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We propose an algorithm for solving bound-constrained mathematical programs with complementarity constraints on the variables. Each iteration of the algorithm involves solving a linear program with complementarity constraints in order to…

Optimization and Control · Mathematics 2022-01-14 Christian Kirches , Jeffrey Larson , Sven Leyffer , Paul Manns

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

The vector-matrix Riemann boundary value problem for the unit disk with piecewise constant matrix is constructively solved by a method of functional equations. By functional equations we mean iterative functional equations with shifts…

Complex Variables · Mathematics 2019-04-16 Vladimir V. Mityushev

Time series are difficult to monitor, summarize and predict. Segmentation organizes time series into few intervals having uniform characteristics (flatness, linearity, modality, monotonicity and so on). For scalability, we require fast…

Databases · Computer Science 2007-05-23 Daniel Lemire

We introduce a penalty term-based splitting algorithm with inertial effects designed for solving monotone inclusion problems involving the sum of maximally monotone operators and the convex normal cone to the (nonempty) set of zeros of a…

Optimization and Control · Mathematics 2015-12-15 Radu Ioan Bot , Ernö Robert Csetnek

The Carleman embedding method is a widely used technique for linearizing a system of nonlinear differential equations, but fails to converge in regions where there are multiple fixed points. We propose and test three different versions of a…

Quantum Physics · Physics 2025-10-20 Ivan Novikau , Ilon Joseph

In this paper, we propose a Newton method for unconstrained set optimization problems to find its weakly minimal solutions with respect to lower set-less ordering. The objective function of the problem under consideration is given by…

Optimization and Control · Mathematics 2024-10-01 Debdas Ghosh , Anshika , Qamrul Hasan Ansari , Xiaopeng Zhao

We consider the iterative solution of large linear systems of equations in which the coefficient matrix is the sum of two terms, a sparse matrix $A$ and a possibly dense, rank deficient matrix of the form $\gamma UU^T$, where $\gamma > 0$…

Numerical Analysis · Mathematics 2022-11-08 Michele Benzi , Chiara Faccio

We propose and analyze a general framework for space-time finite element methods that is based on least-squares finite element methods for solving a first-order reformulation of the thick parabolic obstacle problem. Discretizations based on…

Numerical Analysis · Mathematics 2025-03-12 José Joaquín Carvajal , Davood Damircheli , Thomas Führer , Francisco Fuica , Michael Karkulik

Our work presents a new iterative scheme to approximate the fixed points of nonexpansive mapping. The proposed algorithm is constructed to enhance convergence efficiency while preserving theoretical robustness. Under appropriate assumptions…

Functional Analysis · Mathematics 2026-01-12 Nida Izhar Mallick , Izhar Uddin

Nonlinear equations are challenging to solve due to their inherently nonlinear nature. As analytical solutions typically do not exist, numerical methods have been developed to tackle their solutions. In this article, we give a quantum…

Quantum Physics · Physics 2025-11-04 Nhat A. Nghiem , Tzu-Chieh Wei

A method is developed for solving quasilinear convection diffusion problems starting on a coarse mesh where the data and solution-dependent coefficients are unresolved, the problem is unstable and approximation properties do not hold. The…

Numerical Analysis · Mathematics 2015-02-10 Sara Pollock

In this paper, an idea to solve nonlinear equations is presented. During the solution of any problem with Newton's Method, it might happen that some of the unknowns satisfy the convergence criteria where the others fail. The convergence…

Mathematical Software · Computer Science 2012-03-15 Erhan Turan , Ali Ecder

We introduce an inertial quasi-Newton Forward-Backward Splitting Algorithm to solve a class of monotone inclusion problems. While the inertial step is computationally cheap, in general, the bottleneck is the evaluation of the resolvent…

Optimization and Control · Mathematics 2024-03-18 Shida Wang , Jalal Fadili , Peter Ochs

This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…

Numerical Analysis · Mathematics 2024-04-24 Fatemeh P. A. Beik , Michele Benzi , Mehdi Najafi-Kalyani

Two main aims of this paper are to develop a numerical method to solve an inverse source problem for parabolic equations and apply it to solve a nonlinear coefficient inverse problem. The inverse source problem in this paper is the problem…

Analysis of PDEs · Mathematics 2019-06-06 Phuong Mai Nguyen , Loc Hoang Nguyen

We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…

Numerical Analysis · Mathematics 2020-03-31 S. Armstrong , A. Hannukainen , T. Kuusi , J. -C. Mourrat

Two neural-network-based numerical schemes are proposed to solve the classical obstacle problems. The schemes are based on the universal approximation property of neural networks, and the cost functions are taken as the energy minimization…

Numerical Analysis · Mathematics 2022-08-10 Xinyue Evelyn Zhao , Wenrui Hao , Bei Hu

Finding roots of equations is at the heart of most computational science. A well-known and widely used iterative algorithm is the Newton's method. However, its convergence depends heavily on the initial guess, with poor choices often…

Numerical Analysis · Mathematics 2020-04-09 Ankush Aggarwal , Sanjay Pant

In this paper we provide a rigorous mathematical foundation for continuous approximations of a class of systems with piece-wise continuous functions. By using techniques from the theory of differential inclusions, the underlying piece-wise…

Chaotic Dynamics · Physics 2014-08-20 Marius-F. Danca