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We study randomized sketching methods for approximately solving least-squares problem with a general convex constraint. The quality of a least-squares approximation can be assessed in different ways: either in terms of the value of the…

Optimization and Control · Mathematics 2014-11-04 Mert Pilanci , Martin J. Wainwright

The least squares method provides the best-fit curve by minimizing the total squares error. In this work, we provide the modified least squares method based on the fractional orthogonal polynomials that belong to the space $M_{n}^{\lambda}…

Numerical Analysis · Mathematics 2024-05-02 Abhishek Kumar Singh , Mani Mehra , Anatoly A. Alikhanov

Least squares approximation is a technique to find an approximate solution to a system of linear equations that has no exact solution. In a typical setting, one lets $n$ be the number of constraints and $d$ be the number of variables, with…

Data Structures and Algorithms · Computer Science 2010-09-28 Petros Drineas , Michael W. Mahoney , S. Muthukrishnan , Tamas Sarlos

We present and analyze a first order least squares method for convection dominated diffusion problems, which provides robust L2 a priori error estimate for the scalar variable even if the given data f in L2 space. The novel theoretical…

Numerical Analysis · Mathematics 2014-10-09 Huangxin Chen , Guosheng Fu , Jingzhi Li , Weifeng Qiu

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

This paper studies adaptive first-order least-squares finite element methods for second-order elliptic partial differential equations in non-divergence form. Unlike the classical finite element method which uses weak formulations of PDEs…

Numerical Analysis · Mathematics 2019-06-28 Weifeng Qiu , Shun Zhang

In this paper, based on the theory of adjoint operators and dual norms, we define condition numbers for a linear solution function of the weighted linear least squares problem. The explicit expressions of the normwise and componentwise…

Numerical Analysis · Mathematics 2017-05-23 Huai-An Diao , Liming Liang , Sanzheng Qiao

This paper is concerned with the design and analysis of least squares solvers for ill-posed PDEs that are conditionally stable. The norms and the regularization term used in the least squares functional are determined by the ingredients of…

Numerical Analysis · Mathematics 2023-06-02 Wolfgang Dahmen , Harald Monsuur , Rob Stevenson

We consider a setting in which it is desired to find an optimal complex vector $\mathbf{x}\in\mathbb{C}^N$ that satisfies $\mathcal{A}(\mathbf{x}) \approx \mathbf{b}$ in a least-squares sense, where $\mathbf{b} \in \mathbb{C}^M$ is a data…

Numerical Analysis · Mathematics 2020-07-21 Tae Hyung Kim , Justin P. Haldar

In this paper, we develop regularized discrete least squares collocation and finite volume methods for solving two-dimensional nonlinear time-dependent partial differential equations on irregular domains. The solution is approximated using…

Numerical Analysis · Mathematics 2019-06-26 Fanhai Zeng , Ian Turner , Kevin Burrage , Stephen J. Wright

In this paper, we present proofs of the coerciveness of first-order system least-squares methods for general (possibly indefinite) second-order linear elliptic PDEs under a minimal uniqueness assumption. For general linear second-order…

Numerical Analysis · Mathematics 2022-05-05 Shun Zhang

Invariant linearization criteria of square systems of second-order quadratically semi-linear ordinary differential equations (ODEs) that can be represented as geodesic equations are extended to square systems of ODEs cubically nonlinear in…

Classical Analysis and ODEs · Mathematics 2007-11-09 F. M. Mahomed , Asghar Qadir

In this paper, we consider a modified projected Gauss-Newton method for solving constrained nonlinear least-squares problems. We assume that the functional constraints are smooth and the the other constraints are represented by a simple…

Optimization and Control · Mathematics 2025-04-02 Yassine Nabou , Lucian Toma , Ion Necoara

We consider a least-squares variational kernel-based method for numerical solution of second order elliptic partial differential equations on a multi-dimensional domain. In this setting it is not assumed that the differential operator is…

Numerical Analysis · Mathematics 2021-10-26 Salar Seyednazari , Mehdi Tatari , Davoud Mirzaei

This chapter offers a comprehensive introduction to the least-squares neural network (LSNN) method introduced in [14,16], for solving scalar first-order hyperbolic partial differential equations, specifically linear advection-reaction…

Numerical Analysis · Mathematics 2026-01-29 Min Liu , Zhiqiang Cai

This paper focuses on the numerical solution of initial value problems for fractional differential equations of linear type. The approach we propose grounds on expressing the solution in terms of some integral weighted by a generalized…

Numerical Analysis · Mathematics 2015-03-24 Roberto Garrappa , Marina Popolizio

In this paper, we consider the mixed and componentwise condition numbers for a linear function of the solution to the linear least squares problem with equality constrains (LSE). We derive the explicit expressions of the mixed and…

Numerical Analysis · Mathematics 2016-12-13 Huai-An Diao

We develop a Levenberg-Marquardt method for minimizing the sum of a smooth nonlinear least-squar es term $f(x) = \tfrac{1}{2} \|F(x)\|_2^2$ and a nonsmooth term $h$. Both $f$ and $h$ may be nonconvex. Steps are computed by minimizing the…

Optimization and Control · Mathematics 2023-01-09 Aleksandr Y. Aravkin , Robert Baraldi , Dominique Orban

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

Optimization and Control · Mathematics 2021-07-09 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

We propose a new approach that allows one to reduce nonlinear equations on Lie groups to equations with a fewer number of independent variables for finding particular solutions of the nonlinear equations. The main idea is to apply the…

Mathematical Physics · Physics 2022-08-17 A. I. Breev , A. V. Shapovalov , D. M. Gitman