@inproceedings{ded26289930b4dee9b2429dbbaea8ec0,
title = "Opticom and the iterative combination technique for convex minimisation",
abstract = "Since “A combination technique for the solution of sparse grid problems” Griebel et al. (1992), the sparse grid combination technique has been successfully employed to approximate sparse grid solutions of multi-dimensional problems. In this paperwe study the technique for a minimisation problem coming from statistics. Ourmethods can be applied to other convex minimisation problems.We improve the combination technique by adapting the “Opticom” method developed in Hegland et al. (Linear Algebra Appl 420:249–275, 2007). We also suggest how the Opticom method can be extended to other numerical problems. Furthermore, we develop a new technique of using the combination technique iteratively.We prove this method yields the true sparse grid solution rather than an approximation. We also present numerical results which illustrate our theory.",
author = "Matthias Wong and Markus Hegland",
note = "Publisher Copyright: {\textcopyright} Springer International Publishing Switzerland 2014.; 2nd Workshop on Sparse Grids and Applications, SGA 2012 ; Conference date: 02-07-2012 Through 06-07-2012",
year = "2014",
doi = "10.1007/978-3-319-04537-5_14",
language = "English",
series = "Lecture Notes in Computational Science and Engineering",
publisher = "Springer Verlag",
pages = "317--336",
editor = "Jochen Garcke and Dirk Pfluger",
booktitle = "Sparse Grids and Applications - Munich 2012",
address = "Germany",
}