Related papers: On the solution of a quadratic vector equation ari…
We propose a novel numerical method for solving a quadratic vector equation arising in Markovian Binary Trees. The numerical method consists in a fixed point iteration, expressed by means of the Perron vectors of a sequence of nonnegative…
The extinction probability of the Markovian Binary Tree (MBT) is the minimal nonnegative solution of a Quadratic Vector Equation (QVE). In this paper, we present a perturbation analysis for the extinction probability of a supercritical MBT.…
We study in an unified fashion several quadratic vector and matrix equations with nonnegativity hypotheses. Specific cases of such problems (QBD equations, nonsymmetric algebraic Riccati equations, Lu's simple equation, Markovian binary…
The focus in this work is on interior-point methods for inequality-constrained quadratic programs, and particularly on the system of nonlinear equations to be solved for each value of the barrier parameter. Newton iterations give high…
This paper is concerned with the convergence of a two-step modified Newton method for solving the nonlinear system arising from the minimal nonnegative solution of nonsymmetric algebraic Riccati equations from neutron transport theory. We…
The textbook Newton's iteration is practically inapplicable on solutions of nonlinear systems with singular Jacobians. By a simple modification, a novel extension of Newton's iteration regains its local quadratic convergence toward…
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…
This paper is devoted to studying the global and finite convergence of the semi-smooth Newton method for solving a piecewise linear system that arises in cone-constrained quadratic programming problems and absolute value equations. We first…
When studying the multilinear PageRank problem, a system of polynomial equations needs to be solved. In this paper, we develop convergence theory for a modified Newton method in a particular parameter regime. The sequence of vectors…
Nonlinear inverse problems have complicated landscapes. Hence the calculation with naive iterative schemes (e.g., Gauss-Newton or conjugate gradients) is trapped in local minima. The (first) Born approximation can avoid this trapping but…
This paper investigates convex quadratic optimization problems involving $n$ indicator variables, each associated with a continuous variable, particularly focusing on scenarios where the matrix $Q$ defining the quadratic term is positive…
The Newton's method for solving stationary Navier-Stokes equations (NSE) is known to convergent fast, however, may fail due to a bad initial guess. This work presents a simple-to-implement nonlinear preconditioning of Newton's iteration,…
An iterative formula based on Newton Method alone is presented for the iterative solutions of equations that ensures convergence in cases where the traditional Newton Method may fail to converge to the desired root. In addition, the method…
We investigate the use of piecewise linear systems, whose coefficient matrix is a piecewise constant function of the solution itself. Such systems arise, for example, from the numerical solution of linear complementarity problems and in the…
In this paper, we propose a new policy iteration algorithm to compute the value function and the optimal controls of continuous time stochastic control problems. The algorithm relies on successive approximations using linear-quadratic…
In this paper we investigate convergence for the Variational Iteration Method (VIM) which was introduced and described in \cite{He0},\cite{He1}, \cite{He2}, and \cite{He3}. We prove the convergence of the iteration scheme for a linear…
In this paper, we propose and study neural network based methods for solutions of high-dimensional quadratic porous medium equation (QPME). Three variational formulations of this nonlinear PDE are presented: a strong formulation and two…
New versions and extensions of Benson's outer approximation algorithm for solving linear vector optimization problems are presented. Primal and dual variants are provided in which only one scalar linear program has to be solved in each…
We study the stability with respect to perturbations and the accuracy of numerical algorithms for computing solutions to the multilinear PageRank problem $\mathbf{x} = (1-\alpha)\mathbf{v} + \alpha \mathcal{P} \mathbf{x}^2$. Our results…
We introduce a novel Quadratic Unconstrained Binary Optimization (QUBO) formulation method for spanning tree problems. Instead of encoding the presence of edges in the tree individually, we opt to encode spanning trees as a permutation…