Related papers: Benchmarking results for the Newton-Anderson metho…
Many computer graphics problems require computing geometric shapes subject to certain constraints. This often results in non-linear and non-convex optimization problems with globally coupled variables, which pose great challenge for…
This paper develops an efficient and robust solution technique for the steady Boussinesq model of non-isothermal flow using Anderson acceleration applied to a Picard iteration. After analyzing the fixed point operator associated with the…
We analyze the convergence of quasi-Newton methods in exact and finite precision arithmetic. In particular, we derive an upper bound for the stagnation level and we show that any sufficiently exact quasi-Newton method will converge…
This paper concerns the inclusion of Newton's method into an adaptive finite element method (FEM) for the solution of nonlinear partial differential equations (PDEs). It features an adaptive choice of the damping parameter in the Newton…
This paper proposes a Newton-type method to solve numerically the eigenproblem of several diagonalizable matrices, which pairwise commute. A classical result states that these matrices are simultaneously diagonalizable. From a suitable…
We are concerned with the tensor equations whose coefficient tensor is an M-tensor. We first propose a Newton method for solving the equation with a positive constant term and establish its global and quadratic convergence. Then we extend…
The Classic Howard's algorithm, a technique of resolution for discrete Hamilton-Jacobi equations, is of large use in applications for its high efficiency and good performances. A special beneficial characteristic of the method is the…
In this paper, we consider a large class of nonlinear equations derived from first-order type methods for solving composite optimization problems. Traditional approaches to establishing superlinear convergence rates of semismooth…
The textbook Newton's iteration is practically inapplicable on solutions of nonlinear systems with singular Jacobians. By a simple modification, a novel extension of Newton's iteration regains its local quadratic convergence toward…
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…
We prove linear convergence for a new family of modified Dirichlet--Neumann methods applied to quasilinear parabolic equations, as well as the convergence of the Robin--Robin method. Such nonoverlapping domain decomposition methods are…
Anderson acceleration is a well-established and simple technique for speeding up fixed-point computations with countless applications. Previous studies of Anderson acceleration in optimization have only been able to provide convergence…
A technique for accelerating global convergence of pseudo-transient continuation Newton methods is proposed based on residual smoothing. The technique is motivated by the effectiveness of local nonlinear smoothers at overcoming strong…
Anderson acceleration (AA) as an efficient technique for speeding up the convergence of fixed-point iterations may be designed for accelerating an optimization method. We propose a novel optimization algorithm by adapting Anderson…
A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…
Two adaptive relaxation strategies are proposed for Anderson acceleration. They are specifically designed for applications in which mappings converge to a fixed point. Their superiority over alternative Anderson acceleration is demonstrated…
Although Anderson acceleration (AA) is known to speed up fixed-point iterations, it is rarely applied in constrained optimization, in particular sequential quadratic programming (SQP). We show that the local convergence behavior of a…
In this paper, we propose a globally convergent method for solving constrained nonlinear systems. The method combines an efficient Newton conditional gradient method with a derivative-free and nonmonotone linesearch strategy. The global…
This paper aims at reviewing and analysing the method of reflections. The latter is an iterative procedure designed to linear boundary value problems set in multiply connected domains. Being based on a decomposition of the domain boundary,…
We consider the task of solving generic inverse problems, where one wishes to determine the hidden parameters of a natural system that will give rise to a particular set of measurements. Recently many new approaches based upon deep learning…