Arnold Neumaier

Prof. Dr. Arnold Neumaier

Department of Mathematics, University of Vienna, Vienna, Wien, Austria

Research Focus & Metrics

Academic Career Length

53Years (1974-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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1 January 1998 in SIAM Review
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ANArnold Neumaier
Arnold Neumaier
It is shown that the basic regularization procedures for finding meaningful approximate solutions of ill-conditioned or singular linear systems can be phrased and analyzed in terms of classical linear algebra that can be taught in any numerical analysis course. Apart from rewriting many known results in a more elementary form, we also derive a new two-parameter family of merit functions for the determination of the regularization parameter. The traditional merit functions from generalized cross validation (GCV) and generalized maximum likelihood (GML) are recovered as special cases.

1 June 1999 in Journal of Global Optimization
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WHWaltraud Huyer
Waltraud Huyer
ANArnold Neumaier
Arnold Neumaier

1 August 1998 in Computers & Chemical Engineering
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Journal Article
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CAC.S. Adjiman
C.S. Adjiman
SDS. Dallwig
S. Dallwig
CFC.A. Floudas
C.A. Floudas
ANArnold Neumaier
Arnold Neumaier

1 March 2001 in ACM Transactions on Mathematical Software
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Journal Article
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ANArnold Neumaier
Arnold Neumaier
TSTapio Schneider
Tapio Schneider
Dynamical characteristics of a complex system can often be inferred from analysis of a stochastic time series model fitted to observations of the system. Oscillations in geophysical systems, for example, are sometimes characterized by principal oscillation patterns, eigenmodes of estimated autoregressive (AR) models of first order. This paper describes the estimation of eigenmodes of AR models of arbitrary order. AR processes of any order can be decomposed into eigenmodes with characteristic oscillation periods, damping times, and excitations. Estimated eigenmodes and confidence intervals for the eigenmodes and their oscillation periods and damping times can be computed from estimated models parameters. As a computationally efficient method of estimating the parameters of AR models from high-dimensional data, a stepwise least squares algorithm is proposed. This algorithm computes models of successively decreasing order. Numerical simulations indicate that, with the least squares algorithm, the AR model coefficients and the eigenmodes derived from the coefficients and eigenmodes are rough approximations of the confidence intervals inferred from the simulaitons.

1 March 2001 in ACM Transactions on Mathematical Software
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TSTapio Schneider
Tapio Schneider
ANArnold Neumaier
Arnold Neumaier
ARfit is a collection of Matlab modules for modeling and analyzing multivariate time series with autoregressive (AR) models. ARfit contains modules to given time series data, for analyzing eigen modes of a fitted model, and for simulating AR processes. ARfit estimates the parameters of AR models from given time series data with a stepwise least squares algorithm that is computationally efficient, in particular when the data are high-dimensional. ARfit modules construct approximate confidence intervals for the estimated parameters and compute statistics with which the adequacy of a fitted model can be assessed. Dynamical characteristics of the modeled time series can be examined by means of a decomposition of a fitted AR model into eigenmodes and associated oscillation periods, damping times, and excitations. The ARfit module that performs the eigendecomposition of a fitted model also constructs approximate confidence intervals for the eigenmodes and their oscillation periods and damping times.

1 May 2004 in Acta Numerica
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ANArnold Neumaier
Arnold Neumaier
This survey covers the state of the art of techniques for solving general-purpose constrained global optimization problems and continuous constraint satisfaction problems, with emphasis on complete techniques that provably find all solutions (if there are finitely many). The core of the material is presented in sufficient detail that the survey may serve as a text for teaching constrained global optimization. After giving motivations for and important examples of applications of global optimization, a precise problem definition is given, and a general form of the traditional first-order necessary conditions for a solution. Then more than a dozen software packages for complete global search are described. A quick review of incomplete methods for bound-constrained problems and recipes for their use in the constrained case follows; an explicit example is discussed, introducing the main techniques used within branch and bound techniques. Sections on interval arithmetic, constrained propagation and local optimization are followed by a discussion of how to avoid the cluster problem. Then a discussion of important problem transformations follows, in particular of linear, convex, and semilinear (= mixed integer linear) relaxations that are important for handling larger problems. Next, reliability issues – centring on rounding error handling and testing methodologies – are discussed, and the COCONUT framework for the integration of the different techniques is introduced. A list of challenges facing the field in the near future concludes the survey.