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In this paper a special semi-smooth equation associated to the second order cone is studied. It is shown that, under mild assumptions, the semi-smooth Newton method applied to this equation is well-defined and the generated sequence is…

Optimization and Control · Mathematics 2016-10-17 Jose Yunier Bello Cruz , O. P. Ferreira , S. Z. Nemeth , L. F. Prudente

We develop two new stochastic Gauss-Newton algorithms for solving a class of non-convex stochastic compositional optimization problems frequently arising in practice. We consider both the expectation and finite-sum settings under standard…

Optimization and Control · Mathematics 2020-07-06 Quoc Tran-Dinh , Nhan H. Pham , Lam M. Nguyen

This work studies the usage of well-known smoothed total variation regularization for solving an atmospheric tomography problem named as {\em GPS-tomography} in some quasi-Newton methods. That is we solve an unconstrained, convex, smooth…

Numerical Analysis · Mathematics 2016-04-20 Erdem Altuntac

The Gauss-Newton's method for solving nonlinear least squares problems is studied in this paper. Under the hypothesis that the derivative of the function associated with the least square problem satisfies a majorant condition, a local…

Optimization and Control · Mathematics 2010-03-29 O. P. Ferreira , M. L. N. Goncalves , P. R. Oliveira

This work proposes a universal and adaptive second-order method for minimizing second-order smooth, convex functions. Our algorithm achieves $O(\sigma / \sqrt{T})$ convergence when the oracle feedback is stochastic with variance $\sigma^2$,…

Optimization and Control · Mathematics 2022-12-13 Kimon Antonakopoulos , Ali Kavis , Volkan Cevher

Under the hypothesis that an initial point is a quasi-regular point, we use a majorant condition to present a new semi-local convergence analysis of an extension of the Gauss-Newton method for solving convex composite optimization problems.…

Optimization and Control · Mathematics 2011-07-20 Orizon Perreira Ferreira , Max Leandro Nobre Gonçalves , Paulo Roberto Oliveira

In this work, we propose an adaptive spectral element algorithm for solving nonlinear optimal control problems. The method employs orthogonal collocation at the shifted Gegenbauer-Gauss points combined with very accurate and stable…

Optimization and Control · Mathematics 2023-03-06 Kareem T. Elgindy

We consider optimization algorithms that successively minimize simple Taylor-like models of the objective function. Methods of Gauss-Newton type for minimizing the composition of a convex function and a smooth map are common examples. Our…

Optimization and Control · Mathematics 2016-10-12 Dmitriy Drusvyatskiy , Alexander D. Ioffe , Adrian S. Lewis

We present a head-to-head evaluation of the Improved Inexact--Newton--Smart (INS) algorithm against a primal--dual interior-point framework for large-scale nonlinear optimization. On extensive synthetic benchmarks, the interior-point method…

Optimization and Control · Mathematics 2025-11-18 Neda Bagheri Renani , Maryam Jaefarzadeh , Daniel Sevcovic

This paper considers the non-linear inverse problem of reconstructing an electric conductivity distribution from the interior power density in a bounded domain. Applications include the novel tomographic method known as acousto-electric…

Optimization and Control · Mathematics 2018-08-29 B. J. Adesokan , Kim Knudsen , Venkateswaran P. Krishnan , Souvik Roy

The Gauss-Newton algorithm is a popular and efficient centralized method for solving non-linear least squares problems. In this paper, we propose a multi-agent distributed version of this algorithm, named Gossip-based Gauss-Newton (GGN)…

Numerical Analysis · Mathematics 2016-08-24 Xiao Li , Anna Scaglione

Variable projection methods prove highly efficient in solving separable nonlinear least squares problems by transforming them into a reduced nonlinear least squares problem, typically solvable via the Gauss-Newton method. When solving…

Numerical Analysis · Mathematics 2024-02-14 Malena I. Español , Gabriela Jeronimo

Alternating least squares is the most widely used algorithm for CP tensor decomposition. However, alternating least squares may exhibit slow or no convergence, especially when high accuracy is required. An alternative approach is to regard…

Numerical Analysis · Mathematics 2020-06-11 Navjot Singh , Linjian Ma , Hongru Yang , Edgar Solomonik

In this paper we present a convergence rate analysis of inexact variants of several randomized iterative methods. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic…

Optimization and Control · Mathematics 2019-03-20 Nicolas Loizou , Peter Richtárik

Small-scale plasticity problems are often characterised by different patterning behaviours ranging from macroscopic down to the atomistic scale. In successful models of such complex behaviour, its origin lies within non-convexity of the…

Computational Physics · Physics 2018-11-01 F. Bormann , R. H. J. Peerlings , M. G. D. Geers

In this paper, we consider a modified Levenberg--Marquardt method for solving an ill-posed inverse problem where the forward mapping is not G\^ateaux differentiable. By relaxing the standard assumptions for the classical smooth setting, we…

Numerical Analysis · Mathematics 2019-09-10 Christian Clason , Vu Huu Nhu

We propose inertial versions of block coordinate descent methods for solving non-convex non-smooth composite optimization problems. Our methods possess three main advantages compared to current state-of-the-art accelerated first-order…

Optimization and Control · Mathematics 2020-06-03 Le Thi Khanh Hien , Nicolas Gillis , Panagiotis Patrinos

In this paper, we present a relaxation proximal point method with double inertial effects to approximate a solution of a non-convex equilibrium problem. We give global convergence results of the iterative sequence generated by our…

Optimization and Control · Mathematics 2025-02-18 Nam Van Tran

In this paper, we investigate global convergence properties of the inexact nonsmooth Newton method for solving the system of absolute value equations (AVE). Global $Q$-linear convergence is established under suitable assumptions. Moreover,…

Optimization and Control · Mathematics 2015-11-13 J. Y. Bello Cruz , O. P. Ferreira , L. F. Prudente

Electrical Impedance Tomography (EIT) systems are becoming popular because they present several advantages over competing systems. However, EIT leads to images with very low resolution. Moreover, the nonuniform sampling characteristic of…

Computer Vision and Pattern Recognition · Computer Science 2019-05-01 Ricardo A. Borsoi , Julio C. C. Aya , Guilherme H. Costa , José C. M. Bermudez