Related papers: A Global Newton-Type Scheme Based on a Simplified …

A Newton-type active set algorithm for large-scale minimization subject to polyhedral constraints is proposed. The algorithm consists of a gradient projection step, a second-order Newton-type step in the null space of the constraint matrix,…

In this paper we study Newton's method for solving generalized equations in Banach spaces. We show that under strong regularity of the generalized equation, the method is locally convergent to a solution with superlinear/quadratic rate. The…

The problem of minimizing a sum of local convex objective functions over a networked system captures many important applications and has received much attention in the distributed optimization field. Most of existing work focuses on…

Newton's method for polynomial root finding is one of mathematics' most well-known algorithms. The method also has its shortcomings: it is undefined at critical points, it could exhibit chaotic behavior and is only guaranteed to converge…

In this paper, an idea to solve nonlinear equations is presented. During the solution of any problem with Newton's Method, it might happen that some of the unknowns satisfy the convergence criteria where the others fail. The convergence…

Nonlinear inverse problems have complicated landscapes. Hence the calculation with naive iterative schemes (e.g., Gauss-Newton or conjugate gradients) is trapped in local minima. The (first) Born approximation can avoid this trapping but…

The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as…

In this paper, we propose a third-order Newton's method which in each iteration solves a semidefinite program as a subproblem. Our approach is based on moving to the local minimum of the third-order Taylor expansion at each iteration,…

In this paper we study the behavior of finite dimensional fixed point iterations, induced by discretization of a continuous fixed point iteration defined within a Banach space setting. We show that the difference between the discrete…

Optimization on Riemannian manifolds widely arises in eigenvalue computation, density functional theory, Bose-Einstein condensates, low rank nearest correlation, image registration, and signal processing, etc. We propose an adaptive…

We suggest a simple adaptive step-size procedure, which does not require any line-search, for a general class of nonlinear optimization methods and prove convergence of a general method under mild assumptions. In particular, the goal…

We present a Newton-type method that converges fast from any initialization and for arbitrary convex objectives with Lipschitz Hessians. We achieve this by merging the ideas of cubic regularization with a certain adaptive…

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…

For nonlinear equations, the homotopy methods (continuation methods) are popular in engineering fields since their convergence regions are large and they are quite reliable to find a solution. The disadvantage of the classical homotopy…

A common strategy for solving an unconstrained two-player Nash equilibrium problem with continuous variables is applying Newton's method to the system of nonlinear equations obtained by the corresponding first-order necessary optimality…

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…

The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but…

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…

Global optimization of black-box functions from noisy samples is a fundamental challenge in machine learning and scientific computing. Traditional methods such as Bayesian Optimization often converge to local minima on multi-modal…

We study the action of the nonlinear mapping G[z] between real or complex Banach spaces in the vicinity of a given curve with respect to possible linearization, emerging patterns of level sets, as well as existing solutions of G[z]=0. The…