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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…

Numerical Analysis · Mathematics 2023-05-08 Uwe Naumann

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…

Optimization and Control · Mathematics 2023-05-31 Ilgee Hong , Sen Na , Michael W. Mahoney , Mladen Kolar

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).…

Numerical Analysis · Mathematics 2023-12-20 Long Chen , Ruchi Guo , Jingrong Wei

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…

Analysis of PDEs · Mathematics 2024-07-19 Yavdat Il'yasov , Nurmukhamet Valeev

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.…

Numerical Analysis · Mathematics 2021-05-24 Jakub W. Both , Kundan Kumar , Jan M. Nordbotten , Iuliu Sorin Pop , Florin A. Radu

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…

Numerical Analysis · Mathematics 2022-05-02 Thuy T. Le , Loc H. Nguyen , Hung V. Tran

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…

Optimization and Control · Mathematics 2025-08-15 Zhenyuan Ji

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…

Dynamical Systems · Mathematics 2008-01-08 Amin Boumenir , Nguyen Van Minh

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…

Machine Learning · Computer Science 2021-01-29 Jie Bu , Anuj Karpatne

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…

Optimization and Control · Mathematics 2025-02-25 Andersen Ang , Jianzhu Ma , Nianjun Liu , Kun Huang , Yijie Wang

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…

Machine Learning · Statistics 2019-01-30 Hongzhou Lin , Julien Mairal , Zaid Harchaoui

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…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

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…

Numerical Analysis · Computer Science 2013-04-23 P. N. Vabishchevich , V. I. Vasil'ev

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…

Analysis of PDEs · Mathematics 2017-09-19 Joseph W. Jerome

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…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

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…

Numerical Analysis · Mathematics 2016-05-18 Patrick E. Farrell , Corrado Maurini

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…

Numerical Analysis · Mathematics 2022-07-19 Chun-Hua Guo , Wen-Wei Lin , Ching-Sung Liu

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…

Quantum Physics · Physics 2022-06-22 Anna Lopatnikova , Minh-Ngoc Tran

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…

Optimization and Control · Mathematics 2021-01-28 Dong-Hui Li Jie-Feng Xu , Hong-Bo Guan

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…

Quantum Physics · Physics 2026-04-29 Chih-Kang Huang , Giacomo Antonioli , Frédéric Barbaresco