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We develop a randomized Newton's method for solving differential equations, based on a fully connected neural network discretization. In particular, the randomized Newton's method randomly chooses equations from the overdetermined nonlinear…

Numerical Analysis · Mathematics 2019-12-09 Qipin Chen , Wenrui Hao

Soft sets, as a mathematical tool for dealing with uncertainty, have recently gained considerable attention, including some successful applications in information processing, decision, demand analysis, and forecasting. To construct new soft…

Artificial Intelligence · Computer Science 2015-03-20 Ping Zhu , Qiaoyan Wen

In this paper a special piecewise linear system is studied. It is shown that, under a mild assumption, the semi-smooth Newton method applied to this system is well defined and the method generates a sequence that converges linearly to a…

Optimization and Control · Mathematics 2015-11-13 J. G. Barrios , J. Y. Bello Cruz , O. P. Ferreira , S. Z. Németh

We develop a quantum-classical hybrid algorithm for function optimization that is particularly useful in the training of neural networks since it makes use of particular aspects of high-dimensional energy landscapes. Due to a recent…

Quantum Physics · Physics 2017-10-20 Leonard Wossnig , Sebastian Tschiatschek , Stefan Zohren

Proximal gradient methods have been found to be highly effective for solving minimization problems with non-negative constraints or L1-regularization. Under suitable nondegeneracy conditions, it is known that these algorithms identify the…

Optimization and Control · Mathematics 2018-10-16 Julie Nutini , Mark Schmidt , Warren Hare

Primal-dual methods for solving convex optimization problems with functional constraints often exhibit a distinct two-stage behavior. Initially, they converge towards a solution at a sublinear rate. Then, after a certain point, the method…

Optimization and Control · Mathematics 2026-02-12 Mateo Díaz , Pedro Izquierdo Lehmann , Haihao Lu , Jinwen Yang

We develop a novel framework to study smooth and strongly convex optimization algorithms, both deterministic and stochastic. Focusing on quadratic functions we are able to examine optimization algorithms as a recursive application of linear…

Optimization and Control · Mathematics 2015-03-25 Yossi Arjevani , Shai Shalev-Shwartz , Ohad Shamir

Variable projection solves structured optimization problems by completely minimizing over a subset of the variables while iterating over the remaining variables. Over the last 30 years, the technique has been widely used, with empirical and…

Optimization and Control · Mathematics 2020-11-23 Tristan van Leeuwen , Aleksandr Aravkin

Newton's method may exhibit slower convergence than vanilla Gradient Descent in its initial phase on strongly convex problems. Classical Newton-type multilevel methods mitigate this but, like Gradient Descent, achieve only linear…

Optimization and Control · Mathematics 2026-02-25 Nick Tsipinakis , Panos Parpas , Matthias Voigt

Newton's method may exhibit slower convergence than vanilla Gradient Descent in its initial phase on strongly convex problems. Classical Newton-type multilevel methods mitigate this but, like Gradient Descent, achieve only linear…

Optimization and Control · Mathematics 2026-03-05 Nick Tsipinakis , Panagiotis Tigkas , Panos Parpas

In the vicinity of a solution of a nonlinear programming problem at which both strict complementarity and linear independence of the active constraints may fail to hold, we describe a technique for distinguishing weakly active from strongly…

Optimization and Control · Mathematics 2025-10-20 Stephen J. Wright

This paper is devoted to studying the global and finite convergence of the semi-smooth Newton method for solving a piecewise linear system that arises in cone-constrained quadratic programming problems and absolute value equations. We first…

Optimization and Control · Mathematics 2023-01-24 Nicolas F. Armijo , Yunier Bello-Cruz , Gabriel Haeser

We consider distributed stochastic optimization problems that are solved with master/workers computation architecture. Statistical arguments allow to exploit statistical similarity and approximate this problem by a finite-sum problem, for…

Four decades after their invention, quasi-Newton methods are still state of the art in unconstrained numerical optimization. Although not usually interpreted thus, these are learning algorithms that fit a local quadratic approximation to…

Numerical Analysis · Computer Science 2012-06-22 Philipp Hennig , Martin Kiefel

This paper addresses a distributed optimization problem in a communication network where nodes are active sporadically. Each active node applies some learning method to control its action to maximize the global utility function, which is…

Optimization and Control · Mathematics 2021-04-20 Wenjie Li , Mohamad Assaad , Shiqi Zheng

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…

Machine Learning · Computer Science 2025-11-11 Kianoosh Taghikhani , Yusuke Yamazaki , Jerry Paul Varghese , Markus Apel , Reza Najian Asl , Shahed Rezaei

In science and engineering, intelligent processing of complex signals such as images, sound or language is often performed by a parameterized hierarchy of nonlinear processing layers, sometimes biologically inspired. Hierarchical systems…

Machine Learning · Computer Science 2012-12-27 Miguel Á. Carreira-Perpiñán , Weiran Wang

We consider neural networks with rational activation functions. The choice of the nonlinear activation function in deep learning architectures is crucial and heavily impacts the performance of a neural network. We establish optimal bounds…

Neural and Evolutionary Computing · Computer Science 2020-10-01 Nicolas Boullé , Yuji Nakatsukasa , Alex Townsend

We focus on finding sparse and least-$\ell_1$-norm solutions for unconstrained nonlinear optimal control problems. Such optimization problems are non-convex and non-smooth, nevertheless recent versions of Newton method for under-determined…

Optimization and Control · Mathematics 2019-08-28 Boris Polyak , Andrey Tremba

In this paper, we study the problem of optimizing a two-layer artificial neural network that best fits a training dataset. We look at this problem in the setting where the number of parameters is greater than the number of sampled points.…

Machine Learning · Computer Science 2017-11-01 Digvijay Boob , Guanghui Lan
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