The Kalman filter (KF) dates back to 1960, when R. E. Kalman provided a recursive algorithm to compute the solution of a (linear) data filtering and prediction problem, proving to be much more efficient than the N. Wiener's approach, introduced in 1949.Data filtering is a simple example of Data...

A Comparison of Large Scale Mixed Complementarity Problem Solvers -- Impact of Partial Separability on Large-Scale Optimization -- On the Number of Inner Iterations Per Outer Iteration of a Globally Convergent Algorithm for Optimization with General Nonlinear Inequality Constraints and Simple...