In this document is described the OceanVAR software (a three- dimensional variational data assimilation system, 3dvar) developed at the CMCC for use with the NEMO modeling system and SLA, ARGO, XBT and GLIDER observations.OceanVar software was developed using Fortran90 and it uses the NetCDF...

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...

In this document is described a L-BFGS subroutine for large-scale constrained optimization algorithm implemented in GPU-CUDA. Here is provided a brief description of the L-BFGS algorithm developed and a brief tour around the main steps of the subroutine is provided. Significant efforts have been...

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...