNA -- 4.4 VIVALDI ANTENNA SIMULATION -- 4.5 BANDED MICROWAVE CONNECTOR -- 4.6 PARALLEL LINES -- 4.7 TWO-PORT ANTENNA -- 4.8 SLOT COUPLING -- 4.9 MICROWAVE FILTER -- 4.10 OPTIMIZATION AND PARAMETER SCAN -- 4.11 PERIODIC STRUCTURE SIMULATION -- 4.12 GROUND PENETRATING RADAR MODEL -- 4.13 MICROWAVE CONNECTOR -- References -- Chapter 5 EM Simulation Software Benchmarks -- 5.1 BASIC STEPS IN EM SIMULATION -- 5.1.1 HFSS -- 5.1.2 CST -- 5.1.3 FEKO -- 5.1.4 GEMS -- 5.2 HARDWARE PLATFORMS -- 5.3 PATCH ANTENNA -- 5.4 VIVALDI ANTENNA -- 5.5 SCATTERING OF DIELECTRIC SPHERE -- 5.6 CELL PHONE ANTENNA -- 5.7 ELECTROMAGNETIC BANDGAP STRUCTURE -- 5.8 STANDARD SAR TEST -- 5.9 WAVEGUIDE FILTER -- References -- Chapter 6 Large Multiscale Problem Solving -- 6.1 RADIO FREQUENCY PROTECTION.

The ultimate guide to trading systems, fully revised and updated For nearly thirty years, professional and individual traders have turned to Trading Systems and Methods for detailed information on indicators, programs, algorithms, and systems, and now this fully revised Fifth Edition updates coverage for today's markets. The definitive reference on trading systems, the book explains the tools and techniques of successful trading to help traders develop a program that meets their own unique needs. Presenting an analytical framework for comparing systematic methods and techniques, this new edition offers expanded coverage in nearly all areas, including trends, momentum, arbitrage, integration of fundamental statistics, and risk management. Comprehensive and in-depth, the book describes each technique and how it can be used to a trader's advantage, and shows similarities and variations that may serve as valuable alternatives. The book also walks readers through basic mathematical and statistical concepts of trading system design and methodology, such as how much data to use, how to create an index, risk measurements, and more. Packed with examples, this thoroughly revised and updated Fifth Edition covers more systems, more methods, and more risk analysis techniques than ever before. The ultimate guide to trading system design and methods, newly revised Includes expanded coverage of trading techniques, arbitrage, statistical tools, and risk management models Written by acclaimed expert Perry J. Kaufman Features spreadsheets and TradeStation programs for a more extensive and interactive learning experience Provides readers with access to a companion website loaded with supplemental materials Written by a global leader in the trading field, Trading Systems and Methods, Fifth Edition is the essential reference to trading system design and methods updated for a post-crisis trading environment.

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