Related papers: On the solution of a quadratic vector equation ari…
Nonlinear systems arising from time integrators like Backward Euler can sometimes be reformulated as optimization problems, known as incremental potentials. We show through a comprehensive experimental analysis that the widely used…
In this paper, we first propose a new Levenberg-Marquardt method for solving constrained (and not necessarily square) nonlinear systems. Basically, the method combines the unconstrained Levenberg-Marquardt method with a type of feasible…
In this paper, we consider the {\it tensor absolute value equations} (TAVEs), which is a newly introduced problem in the context of multilinear systems. Although the system of TAVEs is an interesting generalization of matrix {\it absolute…
Quasi-Newton methods are widely used in practise for convex loss minimization problems. These methods exhibit good empirical performance on a wide variety of tasks and enjoy super-linear convergence to the optimal solution. For large-scale…
Recently there has been renewed interest in phylogenetic inference methods based on phylogenetic invariants, alongside the related Markov invariants. Broadly speaking, both these approaches give rise to polynomial functions of sequence site…
A computationally efficient method to solve non-convex programming problems with linear equality constraints is presented. The proposed method is based on a recursively feasible and descending sequential convex programming procedure proven…
We are interested in finding a solution to the tensor complementarity problem with a strong M-tensor, which we call the M-tensor complementarity problem. We propose a lower dimensional linear equation approach to solve that problem. At each…
Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem.…
We compare variants of Anderson Mixing with the Jacobian-Free Newton-Krylov and Broyden methods applied to an instance of the k-eigenvalue formulation of the linear Boltzmann transport equation. We present evidence that one variant of…
Variable Elimination is a fundamental algorithm for probabilistic inference over Bayesian networks. In this paper, we propose a novel materialization method for Variable Elimination, which can lead to significant efficiency gains when…
We proposed in this paper a new method, which we named the W4 method, to solve nonlinear equation systems. It may be regarded as an extension of the Newton-Raphson~(NR) method to be used when the method fails. Indeed our method can be…
The extent to which quantum computers can simulate physical phenomena and solve the partial differential equations (PDEs) that govern them remains a central open question. In this work, one of the most fundamental PDEs is addressed: the…
In this paper, we present a new modified Newton method a use of Haar wavelet formula for solving non-linear equations. This new method do not require the use of the second-order derivative. It is shown that the new method has third-order of…
In this paper we derive a Newton type method to solve the non-linear system formed by combining the Tikhonov normal equations and Morozov's discrepancy principle. We prove that by placing a bound on the step size of the Newton iterations…
We address the problem of solving a system of linear equations via the Quantum Singular Value Transformation (QSVT). One drawback of the QSVT algorithm is that it requires huge quantum resources if we want to achieve an acceptable accuracy.…
We propose a penalized method for the least squares estimator of a multivariate concave regression function. This estimator is formulated as a quadratic programming (QP) problem with $O(n^2)$ constraints, where n is the number of…
Policy iteration and value iteration are at the core of many (approximate) dynamic programming methods. For Markov Decision Processes with finite state and action spaces, we show that they are instances of semismooth Newton-type methods to…
We develop a convergence theory for non-monotone approximation schemes for fully nonlinear parabolic partial differential equations. Modern computational methods such as kernel-based collocation, spectral methods, physics-informed neural…
The L1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have strong statistical guarantees in recovering a sparse inverse covariance matrix, or alternatively the underlying graph structure of a Gaussian Markov…
We propose a numerical method to solve the Monge-Ampere equation which admits a classical convex solution. The Monge-Ampere equation is reformulated into an equivalent first-order system. We adopt a novel reconstructed discontinuous…