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A stochastic approximation method that functions by placing conditions on iterative step sizes and whose convergence is guaranteed under mild conditions. However, the method ...

The primes with Legendre symbol (n/p)=1 (less than N=pi(d) for trial divisor d) which need be considered when using the quadratic sieve factorization method.

Differential evolution is a stochastic parallel direct search evolution strategy optimization method that is fairly fast and reasonably robust. Differential evolution is ...

An initial point that provides safe convergence of Newton's method (Smale 1981; Petković et al. 1997, p. 1).

A generalization of the Runge-Kutta method for solution of ordinary differential equations, also called Rosenbrock methods.

A generalization of the Runge-Kutta method for solution of ordinary differential equations, also called Kaps-Rentrop methods.

Newton's method for finding roots of a complex polynomial f entails iterating the function z-[f(z)/f^'(z)], which can be viewed as applying the Euler backward method with ...

A method of stochastic optimization including techniques such as gradient search or Robbins-Monro stochastic approximation.

For discrete problems in which no efficient solution method is known, it might be necessary to test each possibility sequentially in order to determine if it is the solution. ...

Chebyshev iteration is a method for solving nonsymmetric problems (Golub and van Loan 1996, §10.1.5; Varga, 1962, Ch. 5). Chebyshev iteration avoids the computation of inner ...