Related papers: Adaptive Newton-Type Schemes Based on Projections
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…
Newton's method is used to approximate roots of complex valued functions f by creating a sequence of points that converges to a root of f in the usual topology. For any field K equipped with a set of pairwise inequivalent absolute values…
We develop a computationally efficient algorithm for the automatic regularization of nonlinear inverse problems based on the discrepancy principle. We formulate the problem as an equality constrained optimization problem, where the…
Real-world experiments involve batched & delayed feedback, non-stationarity, multiple objectives & constraints, and (often some) personalization. Tailoring adaptive methods to address these challenges on a per-problem basis is infeasible,…
This paper proposes new proximal Newton-type methods with a diagonal metric for solving composite optimization problems whose objective function is the sum of a twice continuously differentiable function and a proper closed directionally…
Leveraging on recent advancements on adaptive methods for convex minimization problems, this paper provides a linesearch-free proximal gradient framework for globalizing the convergence of popular stepsize choices such as Barzilai-Borwein…
The paradigms of transformational planning, case-based planning, and plan debugging all involve a process known as plan adaptation - modifying or repairing an old plan so it solves a new problem. In this paper we provide a…
In the present paper, in order to fnd a singularity of a vector field defined on Riemannian manifolds, we present a new globalization strategy of Newton method and establish its global convergence with superlinear rate. In particular, this…
Local fractional derivative and integrals are revealed as one of useful tools to deal with everywhere continuous but nowhere differentiable functions in fractal areas ranging from fundamental science to engineering. In this paper, a…
This paper proposes and develops a new Newton-type algorithm to solve subdifferential inclusions defined by subgradients of extended-real-valued prox-regular functions. The proposed algorithm is formulated in terms of the second-order…
To be feasible for computationally intensive applications such as parametric studies, optimization and control design, large-scale finite element analysis requires model order reduction. This is particularly true in nonlinear settings that…
In this paper, we derive a practical, general framework for creating adaptive iterative (linearization or splitting) algorithms to solve multi-physics problems. This means that, given an iterative method, we derive \textit{a posteriori}…
We address the numerical solution of second-order Mean Field Game problems through Newton iterations in infinite dimensions, introduced in [14], where quadratic convergence of the method was rigorously established. Building upon this…
This study proposes an efficient Newton-type method for the optimal control of switched systems under a given mode sequence. A mesh-refinement-based approach is utilized to discretize continuous-time optimal control problems (OCPs) and…
Anderson acceleration (AA) is a popular method for accelerating fixed-point iterations, but may suffer from instability and stagnation. We propose a globalization method for AA to improve stability and achieve unified global and local…
This study proposes a cubic regularization of the Newton method for generating weakly efficient points of unconstrained vector optimization problems under no convexity assumption on the objective function. It is observed that at a given…
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…
Inverse problems are in many cases solved with optimization techniques. When the underlying model is linear, first-order gradient methods are usually sufficient. With nonlinear models, due to nonconvexity, one must often resort to…
The objective of this publication is to reduce the sensitivity of iterative equation solvers on the initial value. To this end, at the hand of Newton's method, we exemplify how to reformulate the initial problem by means of a set of…
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…