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We propose AAA rational approximation as a method for interpolating or approximating smooth functions from equispaced data samples. Although it is always better to approximate from large numbers of samples if they are available, whether…

Numerical Analysis · Mathematics 2022-07-26 Daan Huybrechs , Lloyd N. Trefethen

Modern parabolic equation (PE) methods for wave propagation rely on application of a variety of fractional-powered differential operators. Rational approximations of these operators need to properly map their spectra onto the complex plane,…

Computational Physics · Physics 2025-10-22 Adith Ramamurti , Joseph F. Lingevitch , Jonathan C. Lighthall , Michael D. Collins

In this article a fast and parallelizable algorithm for rational approximation is presented. The method, called (P)QR-AAA, is a (parallel) set-valued variant of the AAA algorithm for scalar functions. It builds on the set-valued AAA…

Numerical Analysis · Mathematics 2024-12-04 Simon Dirckx , Karl Meerbergen , Daan Huybrechs

In this paper we propose an approximation method for high-dimensional $1$-periodic functions based on the multivariate ANOVA decomposition. We provide an analysis on the classical ANOVA decomposition on the torus and prove some important…

Numerical Analysis · Mathematics 2022-01-31 Daniel Potts , Michael Schmischke

Continued fractions in the field of $p$--adic numbers have been recently studied by several authors. It is known that the real continued fraction of a positive quadratic irrational is eventually periodic (Lagrange's Theorem). It is still…

Number Theory · Mathematics 2023-05-22 Nadir Murru , Giuliano Romeo

We develop an adaptive Nesterov accelerated proximal gradient (adaNAPG) algorithm for stochastic composite optimization problems, boosting the Nesterov accelerated proximal gradient (NAPG) algorithm through the integration of an adaptive…

Optimization and Control · Mathematics 2025-07-25 Dongxuan Zhu , Weihuan Huang , Caihua Chen

This paper establishes the iteration-complexity of an inner accelerated inexact proximal augmented Lagrangian (IAIPAL) method for solving linearly-constrained smooth nonconvex composite optimization problems that is based on the classical…

Optimization and Control · Mathematics 2022-06-15 Jefferson G. Melo , Renato D. C. Monteiro , Weiwei Kong

Anderson Acceleration (AA) is a popular algorithm designed to enhance the convergence of fixed-point iterations. In this paper, we introduce a variant of AA based on a Truncated Gram-Schmidt process (AATGS) which has a few advantages over…

Numerical Analysis · Mathematics 2024-07-17 Ziyuan Tang , Tianshi Xu , Huan He , Yousef Saad , Yuanzhe Xi

We describe an adaptive greedy algorithm for Thiele continued-fraction approximation of a function defined on a continuum domain in the complex plane. The algorithm iteratively selects interpolation nodes from an adaptively refined set of…

Numerical Analysis · Mathematics 2025-10-09 Tobin A. Driscoll , Yuxing Zhou

Anderson acceleration (AA) as an efficient technique for speeding up the convergence of fixed-point iterations may be designed for accelerating an optimization method. We propose a novel optimization algorithm by adapting Anderson…

Optimization and Control · Mathematics 2022-11-17 Hailiang Liu , Jia-Hao He , Xuping Tian

In this work we develop an algorithmic procedure for associating a function defined on the Riemann surface of the $\log$ to given asymptotic data from a function at an essential singularity. We do this by means of rational approximations…

Complex Variables · Mathematics 2026-03-05 Nicholas Castillo

Rational approximation schemes for reconstructing periodic signals from samples with poorly separated spectral content are described. These methods are automatic and adaptive, requiring no tuning or manual parameter selection. Collectively,…

Numerical Analysis · Mathematics 2021-12-10 Heather Wilber , Anil Damle , Alex Townsend

Building upon recent works on linesearch-free adaptive proximal gradient methods, this paper proposes adaPG$^{q,r}$, a framework that unifies and extends existing results by providing larger stepsize policies and improved lower bounds.…

Optimization and Control · Mathematics 2024-07-11 Puya Latafat , Andreas Themelis , Panagiotis Patrinos

In this paper, we consider augmented Lagrangian (AL) algorithms for solving large-scale nonlinear optimization problems that execute adaptive strategies for updating the penalty parameter. Our work is motivated by the recently proposed…

Optimization and Control · Mathematics 2017-01-02 Frank E. Curtis , Nicholas I. M. Gould , Hao Jiang , Daniel P. Robinson

As deep learning models exponentially increase in size, optimizers such as Adam encounter significant memory consumption challenges due to the storage of first and second moment data. Current memory-efficient methods like Adafactor and CAME…

Machine Learning · Computer Science 2024-03-25 Pengxiang Zhao , Ping Li , Yingjie Gu , Yi Zheng , Stephan Ludger Kölker , Zhefeng Wang , Xiaoming Yuan

A key problem in approximation theory is the recovery of high-dimensional functions from samples. In many cases, the functions of interest exhibit anisotropic smoothness, and, in many practical settings, the nature of this anisotropy may be…

Numerical Analysis · Mathematics 2026-04-10 Ben Adcock , Avi Gupta

In this work, we extend a modified Anderson acceleration proposed in [Y. He, arXiv:2603.25983, 2026] to accelerate the Picard iteration for the Navier-Stokes equations. In this variant of Anderson acceleration, named AAg, the nonlinear…

Numerical Analysis · Mathematics 2026-05-19 Yunhui He , Leo Rebholz

Backtracking linesearch is the de facto approach for minimizing continuously differentiable functions with locally Lipschitz gradient. In recent years, it has been shown that in the convex setting it is possible to avoid linesearch…

Optimization and Control · Mathematics 2024-03-14 Puya Latafat , Andreas Themelis , Lorenzo Stella , Panagiotis Patrinos

We introduce innovative algorithms for computing exact or approximate (minimum-norm) solutions to $Ax=b$ or the {\it normal equation} $A^TAx=A^Tb$, where $A$ is an $m \times n$ real matrix of arbitrary rank. We present more efficient…

Numerical Analysis · Mathematics 2023-11-30 Bahman Kalantari

We propose a general technique for improving alternating optimization (AO) of nonconvex functions. Starting from the solution given by AO, we conduct another sequence of searches over subspaces that are both meaningful to the optimization…

Computation · Statistics 2014-12-16 W. James Murdoch , Mu Zhu