Related papers: Newton's method on Gra{\ss}mann manifolds
We generalize Newton-type methods for minimizing smooth functions to handle a sum of two convex functions: a smooth function and a nonsmooth function with a simple proximal mapping. We show that the resulting proximal Newton-type methods…
Computing geodesics for Riemannian manifolds is a difficult task that often relies on numerical approximations. However, these approximations tend to be either numerically unstable, have slow convergence, or scale poorly with manifold…
The paper studies the solution of stochastic optimization problems in which approximations to the gradient and Hessian are obtained through subsampling. We first consider Newton-like methods that employ these approximations and discuss how…
Generalized alternating projections is an algorithm that alternates relaxed projections onto a finite number of sets to find a point in their intersection. We consider the special case of two linear subspaces, for which the algorithm…
In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function. We assume that only noisy gradient and…
We show that Newton methods for generalized equations are input-to-state stable with respect to disturbances such as due to inexact computations. We then use this result to obtain convergence and robustness of a multistep Newton-type method…
Finding a Z-eigenpair of a symmetric tensor is equivalent to finding a KKT point of a sphere constrained minimization problem. Based on this equivalency, in this paper, we first propose a class of iterative methods to get a Z-eigenpair of a…
Functions are a fundamental object in mathematics, with countless applications to different fields, and are usually classified based on certain properties, given their domains and images. An important property of a real-valued function is…
A local convergence analysis of Newton's method for solving nonlinear equations, under a majorant condition, is presented in this paper. Without assuming convexity of the derivative of the majorant function, which relaxes the Lipschitz…
The numerical solution of differential equations using machine learning-based approaches has gained significant popularity. Neural network-based discretization has emerged as a powerful tool for solving differential equations by…
Motivated by machine learning problems over large data sets and distributed optimization over networks, we develop and analyze a new method called incremental Newton method for minimizing the sum of a large number of strongly convex…
Newton-type methods enjoy fast local convergence and strong empirical performance, but achieving global guarantees comparable to first-order methods remains challenging. Even for simple strongly convex problems, no straightforward variant…
We present a quantum algorithm that additively approximates the value of a tensor network to a certain scale. When combined with existing results, this provides a complete problem for quantum computation. The result is a simple new way of…
In this paper, we propose a globally convergent method for solving constrained nonlinear systems. The method combines an efficient Newton conditional gradient method with a derivative-free and nonmonotone linesearch strategy. The global…
We study the convergence issue for the gradient algorithm (employing general step sizes) for optimization problems on general Riemannian manifolds (without curvature constraints). Under the assumption of the local convexity/quasi-convexity…
Motivated by energy based analyses for descent methods in the Euclidean setting, we investigate a generalisation of such analyses for descent methods over Riemannian manifolds. In doing so, we find that it is possible to derive…
We give a combinatorial upper bound for the gonality of a curve that is defined by a bivariate Laurent polynomial with given Newton polygon. We conjecture that this bound is generically attained, and provide proofs in a considerable number…
In this paper, we propose objective-function-free (OFF) variants of the proximal Newton method for nonconvex composite optimization problems and the regularized Newton method for unconstrained optimization problems, respectively, using…
We investigate a globalized inexact semismooth Newton method applied to strongly convex optimization problems in Hilbert spaces. Here, the semismooth Newton method is appplied to the dual problem, which has a continuously differentiable…
This paper presents a regularized Newton method (RNM) with generalized regularization terms for unconstrained convex optimization problems. The generalized regularization includes quadratic, cubic, and elastic net regularizations as special…