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In this paper, we propose an inexact proximal Newton-type method for nonconvex composite problems. We establish the global convergence rate of the order $\mathcal{O}(k^{-1/2})$ in terms of the minimal norm of the KKT residual mapping and…

Optimization and Control · Mathematics 2024-12-26 Hong Zhu

We propose a new randomized method for solving systems of nonlinear equations, which can find sparse solutions or solutions under certain simple constraints. The scheme only takes gradients of component functions and uses Bregman…

Optimization and Control · Mathematics 2024-02-26 Robert Gower , Dirk A. Lorenz , Maximilian Winkler

Most efficient linear solvers use composable algorithmic components, with the most common model being the combination of a Krylov accelerator and one or more preconditioners. A similar set of concepts may be used for nonlinear algebraic…

Numerical Analysis · Mathematics 2016-07-15 Peter R. Brune , Matthew G. Knepley , Barry F. Smith , Xuemin Tu

The traditional Newton method for solving nonlinear operator equations in Banach spaces is discussed within the context of the continuous Newton method. This setting makes it possible to interpret the Newton method as a discrete dynamical…

Numerical Analysis · Mathematics 2016-07-13 Mario Amrein , Thomas P. Wihler

In this paper we develop convergence and acceleration theory for Anderson acceleration applied to Newton's method for nonlinear systems in which the Jacobian is singular at a solution. For these problems, the standard Newton algorithm…

Numerical Analysis · Mathematics 2023-10-27 Matt Dallas , Sara Pollock

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…

Optimization and Control · Mathematics 2021-05-04 Nikita Yudin , Alexander Gasnikov

In this paper, we consider a large class of nonlinear equations derived from first-order type methods for solving composite optimization problems. Traditional approaches to establishing superlinear convergence rates of semismooth…

Optimization and Control · Mathematics 2023-07-31 Jiang Hu , Tonghua Tian , Shaohua Pan , Zaiwen Wen

The primary focus of this paper is on designing an inexact first-order algorithm for solving constrained nonlinear optimization problems. By controlling the inexactness of the subproblem solution, we can significantly reduce the…

Optimization and Control · Mathematics 2019-11-19 Hao Wang , Fan Zhang , Jiashan Wang , Yuyang Rong

Second-order optimization methods, such as cubic regularized Newton methods, are known for their rapid convergence rates; nevertheless, they become impractical in high-dimensional problems due to their substantial memory requirements and…

Optimization and Control · Mathematics 2024-01-09 Ruichen Jiang , Parameswaran Raman , Shoham Sabach , Aryan Mokhtari , Mingyi Hong , Volkan Cevher

Finding a Z-eigenpair of a symmetric tensor is equivalent to finding a KKT point of a sphere constrained minimization problem. Based on this equivalency, in this paper, we first propose a class of iterative methods to get a Z-eigenpair of a…

Optimization and Control · Mathematics 2022-03-15 Dong-hui Li , Xueli Bai , Jiefeng Xu

A general method for solving linear differential equations of arbitrary order, is used to arrive at new representations for the solutions of the known differential equations, both without and with a source term. A new quasi-solvable…

Mathematical Physics · Physics 2008-04-24 N. Gurappa , Pankaj K. Jha , Prasanta K. Panigrahi

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…

Numerical Analysis · Mathematics 2017-01-03 Bijaya Mishra , Ambit Kumar Pany , Salila Dutta

The following document presents some novel numerical methods valid for one and several variables, which using the fractional derivative, allow to find solutions for some non-linear systems in the complex space using real initial conditions.…

Numerical Analysis · Mathematics 2024-04-25 A. Torres-Hernandez , F. Brambila-Paz

The authors propose a recycling Krylov subspace method for the solution of a sequence of self-adjoint linear systems. Such problems appear, for example, in the Newton process for solving nonlinear equations. Ritz vectors are automatically…

Numerical Analysis · Mathematics 2015-03-13 André Gaul , Nico Schlömer

In this paper, we introduce a unified framework for nonlinear Krylov subspace methods (nlKrylov) to solve systems of nonlinear equations. Building on classical GCR-like/type linear Krylov solvers such as GMRESR, we generalize these…

Numerical Analysis · Mathematics 2025-11-19 Tom Werner , Ning Wan , Agnieszka Miedlar

We propose a quantum algorithm to solve systems of nonlinear algebraic equations. In the ideal case the complexity of the algorithm is linear in the number of variables $n$, which means our algorithm's complexity is less than $O(n^{3})$ of…

Quantum Physics · Physics 2019-03-15 Peng Qian , Wei-Cong Huang , Gui-Lu Long

It is well known that the Newton method may not converge when the initial guess does not belong to a specific quadratic convergence region. We propose a family of new variants of the Newton method with the potential advantage of having a…

Numerical Analysis · Mathematics 2021-03-30 Regina S. Burachik , Bethany I. Caldwell , C. Yalçın Kaya

We present a successive constraint approach that makes it possible to cheaply solve large-scale linear matrix inequalities for a large number of parameter values. The efficiency of our method is made possible by an offline/online…

Numerical Analysis · Mathematics 2017-08-08 Robert O'Connor

We introduce a data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system behaves…

Optimization and Control · Mathematics 2016-04-04 Jake Bouvrie , Boumediene Hamzi

We present a new method, called the pixel array method, for approximating all solutions in a bounding box for an arbitrary nonlinear system of relations. In contrast with other solvers, our approach requires that the user must specify which…

Numerical Analysis · Mathematics 2017-05-16 David I. Spivak , Magdalen R. C. Dobson , Sapna Kumari , Lawrence Wu
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