In the paper, we study the mini-batch stochastic ADMMs (alternating direction method of multipliers) for the nonconvex nonsmooth optimization. We prove that, given an appropriate mini-batch size, the mini-batch stochastic ADMM without variance reduction (VR) technique is convergent and reaches the convergence rate of O(1/T ) to obtain a stationary point of the nonconvex optimization, where T de...

With increasing signal frequencies inductive effects of metallic interconnections in all kinds of packages become more and more important for the electrical performance of a circuit. During the design process it is therefore of interest to have a stable, fast and accurate simulation tool which is capable of extracting the inductance of large and complicated geometries. This work presents a new ...

In this paper we present an overview of classical results about the variance reduction technique of control variates. We emphasize aspects of the theory that are of importance to the practitioner, as well as presenting relevant applications.

In this article we discuss the multilevel Monte Carlo method for stochastic differential equations driven by jump-diffusion processes. We show that for a reasonable jump intensity the multilevel Monte Carlo method for jump-diffusions reduces the computational complexity compared to the standard Monte Carlo method significantly for a given mean square accuracy. Carrying out numerical experiments...

background: stomach cancer has the highest prevalence of gastrointestinal cancer in iran. therefore, the aim of this study was mapping stomach cancer rate in iran using area-to-area poisson kriging.   methods: data of 336 cities in iran was analyzed that was gathered by the ministry of health and medical education (in the non-infectious diseases management center) from 2003 to 2007. area-to-are...