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Nonlinear matrix equations play a crucial role in science and engineering problems. However, solutions of nonlinear matrix equations cannot, in general, be given analytically. One standard way of solving nonlinear matrix equations is to…

Numerical Analysis · Mathematics 2018-11-05 Matthew M. Lin , Chun-Yueh Chiang

It is well known that Newton's method can have trouble converging if the initial guess is too far from the solution. Such a problem particularly occurs when this method is used to solve nonlinear elliptic partial differential equations…

Numerical Analysis · Mathematics 2024-12-10 Joubine Aghili , Emmanuel Franck , Romain Hild , Victor Michel-Dansac , Vincent Vigon

In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…

Statistics Theory · Mathematics 2007-06-13 Ana K. Fermin , Carenne Ludena

To compute solutions of sparse polynomial systems efficiently we have to exploit the structure of their Newton polytopes. While the application of polyhedral methods naturally excludes solutions with zero components, an irreducible…

Symbolic Computation · Computer Science 2014-05-05 Danko Adrovic , Jan Verschelde

The idea of unfolding iterative algorithms as deep neural networks has been widely applied in solving sparse coding problems, providing both solid theoretical analysis in convergence rate and superior empirical performance. However, for…

Machine Learning · Computer Science 2020-10-27 Yuhai Song , Zhong Cao , Kailun Wu , Ziang Yan , Changshui Zhang

This paper presents a regularized Newton method (RNM) with generalized regularization terms for unconstrained convex optimization problems. The generalized regularization includes quadratic, cubic, and elastic net regularizations as special…

Optimization and Control · Mathematics 2024-07-11 Yuya Yamakawa , Nobuo Yamashita

Inexact Newton Methods are widely used to solve systems of nonlinear equations. The convergence of these methods is controlled by the relative linear tolerance, $\eta_\nu$, that is also called the forcing term. A very small $\eta_\nu$ may…

Numerical Analysis · Mathematics 2019-12-16 Soham Sheth , Arthur Moncorgé

In this paper, we study the application of quasi-Newton methods for solving empirical risk minimization (ERM) problems defined over a large dataset. Traditional deterministic and stochastic quasi-Newton methods can be executed to solve such…

Optimization and Control · Mathematics 2021-10-28 Qiujiang Jin , Aryan Mokhtari

Low-rank Krylov methods are one of the few options available in the literature to address the numerical solution of large-scale general linear matrix equations. These routines amount to well-known Krylov schemes that have been equipped with…

Numerical Analysis · Mathematics 2020-01-28 Davide Palitta , Patrick Kürschner

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,…

Numerical Analysis · Mathematics 2025-08-01 Muhammad Mohebujjaman , Mengying Xiao , Cheng Zhang

Newton's method is a fundamental technique in optimization with quadratic convergence within a neighborhood around the optimum. However reaching this neighborhood is often slow and dominates the computational costs. We exploit two…

Machine Learning · Computer Science 2016-05-24 Hadi Daneshmand , Aurelien Lucchi , Thomas Hofmann

Proximal methods are known to identify the underlying substructure of nonsmooth optimization problems. Even more, in many interesting situations, the output of a proximity operator comes with its structure at no additional cost, and…

Optimization and Control · Mathematics 2023-02-10 Gilles Bareilles , Franck Iutzeler , Jérôme Malick

The paper starts with a concise description of the recently developed semismooth* Newton method for the solution of general inclusions. This method is then applied to a class of variational inequalities of the second kind. As a result, one…

Optimization and Control · Mathematics 2020-07-23 Helmut Gfrerer , Jiri V. Outrata , Jan Valdman

A general formalism to solve nonlinear differential equations is given. Solutions are found and reduced to those of second order nonlinear differential equations in one variable. The approach is uniformized in the geometry and solves…

General Physics · Physics 2007-05-23 Gordon Chalmers

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

A nonlinear algebraic equation system of two variables is numerically solved, which is derived from a nonlinear algebraic equation system of four variables, that corresponds to a mathematical model related to investment under conditions of…

Numerical Analysis · Mathematics 2024-07-26 A. Torres-Hernandez , F. Brambila-Paz , J. J. Brambila

We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit…

Numerical Analysis · Mathematics 2020-03-02 Elias Jarlebring , Parikshit Upadhyaya

The need to estimate a positive definite solution to an overdetermined linear system of equations with multiple right hand side vectors arises in several process control contexts. The coefficient and the right hand side matrices are…

Numerical Analysis · Mathematics 2015-06-16 Negin Bagherpour , Nezam Mahdavi Amiri

In this paper, we propose new methods to efficiently solve convex optimization problems encountered in sparse estimation, which include a new quasi-Newton method that avoids computing the Hessian matrix and improves efficiency, and we prove…

Optimization and Control · Mathematics 2023-09-06 Ryosuke Shimmura , Joe Suzuki

Nonlinear acceleration algorithms improve the performance of iterative methods, such as gradient descent, using the information contained in past iterates. However, their efficiency is still not entirely understood even in the quadratic…

Optimization and Control · Mathematics 2019-03-22 Damien Scieur