Related papers: An Adaptive Newton-Method Based on a Dynamical Sys…
In this paper, we study the iteration complexity of cubic regularization of Newton method for solving composite minimization problems with uniformly convex objective. We introduce the notion of second-order condition number of a certain…
We prove input-to-state stability (ISS) of perturbed Newton-type methods for generalized equations arising from Nash equilibrium (NE) and generalized NE (GNE) problems. This ISS property allows the use of inexact computations in…
In this paper we consider the problem of finding the optimal step length for the Newton method on the class of self-concordant functions, with the decrease in function value as criterion. We formulate this problem as an optimal control…
In the paper, a Newton-type method for the solution of generalized equations (GEs) is derived, where the linearization concerns both the single-valued and the multi-valued part of the considered GE. The method is based on the new notion of…
In this work, we propose a nonlinear stabilization technique for scalar conservation laws with implicit time stepping. The method relies on an artificial diffusion method, based on a graph-Laplacian operator. It is nonlinear, since it…
This article introduces an innovative mathematical framework designed to tackle non-linear convex variational problems in reflexive Banach spaces. Our approach employs a versatile technique that can handle a broad range of variational…
A version of the Dynamical Systems Method (DSM) for solving ill-posed nonlinear equations with monotone operators in a Hilbert space is studied in this paper. An a posteriori stopping rule, based on a discrepancy-type principle is proposed…
The multiplicative Newton-like method developed by the author et al. is extended to the situation where the dynamics is restricted to the orthogonal group. A general framework is constructed without specifying the cost function. Though the…
We consider the standard optimistic bilevel optimization problem, in particular upper- and lower-level constraints can be coupled. By means of the lower-level value function, the problem is transformed into a single-level optimization…
The numerical solution of differential equations using machine learning-based approaches has gained significant popularity. Neural network-based discretization has emerged as a powerful tool for solving differential equations by…
This paper investigates gradient-based adaptive prediction and control for nonlinear stochastic dynamical systems under a weak convexity condition on the prediction-based loss. This condition accommodates a broad range of nonlinear models…
We propose a Newton-based scheme, initialized by neural operator predictions, to accelerate the parametric solution of nonlinear problems in computational solid mechanics. First, a physics informed conditional neural field is trained to…
This paper investigates the global convergence of stepsized Newton methods for convex functions with H\"older continuous Hessians or third derivatives. We propose several simple stepsize schedules with fast global convergence guarantees, up…
A set of algorithms is presented for efficient numerical calculation of the time evolution of classical dynamical systems. Starting with a first approximation for solving the differential equations that has a "reversible" character, we show…
We propose and analyze an adaptive step-size variant of the Davis-Yin three operator splitting. This method can solve optimization problems composed by a sum of a smooth term for which we have access to its gradient and an arbitrary number…
In this paper, we present a dynamic non-diagonal regularization for interior point methods. The non-diagonal aspect of this regularization is implicit, since all the off-diagonal elements of the regularization matrices are cancelled out by…
The DANE algorithm is an approximate Newton method popularly used for communication-efficient distributed machine learning. Reasons for the interest in DANE include scalability and versatility. Convergence of DANE, however, can be tricky;…
In this article, we introduce a novel parallel-in-time solver for nonlinear ordinary differential equations (ODEs). We state the numerical solution of an ODE as a root-finding problem that we solve using Newton's method. The affine…
Newton's method has been an important approach for solving variational inequalities, quasi-Newton method is a good alternative choice to save computational cost. In this paper, we propose a new method for solving monotone variational…
We show how the approach of Yosida approximation of the derivative serves to obtain new results for evolution systems. Using this method we obtain multivalued time dependent perturbation results. Additionally, translation invariant…