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Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…

Optimization and Control · Mathematics 2022-10-31 Alberto De Marchi

In this article, we propose two kinds of neural networks inspired by power method and inverse power method to solve linear eigenvalue problems. These neural networks share similar ideas with traditional methods, in which the differential…

Numerical Analysis · Mathematics 2023-07-18 Qihong Yang , Yangtao Deng , Yu Yang , Qiaolin He , Shiquan Zhang

We introduce and analyze a fast iterative method based on sequential Bregman projections for nonlinear inverse problems in Banach spaces. The key idea, in contrast to the standard Landweber method, is to use multiple search directions per…

Numerical Analysis · Mathematics 2018-08-01 Anne Wald

We propose an inexact infeasible arc-search interior-point method for solving linear optimization problems. The method combines an arc-search strategy with inexact solutions to Newton systems and admits a polynomial iteration complexity…

Optimization and Control · Mathematics 2026-01-08 Einosuke Iida , Makoto Yamashita

A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…

Optimization and Control · Mathematics 2024-03-15 Frank E. Curtis , Vyacheslav Kungurtsev , Daniel P. Robinson , Qi Wang

Ensemble techniques are frequently encountered in machine learning and engineering problems since the method combines different models and produces an optimal predictive solution. The ensemble concept can be adapted to deep learning models…

Multi-objective portfolio optimisation is a critical problem researched across various fields of study as it achieves the objective of maximising the expected return while minimising the risk of a given portfolio at the same time. However,…

Machine Learning · Computer Science 2023-04-14 Sonia Bullah , Terence L. van Zyl

The identification of black-box nonlinear state-space models requires a flexible representation of the state and output equation. Artificial neural networks have proven to provide such a representation. However, as in many identification…

Machine Learning · Computer Science 2021-03-29 Maarten Schoukens

In this paper we theoretically show that interior-point methods based on self-concordant barriers possess favorable global complexity beyond their standard application area of convex optimization. To do that we propose first- and…

Optimization and Control · Mathematics 2024-04-30 Pavel Dvurechensky , Mathias Staudigl

We present a novel convex relaxation and a corresponding inference algorithm for the non-binary discrete tomography problem, that is, reconstructing discrete-valued images from few linear measurements. In contrast to state of the art…

Optimization and Control · Mathematics 2018-12-27 Jan Kuske , Paul Swoboda , Stefania Petra

Eigenvalue problems are fundamental to mathematics and science. We present a simple algorithm for determining eigenvalues and eigenfunctions of the Laplace--Beltrami operator on rather general curved surfaces. Our algorithm, which is based…

Numerical Analysis · Mathematics 2011-09-13 Colin B. Macdonald , Jeremy Brandman , Steven J. Ruuth

A multigrid method is proposed in this paper to solve eigenvalue problems by the finite element method based on the shifted-inverse power iteration technique. With this scheme, solving eigenvalue problem is transformed to a series of…

Numerical Analysis · Mathematics 2014-10-28 Hongtao Chen , Yunhui He , Yu Li , Hehu Xie

A new approach is discussed for solving large nonsymmetric systems of linear equations with multiple right-hand sides. The first system is solved with a deflated GMRES method that generates eigenvector information at the same time that the…

Mathematical Physics · Physics 2007-05-23 Ronald B. Morgan , Walter Wilcox

We present a three-point iterative method without memory for solving nonlinear equations in one variable. The proposed method provides convergence order eight with four function evaluations per iteration. Hence, it possesses a very high…

Numerical Analysis · Mathematics 2016-02-24 Gunar Matthies , Mehdi Salimi , Somayeh Sharifi , Juan Luis Varona

We consider the resolution of learning problems involving $\ell_0$-regularization via Branch-and-Bound (BnB) algorithms. These methods explore regions of the feasible space of the problem and check whether they do not contain solutions…

Optimization and Control · Mathematics 2024-06-07 Theo Guyard , Cédric Herzet , Clément Elvira , Ayşe-Nur Arslan

Bayesian optimization works effectively optimizing parameters in black-box problems. However, this method did not work for high-dimensional parameters in limited trials. Parameters can be efficiently explored by nonlinearly embedding them…

Machine Learning · Computer Science 2022-06-14 Shoki Miyagawa , Atsuyoshi Yano , Naoko Sawada , Isamu Ogawa

We present two approximation methods for computing eigenfrequencies and eigenmodes of large-scale nonlinear eigenvalue problems resulting from boundary element method (BEM) solutions of some types of acoustic eigenvalue problems in…

Numerical Analysis · Mathematics 2024-09-23 Mohamed El-Guide , Agnieszka Miedlar , Yousef Saad

The paper proposes a novel hybrid method for solving equilibrium problems and fixed point problems. By constructing specially cutting-halfspaces, in this algorithm, only an optimization program is solved at each iteration without the…

Optimization and Control · Mathematics 2015-10-30 Dang Van Hieu

Iterative denoising algorithms (IDAs) have been tremendously successful in a range of linear inverse problems arising in signal and image processing. The classic instance of this is the famous Iterative Soft-Thresholding Algorithm (ISTA),…

Image and Video Processing · Electrical Eng. & Systems 2023-02-17 Danica Fliss , Willem Marais , Robert D. Nowak

We present an algorithm based on numerical techniques that have become standard for solving nonlinear integral equations: Newton's method, homotopy continuation, the multilevel method and random projection to solve the inversion problem…

Computational Physics · Physics 2021-05-26 Michael Jasiulek