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In this paper, we establish the local superlinear convergence property of some polynomial-time interior-point methods for an important family of conic optimization problems. The main structural property used in our analysis is the…

Optimization and Control · Mathematics 2014-12-08 Yu. Nesterov , Levent Tuncel

By extending the classical analysis techniques due to Samokish, Faddeev and Faddeeva, and Longsine and McCormick among others, we prove the convergence of preconditioned steepest descent with implicit deflation (PSD-id) method for solving…

Numerical Analysis · Mathematics 2016-05-31 Yunfeng Cai , Zhaojun Bai , John E. Pask , N. Sukumar

The maximization of the (generalized) Rayleigh quotient is a central problem in numerical linear algebra. Conventional algorithms for its computation typically rely on matrix-adjoint products, making them sensitive to errors arising from…

Optimization and Control · Mathematics 2025-12-08 Jonas Bresch , Oleh Melnyk , Martin Schoen , Gabriele Steidl

In this paper, we develop RLOBPCG, an efficient method for computing a small number of singular triplets corresponding to the smallest singular values of large, tall matrices. The algorithm combines randomized preconditioner from the…

Numerical Analysis · Mathematics 2026-02-20 Ethan N. Epperly , Taejun Park , Yuji Nakatsukasa

In a recent paper, Ling et al. investigated the over-parametrized Deep Equilibrium Model (DEQ) with ReLU activation. They proved that the gradient descent converges to a globally optimal solution at a linear convergence rate for the…

Machine Learning · Statistics 2025-02-14 Lan V. Truong

A method is introduced for approximate marginal likelihood inference via adaptive Gaussian quadrature in mixed models with a single grouping factor. The core technical contribution is an algorithm for computing the exact gradient of the…

Methodology · Statistics 2024-11-13 Alex Stringer

This paper investigates the optimal ergodic sublinear convergence rate of the relaxed proximal point algorithm for solving monotone variational inequality problems. The exact worst case convergence rate is computed using the performance…

Optimization and Control · Mathematics 2019-07-15 Guoyong Gu , Junfeng Yang

This paper investigates two inexact Levenberg-Marquardt (LM) methods for solving systems of nonlinear equations. Both approaches compute approximate search directions by solving the LM linear system inexactly, subject to specific…

Optimization and Control · Mathematics 2025-07-23 Bas Symoens , Morteza Rahimi , Masoud Ahookhosh

Polynomial convergence bounds are considered for left, right, and split preconditioned GMRES. They include the cases of Weighted and Deflated GMRES for a linear system Ax = b. In particular, the case of positive definite A is considered.…

Numerical Analysis · Mathematics 2025-10-03 Nicole Spillane , Daniel B Szyld

The goal of this paper is to design optimal multilevel solvers for the finite element approximation of second order linear elliptic problems with piecewise constant coefficients on bisection grids. Local multigrid and BPX preconditioners…

Numerical Analysis · Mathematics 2012-02-13 Long Chen , Michael Holst , Jinchao Xu , Yunrong Zhu

A concrete formulation of the Lehmann-Maehly-Goerisch method for semi-definite self-adjoint operators with compact resolvent is considered. Precise rates of convergence are determined in terms of how well the trial spaces capture the…

Spectral Theory · Mathematics 2014-08-12 L. Boulton , A. Hobiny

The paper addresses parametric inequality systems described by polynomial functions in finite dimensions, where state-dependent infinite parameter sets are given by finitely many polynomial inequalities and equalities. Such systems can be…

Optimization and Control · Mathematics 2015-09-15 G. Li , B. S. Mordukhovich , T. T. A. Nghia , T. S. Pham

The Levenberg-Marquardt algorithm is a flexible iterative procedure used to solve non-linear least squares problems. In this work we study how a class of possible adaptations of this procedure can be used to solve maximum likelihood…

Computation · Statistics 2014-10-06 Marco Giordan , Federico Vaggi , Ron Wehrens

Dual quaternion matrices have various applications in robotic research and its spectral theory has been extensively studied in recent years. In this paper, we extend Jacobi method to compute all eigenpairs of dual quaternion Hermitian…

Numerical Analysis · Mathematics 2024-06-26 Yongjun Chen , Liping Zhang

Bilevel optimization problems are receiving increasing attention in machine learning as they provide a natural framework for hyperparameter optimization and meta-learning. A key step to tackle these problems is the efficient computation of…

Machine Learning · Statistics 2025-05-20 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo

Composite optimization problems involve minimizing the composition of a smooth map with a convex function. Such objectives arise in numerous data science and signal processing applications, including phase retrieval, blind deconvolution,…

Optimization and Control · Mathematics 2025-10-06 Mateo Díaz , Liwei Jiang , Abdel Ghani Labassi

In this note, we establish a new exact worst-case linear convergence rate of the proximal gradient method in terms of the proximal gradient norm, which complements the recent results in [1] and implies a refined descent lemma.descent lemma.…

Optimization and Control · Mathematics 2019-03-13 Xiaoya Zhang , Hui Zhang

We study the Rayleigh quotient of a Hermitian matrix with quaternionic coefficients and prove its main properties. As an application, we give some relationships between left and right eigenvalues of Hermitian and symplectic matrices.

Rings and Algebras · Mathematics 2020-12-08 E. Macías-Virgós , M. J. Pereira-Sáez , Ana D. Tarrío-Tobar

We combine the adaptive and multilevel approaches to the BDDC and formulate a method which allows an adaptive selection of constraints on each decomposition level. We also present a strategy for the solution of local eigenvalue problems in…

Numerical Analysis · Mathematics 2013-11-12 Bedřich Sousedík , Jakub Šístek , Jan Mandel

For the generalized eigenvalue problem, a quotient function is devised for estimating eigenvalues in terms of an approximate eigenvector. This gives rise to an infinite family of quotients, all entirely arguable to be used in estimation.…

Numerical Analysis · Mathematics 2024-09-24 Marko Huhtanen , Vesa Kotila , Pauliina Uusitalo