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A modification of Newton's method for solving systems of $n$ nonlinear equations is presented. The new matrix-free method relies on a given decomposition of the invertible Jacobian of the residual into invertible sparse local Jacobians…
We consider solving equality-constrained nonlinear, nonconvex optimization problems. This class of problems appears widely in a variety of applications in machine learning and engineering, ranging from constrained deep neural networks, to…
This paper introduces a novel Transformed Primal-Dual with variable-metric/preconditioner (TPDv) algorithm, designed to efficiently solve affine constrained optimization problems common in nonlinear partial differential equations (PDEs).…
We develop the Perron-Frobenius theory using a variational approach and extend it to a set of arbitrary matrices, including those that are neither irreducible nor essentially positive, and non-preserved cones. We introduce a new concept…
Mathematical models for flow and reactive transport in porous media often involve non-linear, degenerate parabolic equations. Their solutions have low regularity, and therefore lower order schemes are used for the numerical approximation.…
We propose a new iterative scheme to compute the numerical solution to an over-determined boundary value problem for a general quasilinear elliptic PDE. The main idea is to repeatedly solve its linearization by using the quasi-reversibility…
Designing efficient quasi-Newton methods is an important problem in nonlinear optimization and the solution of systems of nonlinear equations. From the perspective of the matrix approximation process, this paper presents a unified framework…
In this paper we revisit the existence of traveling waves for delayed reaction diffusion equations by the monotone iteration method. We show that Perron Theorem on existence of bounded solution provides a rigorous and constructive framework…
We propose quadratic residual networks (QRes) as a new type of parameter-efficient neural network architecture, by adding a quadratic residual term to the weighted sum of inputs before applying activation functions. With sufficiently high…
We consider the problem of projecting a vector onto the so-called k-capped simplex, which is a hyper-cube cut by a hyperplane. For an n-dimensional input vector with bounded elements, we found that a simple algorithm based on Newton's…
We propose an inexact variable-metric proximal point algorithm to accelerate gradient-based optimization algorithms. The proposed scheme, called QNing can be notably applied to incremental first-order methods such as the stochastic…
In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…
In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…
Time dependent quantum systems have become indispensable in science and its applications, particularly at the atomic and molecular levels. Here, we discuss the approximation of closed time dependent quantum systems on bounded domains, via…
We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…
The variational approach to fracture is effective for simulating the nucleation and propagation of complex crack patterns, but is computationally demanding. The model is a strongly nonlinear non-convex variational inequality that demands…
We propose a new modification of Newton iteration for finding some nonnegative Z-eigenpairs of a nonnegative tensor. The method has local quadratic convergence to a nonnegative eigenpair of a nonnegative tensor, under the usual assumption…
Variational Bayes (VB) is a critical method in machine learning and statistics, underpinning the recent success of Bayesian deep learning. The natural gradient is an essential component of efficient VB estimation, but it is prohibitively…
We are concerned with the tensor equations whose coefficient tensor is an M-tensor. We first propose a Newton method for solving the equation with a positive constant term and establish its global and quadratic convergence. Then we extend…
Partial differential equations (PDEs) are fundamental across numerous scientific fields. As these problems scale to high dimensions, classical numerical schemes introduce severe computational bottlenecks, known as the curse of…