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In this paper we generalize the technique of deflation to define two new methods to systematically find many local minima of a nonlinear least squares problem. The methods are based on the Gauss-Newton algorithm, and as such do not require…

Numerical Analysis · Mathematics 2025-06-13 Alban Bloor Riley , Marcus Webb , Michael L Baker

It is well-known by now that the BFGS method is an effective method for minimizing nonsmooth functions. However, despite its popularity, theoretical convergence results are almost non-existent. One of the difficulties when analyzing the…

Optimization and Control · Mathematics 2026-05-11 Bennet Gebken

Electrical impedance tomography (EIT) is a noninvasive imaging method whereby electrical measurements on the boundary of a conductive medium (the data) are taken according to a prescribed protocol set and inverted to map the internal…

We propose a new numerical method to reconstruct the isotropic electrical conductivity from measured restricted Dirichlet-to-Neumann map data in electrical impedance tomography (EIT) model. "Restricted Dirichlet-to-Neumann (DtN) map data"…

Numerical Analysis · Mathematics 2019-02-20 Michael V. Klibanov , Jingzhi Li , Wenlong Zhang

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

Despite their popularity in the field of continuous optimisation, second-order quasi-Newton methods are challenging to apply in machine learning, as the Hessian matrix is intractably large. This computational burden is exacerbated by the…

Machine Learning · Computer Science 2024-02-28 Elre T. Oldewage , Ross M. Clarke , José Miguel Hernández-Lobato

We present practical Levenberg-Marquardt variants of Gauss-Newton and natural gradient methods for solving non-convex optimization problems that arise in training deep neural networks involving enormous numbers of variables and huge data…

Machine Learning · Computer Science 2019-06-07 Yi Ren , Donald Goldfarb

Quasi-Newton methods form an important class of methods for solving nonlinear optimization problems. In such methods, first order information is used to approximate the second derivative. The aim is to mimic the fast convergence that can be…

Optimization and Control · Mathematics 2025-02-20 Aban Ansari-Önnestam , Anders Forsgren

This study introduces two second-order methods designed to provably avoid saddle points in composite nonconvex optimization problems: (i) a nonsmooth trust-region method and (ii) a curvilinear linesearch method. These developments are…

Optimization and Control · Mathematics 2025-06-30 Alexander Bodard , Masoud Ahookhosh , Panagiotis Patrinos

This paper is concerned with the least squares inverse eigenvalue problem of reconstructing a linear parameterized real symmetric matrix from the prescribed partial eigenvalues in the sense of least squares, which was originally proposed by…

Numerical Analysis · Mathematics 2018-06-19 Teng-Teng Yao , Zheng-Jian Bai , Xiao-Qing Jin , Zhi Zhao

We present a sparse Gauss-Newton solver for accelerated sensitivity analysis with applications to a wide range of equilibrium-constrained optimization problems. Dense Gauss-Newton solvers have shown promising convergence rates for inverse…

Optimization and Control · Mathematics 2021-07-12 Jonas Zehnder , Stelian Coros , Bernhard Thomaszewski

We consider the application of the type-I Anderson acceleration to solving general non-smooth fixed-point problems. By interleaving with safe-guarding steps, and employing a Powell-type regularization and a re-start checking for strong…

Optimization and Control · Mathematics 2018-08-14 Junzi Zhang , Brendan O'Donoghue , Stephen Boyd

In this article we develop convergence theory for a class of goal-oriented adaptive finite element algorithms for second order nonsymmetric linear elliptic equations. In particular, we establish contraction results for a method of this type…

Numerical Analysis · Mathematics 2013-08-09 Michael Holst , Sara Pollock

A three-point iterative method for solving scalar non-linear equations was selected and then adapted to solve systems of non-linear equations. Subsequently, by applying Taylor's theorem to functions of $\R^{n}$ in $\R^{n}$, it is shown that…

General Mathematics · Mathematics 2026-01-23 Carlos E. Cadenas R. , Yorman J. Mendoza N

We propose a novel linesearch variant of the trust region normal map-based semismooth Newton method developed in [Ouyang and Milzarek, Math. Program. 212(1-2), 389--435 (2025)] for solving a class of nonsmooth, nonconvex composite-type…

Optimization and Control · Mathematics 2026-02-16 Hanfeng Zeng , Wenqing Ouyang , Andre Milzarek

The Neumann--Neumann method is a commonly employed domain decomposition method for linear elliptic equations. However, the method exhibits slow convergence when applied to semilinear equations and does not seem to converge at all for…

Numerical Analysis · Mathematics 2023-12-19 Emil Engström , Eskil Hansen

We provide improved convergence rates for various \emph{non-smooth} optimization problems via higher-order accelerated methods. In the case of $\ell_\infty$ regression, we achieves an $O(\epsilon^{-4/5})$ iteration complexity, breaking the…

Optimization and Control · Mathematics 2019-06-05 Brian Bullins , Richard Peng

We propose a general random subspace framework for unconstrained nonconvex optimization problems that requires a weak probabilistic assumption on the subspace gradient, which we show to be satisfied by various random matrix ensembles, such…

Optimization and Control · Mathematics 2022-11-21 Coralia Cartis , Jaroslav Fowkes , Zhen Shao

This paper is devoted to the analysis of a second order method for recovering the \emph{a priori} unknown shape of an inclusion $\omega$ inside a body $\Omega$ from boundary measurement. This inverse problem - known as electrical impedance…

Optimization and Control · Mathematics 2007-05-23 Lekbir Afraites , Marc Dambrine , Djalil Kateb

This paper focuses on the minimization of a sum of a twice continuously differentiable function $f$ and a nonsmooth convex function. An inexact regularized proximal Newton method is proposed by an approximation to the Hessian of $f$…

Optimization and Control · Mathematics 2023-11-09 Ruyu Liu , Shaohua Pan , Yuqia Wu , Xiaoqi Yang
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