English
Related papers

Related papers: Inexact Newton Method for General Purpose Reservoi…

200 papers

The pressure-correction method is a well established approach for simulating unsteady, incompressible fluids. It is well-known that implicit discretization of the time derivative in the momentum equation e.g. using a backward…

Numerical Analysis · Mathematics 2024-07-17 Utku Kaya , Thomas Richter

The Empirical Interpolation Method (EIM) and its generalized version (GEIM) can be used to approximate a physical system by combining data measured from the system itself and a reduced model representing the underlying physics. In presence…

Numerical Analysis · Mathematics 2016-11-08 J. P. Argaud , B. Bouriquet , H. Gong , Y. Maday , O. Mula

In this paper we introduce a semi-local theorem for the feasibility and convergence of the inexact Newton method, regarding the sequence $x_{k+1} = x_k - Df(x_k)^{-1}f(x_k) + r_k$, where $r_k$ represents the error in each step. Unlike the…

Analysis of PDEs · Mathematics 2020-05-19 Eduardo Ramos , Marcio Gameiro , Victor Nolasco

This paper studies the numerical solution of strictly convex unconstrained optimization problems by linesearch Newton-CG methods. We focus on methods employing inexact evaluations of the objective function and inexact and possibly random…

Optimization and Control · Mathematics 2022-05-16 Stefania Bellavia , Eugenio Fabrizi , Benedetta Morini

Discretization of non-linear Poisson-Boltzmann Equation equations results in a system of non-linear equations with symmetric Jacobian. The Newton algorithm is the most useful tool for solving non-linear equations. It consists of solving a…

Mathematical Physics · Physics 2007-05-23 Sanjay Kumar Khattri

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

Statistics Theory · Mathematics 2007-12-18 Jiming Jiang , Yihui Luan , You-Gan Wang

The Newton method is a powerful optimization algorithm, valued for its rapid local convergence and elegant geometric properties. However, its theoretical guarantees are usually limited to convex problems. In this work, we ask whether…

Optimization and Control · Mathematics 2025-10-01 Alexander Shestakov , Sushil Bohara , Samuel Horváth , Martin Takáč , Slavomír Hanzely

In this work we present an adaptive Newton-type method to solve nonlinear constrained optimization problems in which the constraint is a system of partial differential equations discretized by the finite element method. The adaptive…

Optimization and Control · Mathematics 2017-06-05 Thomas Carraro , Simon Dörsam , Stefan Frei , Daniel Schwarz

We consider a variant of inexact Newton Method, called Newton-MR, in which the least-squares sub-problems are solved approximately using Minimum Residual method. By construction, Newton-MR can be readily applied for unconstrained…

Optimization and Control · Mathematics 2022-05-09 Fred Roosta , Yang Liu , Peng Xu , Michael W. Mahoney

In this paper, we introduce an inexact regularized proximal Newton method (IRPNM) that does not require any line search. The method is designed to minimize the sum of a twice continuously differentiable function $f$ and a convex (possibly…

Optimization and Control · Mathematics 2024-04-09 Simeon vom Dahl , Christian Kanzow

This paper is concerned with the nonnegative inverse eigenvalue problem of finding a nonnegative matrix such that its spectrum is the prescribed self-conjugate set of complex numbers. We first reformulate the nonnegative inverse eigenvalue…

Numerical Analysis · Mathematics 2017-06-13 Zhi Zhao , Zheng-Jian Bai , Xiao-Qing Jin

This paper considers the generalized continuation Newton method and thetrust-region updating strategy for the underdetermined system of nonlinear equations. Moreover, in order to improve its computational efficiency, the new method will not…

Numerical Analysis · Mathematics 2021-05-26 Xin-long Luo , Hang Xiao

This letter proposes a predictor-corrector method to strike a balance between simulation accuracy and efficiency by appropriately tuning the numerical integration step length of a power system time-domain simulation. Numerical tests…

Computational Engineering, Finance, and Science · Computer Science 2019-02-07 Yiming Cai , Junbo Zhang , Weizhou Yu

In this paper the simplicial cone constrained convex quadratic programming problem is studied. The optimality conditions of this problem consist in a linear complementarity problem. This fact, under a suitable condition, leads to an…

Optimization and Control · Mathematics 2015-03-11 J. G. Barrios , O. P. Ferreira , S. Z. Németh

We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Simon Kuang , Xinfan Lin

In this work, we address the implementation and performance of inexact Newton-Krylov and quasi-Newton algorithms, more specifically the BFGS method, for the solution of the nonlinear elasticity equations, and compare them to a standard…

Numerical Analysis · Mathematics 2022-09-21 Nicolás A. Barnafi , Luca F. Pavarino , Simone Scacchi

In recent years, various subspace algorithms have been developed to handle large-scale optimization problems. Although existing subspace Newton methods require fewer iterations to converge in practice, the matrix operations and full…

Optimization and Control · Mathematics 2024-06-05 Taisei Miyaishi , Ryota Nozawa , Pierre-Louis Poirion , Akiko Takeda

New time integration methods are proposed for simulating incompressible multiphase flow in pipelines described by the one-dimensional two-fluid model. The methodology is based on 'half-explicit' Runge-Kutta methods, being explicit for the…

Numerical Analysis · Mathematics 2019-02-19 Benjamin Sanderse , Arthur E. P. Veldman

The thesis focuses on the prediction of solvation thermodynamics using integral equation theories. Our main goal is to improve the approach using a rational correction. We achieve it by extending recently introduced pressure correction, and…

Chemical Physics · Physics 2017-04-19 Maksim Misin

Tikhonov regularization is a popular approach to obtain a meaningful solution for ill-conditioned linear least squares problems. A relatively simple way of choosing a good regularization parameter is given by Morozov's discrepancy…

Numerical Analysis · Mathematics 2020-06-24 Jeffrey Cornelis , Nick Schenkels , Wim Vanroose