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This paper is to introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary…

Numerical Analysis · Mathematics 2016-11-03 Shanghui Jia , Hehu Xie , Manting Xie , Fei Xu

In applications, a substantial number of problems can be formulated as non-linear least squares problems over smooth varieties. Unlike the usual least squares problem over a Euclidean space, the non-linear least squares problem over a…

Optimization and Control · Mathematics 2025-03-11 Shenglong Hu , Ke Ye

Large outliers break down linear and nonlinear regression models. Robust regression methods allow one to filter out the outliers when building a model. By replacing the traditional least squares criterion with the least trimmed squares…

Optimization and Control · Mathematics 2012-06-07 Gleb Beliakov , Andrei Kelarev , John Yearwood

This paper introduces an algorithm for the nonnegative matrix factorization-and-completion problem, which aims to find nonnegative low-rank matrices X and Y so that the product XY approximates a nonnegative data matrix M whose elements are…

Information Theory · Computer Science 2015-11-23 Yangyang Xu , Wotao Yin , Zaiwen Wen , Yin Zhang

The numerical solution of problems in nonlinear magnetostatics is typically based on a variational formulation in terms of magnetic potentials, the discretization by finite elements, and iterative solvers like the Newton method. The vector…

Numerical Analysis · Mathematics 2024-05-03 Herbert Egger , Felix Engertsberger , Bogdan Radu

The popular Alternating Least Squares (ALS) algorithm for tensor decomposition is efficient and easy to implement, but often converges to poor local optima---particularly when the weights of the factors are non-uniform. We propose a…

Machine Learning · Computer Science 2017-09-26 Vatsal Sharan , Gregory Valiant

The approximation of tensors is important for the efficient numerical treatment of high dimensional problems, but it remains an extremely challenging task. One of the most popular approach to tensor approximation is the alternating least…

Numerical Analysis · Mathematics 2015-06-02 Mike Espig , Wolfgang Hackbusch , Aram Khachatryan

A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with additional linear complementarity constraints. This class has emerged as a…

Optimization and Control · Mathematics 2018-02-09 Bin Yu , John E. Mitchell , Jong-Shi Pang

The least squares method provides the best-fit curve by minimizing the total squares error. In this work, we provide the modified least squares method based on the fractional orthogonal polynomials that belong to the space $M_{n}^{\lambda}…

Numerical Analysis · Mathematics 2024-05-02 Abhishek Kumar Singh , Mani Mehra , Anatoly A. Alikhanov

Given a parametrized family of finite frames, we consider the optimization problem of finding the member of this family whose coefficient space most closely contains a given data vector. This nonlinear least squares problem arises naturally…

Functional Analysis · Mathematics 2012-02-06 Matthew Fickus , Dustin G. Mixon

We investigate the theoretical foundations of a recently introduced entropy-based formulation of weighted least squares for the approximation of overdetermined linear systems, motivated by robust data fitting in the presence of sparse gross…

Numerical Analysis · Mathematics 2026-03-17 Felice Iavernaro , Monica Lazzo , Lorenzo Pisani

In this paper, we consider nonconvex optimization problems with nonsmooth nonconvex objective function and nonlinear equality constraints. We assume that both the objective function and the functional constraints can be separated into 2…

Optimization and Control · Mathematics 2025-03-04 Lahcen El Bourkhissi , Ion Necoara

This paper presents an iteration method for solving linear particle transport problems in binary stochastic mixtures. It is based on nonlinear projection approach. The method is defined by a hierarchy of equations consisting of the…

Numerical Analysis · Mathematics 2026-03-18 Dmitriy Y. Anistratov

The best-worst method is an increasingly popular approach to solving multi-criteria decision-making problems. However, the usual prioritisation techniques may result in an ordinal violation if the best (worst) alternative identified in the…

Optimization and Control · Mathematics 2024-12-10 László Csató

Often in applications ranging from medical imaging and sensor networks to error correction and data science (and beyond), one needs to solve large-scale linear systems in which a fraction of the measurements have been corrupted. We consider…

Numerical Analysis · Mathematics 2021-07-09 Jamie Haddock , Deanna Needell , Elizaveta Rebrova , William Swartworth

In this paper, a novel multigrid method based on Newton iteration is proposed to solve nonlinear eigenvalue problems. Instead of handling the eigenvalue $\lambda$ and eigenfunction $u$ separately, we treat the eigenpair $(\lambda, u)$ as…

Numerical Analysis · Mathematics 2024-04-30 Fei Xu , Manting Xie , Meiling Yue

In this paper, we propose a novel solution for non-convex problems of multiple variables, especially for those typically solved by an alternating minimization (AM) strategy that splits the original optimization problem into a set of…

Machine Learning · Computer Science 2022-06-28 Jingyuan Xia , Shengxi Li , Jun-Jie Huang , Imad Jaimoukha , Deniz Gunduz

We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale…

Computational Engineering, Finance, and Science · Computer Science 2018-12-04 Ivan Dokmanić , Joan Bruna , Stéphane Mallat , Maarten de Hoop

The variational approach to fracture is effective for simulating the nucleation and propagation of complex crack patterns, but is computationally demanding. The model is a strongly nonlinear non-convex variational inequality that demands…

Numerical Analysis · Mathematics 2016-05-18 Patrick E. Farrell , Corrado Maurini

The classical iteratively reweighted least-squares (IRLS) algorithm aims to recover an unknown signal from linear measurements by performing a sequence of weighted least squares problems, where the weights are recursively updated at each…

Machine Learning · Statistics 2024-06-06 Chiraag Kaushik , Justin Romberg , Vidya Muthukumar
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