Related papers: Generalized Newton's Method based on Graphical Der…
The majority of model-based learned image reconstruction methods in medical imaging have been limited to uniform domains, such as pixelated images. If the underlying model is solved on nonuniform meshes, arising from a finite element method…
We develop a globalized Proximal Newton method for composite and possibly non-convex minimization problems in Hilbert spaces. Additionally, we impose less restrictive assumptions on the composite objective functional considering…
We present an approach to reduced-order modelling that builds off recent graph-theoretic work for representation, exploration, and analysis of computed states of physical systems (Banerjee et al., Comp. Meth. App. Mech. Eng., 351, 501-530,…
Nonlinear systems of partial differential equations (PDEs) may permit several distinct solutions. The typical current approach to finding distinct solutions is to start Newton's method with many different initial guesses, hoping to find…
In this paper, a novel stochastic extra-step quasi-Newton method is developed to solve a class of nonsmooth nonconvex composite optimization problems. We assume that the gradient of the smooth part of the objective function can only be…
This paper present a numerical method for solving nonlinear Fredholm integral equations. The method is based upon Newton type approximations. Illustrative examples are included to demonstrate the validity and applicability of the technique.
Subgradient and Newton algorithms for nonsmooth optimization require generalized derivatives to satisfy subtle approximation properties: conservativity for the former and semismoothness for the latter. Though these two properties originate…
The Cartesian reverse derivative is a categorical generalization of reverse-mode automatic differentiation. We use this operator to generalize several optimization algorithms, including a straightforward generalization of gradient descent…
In this paper, we study large-scale convex optimization algorithms based on the Newton method applied to regularized generalized self-concordant losses, which include logistic regression and softmax regression. We first prove that our new…
In this paper, we propose two regularized proximal quasi-Newton methods with symmetric rank-1 update of the metric (SR1 quasi-Newton) to solve non-smooth convex additive composite problems. Both algorithms avoid using line search or other…
We consider the problem of finding the best approximation point from a polyhedral set, and its applications, in particular to solving large-scale linear programs. The classical projection problem has many various and many applications. We…
This article generalizes a recently introduced procedure to solve nonlinear systems of equations, radically departing from the conventional Newton-Raphson scheme. The original nonlinear system is first unfolded into three simpler…
An efficient approximate version of implicit Taylor methods for initial-value problems of systems of ordinary differential equations (ODEs) is introduced. The approach, based on an approximate formulation of Taylor methods, produces a…
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…
In this work, we develop first-order (Hessian-free) and zero-order (derivative-free) implementations of the Cubically regularized Newton method for solving general non-convex optimization problems. For that, we employ finite difference…
We consider Newton methods for common types of single commodity and multi-commodity network flow problems. Despite the potentially very large dimension of the problem, they can be implemented using the conjugate gradient method and…
This work presents a novel version of recently developed Gauss-Newton method for solving systems of nonlinear equations, based on upper bound of solution residual and quadratic regularization ideas. We obtained for such method global…
In this paper the simplicial cone constrained convex quadratic programming problem is studied. The optimality conditions of this problem consist in a linear complementarity problem. This fact, under a suitable condition, leads to an…
We present a dissipative algorithm for solving nonlinear wave-like equations when the initial data is specified on characteristic surfaces. The dissipative properties built in this algorithm make it particularly useful when studying the…
To approximate solutions of complex nonlinear partial differential equations remains a computational challenge, especially for sets of equations relevant in industry, such as Euler or Navier-Stokes equations. Even the most sophisticated…