Related papers: Pactical Newton Methods for Electronic Structure C…
Newton method is one of the most powerful methods for finding solutions of nonlinear equations and for proving their existence. In its "pure" form it has fast convergence near the solution, but small convergence domain. On the other hand…
We show how to adapt the quasi-Newton method to the electronic-structure calculations using systematic basis sets. Our implementation requires less iterations than the conjugate gradient method, while the computational cost per iteration is…
Dual descent methods are commonly used to solve network optimization problems because their implementation can be distributed through the network. However, their convergence rates are typically very slow. This paper introduces a family of…
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…
This paper proposes and develops new Newton-type methods to solve structured nonconvex and nonsmooth optimization problems with justifying their fast local and global convergence by means of advanced tools of variational analysis and…
In this paper, we study a conjugate gradient method for electronic structure calculations. We propose a Hessian based step size strategy, which together with three orthogonality approaches yields three algorithms for computing the ground…
Most existing work uses dual decomposition and subgradient methods to solve Network Utility Maximization (NUM) problems in a distributed manner, which suffer from slow rate of convergence properties. This work develops an alternative…
The use of network Newton methods for the decentralized optimization of a sum cost distributed through agents of a network is considered. Network Newton methods reinterpret distributed gradient descent as a penalty method, observe that the…
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…
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…
We present a novel Newton-type method for distributed optimization, which is particularly well suited for stochastic optimization and learning problems. For quadratic objectives, the method enjoys a linear rate of convergence which provably…
An inexact Newton type method for numerical minimization of convex piecewise quadratic functions is considered and its convergence is analyzed. Earlier, a similar method was successfully applied to optimizaton problems arising in numerical…
In this paper, we propose new methods to efficiently solve convex optimization problems encountered in sparse estimation, which include a new quasi-Newton method that avoids computing the Hessian matrix and improves efficiency, and we prove…
Many machine learning models involve solving optimization problems. Thus, it is important to deal with a large-scale optimization problem in big data applications. Recently, subsampled Newton methods have emerged to attract much attention…
Newton's method has been thoroughly studied for the class of self-concordant functions. However, a local analysis specific to strongly self-concordant functions (a subclass of the former) is missing from the literature. The local quadratic…
In this note we prove that the version of Newton algorithm with line search we used in [2] converges quadratically.
We consider minimization of a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only communicate with their neighbors. The use of distributed…
Considered herein is a modified Newton method for the numerical solution of nonlinear equations where the Jacobian is approximated using a complex-step derivative approximation. We show that this method converges for sufficiently small…
A general class of Newton algorithms on Gra{\ss}mann and Lagrange-Gra{\ss}mann manifolds is introduced, that depends on an arbitrary pair of local coordinates. Local quadratic convergence of the algorithm is shown under a suitable condition…
Finding roots of equations is at the heart of most computational science. A well-known and widely used iterative algorithm is the Newton's method. However, its convergence depends heavily on the initial guess, with poor choices often…