Related papers: Inexact Newton Method for General Purpose Reservoi…
We study two inexact methods for solutions of random eigenvalue problems in the context of spectral stochastic finite elements. In particular, given a parameter-dependent, symmetric matrix operator, the methods solve for eigenvalues and…
This paper considers the robust phase retrieval problem, which can be cast as a nonsmooth and nonconvex optimization problem. We propose a new inexact proximal linear algorithm with the subproblem being solved inexactly. Our contributions…
For regularized optimization that minimizes the sum of a smooth term and a regularizer that promotes structured solutions, inexact proximal-Newton-type methods, or successive quadratic approximation (SQA) methods, are widely used for their…
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…
We prove that under semi-local assumptions, the inexact Newton method with a fixed relative residual error tolerance converges Q-linearly to a zero of the non-linear operator under consideration. Using this result we show that Newton method…
The Gauss--Newton with approximated tensors (GNAT) method is a nonlinear model reduction method that operates on fully discretized computational models. It achieves dimension reduction by a Petrov--Galerkin projection associated with…
This paper presents a regularized Newton method (RNM) with generalized regularization terms for unconstrained convex optimization problems. The generalized regularization includes quadratic, cubic, and elastic net regularizations as special…
We propose a new family of inexact sequential quadratic approximation (SQA) methods, which we call the inexact regularized proximal Newton ($\textsf{IRPN}$) method, for minimizing the sum of two closed proper convex functions, one of which…
Finding a Z-eigenpair of a symmetric tensor is equivalent to finding a KKT point of a sphere constrained minimization problem. Based on this equivalency, in this paper, we first propose a class of iterative methods to get a Z-eigenpair of a…
We describe stochastic Newton and stochastic quasi-Newton approaches to efficiently solve large linear least-squares problems where the very large data sets present a significant computational burden (e.g., the size may exceed computer…
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…
This paper concerns the composite problem of minimizing the sum of a twice continuously differentiable function $f$ and a nonsmooth convex function. For this class of nonconvex and nonsmooth problems, by leveraging a practical inexactness…
We introduce iR2N, a modified proximal quasi-Newton method for minimizing the sum of a smooth function $f$ and a lower semi-continuous prox-bounded function $h$, allowing inexact evaluations of $f$, its gradient, and the associated proximal…
Policy gradient algorithms have been widely applied to Markov decision processes and reinforcement learning problems in recent years. Regularization with various entropy functions is often used to encourage exploration and improve…
It is well known that the Newton method may not converge when the initial guess does not belong to a specific quadratic convergence region. We propose a family of new variants of the Newton method with the potential advantage of having a…
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…
Applied problems of oil and gas recovery are studied numerically using the mathematical models of multiphase fluid flows in porous media. The basic model includes the continuity equations and the Darcy laws for each phase, as well as the…
We present a novel approach for the inverse problem in electrical impedance tomography based on regularized quadratic regression. Our contribution introduces a new formulation for the forward model in the form of a nonlinear integral…
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 paper applies the Recursive Projection Method (RPM) to the problem of finding the effective mechanical response of a periodic heterogeneous solid. Previous works apply the Fast Fourier Transform (FFT) in combination with various…