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We propose a First-Order System Least Squares (FOSLS) method based on deep-learning for numerically solving second-order elliptic PDEs. The method we propose is capable of dealing with either variational and non-variational problems, and…

Numerical Analysis · Mathematics 2022-12-15 Francisco M. Bersetche , Juan Pablo Borthagaray

Alternating minimization heuristics seek to solve a (difficult) global optimization task through iteratively solving a sequence of (much easier) local optimization tasks on different parts (or blocks) of the input parameters. While popular…

Computational Complexity · Computer Science 2020-03-10 Peter Bürgisser , Ankit Garg , Rafael Oliveira , Michael Walter , Avi Wigderson

In this paper, the proximal Gauss-Newton method for solving penalized nonlinear least squares problems is studied. A local convergence analysis is obtained under the assumption that the derivative of the function associated with the…

Optimization and Control · Mathematics 2013-04-25 G. Bouza Allende , M. L. N. Goncalves

Bayesian neural networks often approximate the weight-posterior with a Gaussian distribution. However, practical posteriors are often, even locally, highly non-Gaussian, and empirical performance deteriorates. We propose a simple parametric…

Machine Learning · Statistics 2023-06-13 Federico Bergamin , Pablo Moreno-Muñoz , Søren Hauberg , Georgios Arvanitidis

The joint bidiagonalization process of a matrix pair $\{A,L\}$ can be used to develop iterative regularization algorithms for large scale ill-posed problems in general-form Tikhonov regularization…

Numerical Analysis · Mathematics 2020-12-29 Haibo Li

Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…

Optimization and Control · Mathematics 2022-08-10 Johannes O. Royset

In this paper we propose and study a new complexity model for approximation algorithms. The main motivation are practical problems over large data sets that need to be solved many times for different scenarios, e.g., many multicast trees…

Data Structures and Algorithms · Computer Science 2010-06-18 Marek Cygan , Lukasz Kowalik , Marcin Mucha , Marcin Pilipczuk , Piotr Sankowski

Solutions of an optimization problem are sensitive to changes caused by approximations or parametric perturbations, especially in the nonconvex setting. This paper shows that solutions of substitute problems, constructed from Rockafellian…

Optimization and Control · Mathematics 2025-06-27 Julio Deride , Johannes O. Royset

We present a simple and effective method for evaluating double-and single-layer potentials for Laplace's equation in three dimensions close to the boundary. The close evaluation of these layer potentials is challenging because they are…

Numerical Analysis · Mathematics 2020-08-26 S. Khatri , A. D. Kim , Ricado Cortez , Camille Carvalho

Many real life problems can be reduced to the solution of a complex exponentials approximation problem which is usually ill posed. Recently a new transform for solving this problem, formulated as a specific moments problem in the plane, has…

Numerical Analysis · Mathematics 2012-05-03 Piero Barone

We adapt the alternating linearization method for proximal decomposition to structured regularization problems, in particular, to the generalized lasso problems. The method is related to two well-known operator splitting methods, the…

Computation · Statistics 2014-03-25 Xiaodong Lin , Minh Pham , Andrzej Ruszczynski

This paper is concerned with minimizing a sum of rational functions over a compact set of high-dimension. Our approach relies on the second Lasserre's hierarchy (also known as the upper bounds hierarchy) formulated on the pushforward…

Optimization and Control · Mathematics 2020-12-11 Jean Bernard Lasserre , Victor Magron , Swann Marx , Olivier Zahm

In the course of the last century, Principal Component Analysis (PCA) have become one of the pillars of modern scientific methods. Although PCA is normally addressed as a statistical tool aiming at finding orthogonal directions on which the…

Statistics Theory · Mathematics 2019-07-30 Yariv Aizenbud , Barak Sober

We extend a classical approximation result of harmonic functions in planar domains due to Bernstein and Walsch to the setting of harmonic functions in Riemann surfaces. This result gives an exact characterization of the rate at which a…

Numerical Analysis · Mathematics 2025-09-29 Mickaël Nahon , Édouard Oudet

As a means to solve optimization problems using quantum computers, the problem is typically recast into a Ising spin model whose ground-state is the solution of the optimization problem. An alternative to the Ising formulation is the…

Quantum Physics · Physics 2021-09-22 Martin Lanthaler , Wolfgang Lechner

We introduce a new sequential subspace optimization method for large-scale saddle-point problems. It solves iteratively a sequence of auxiliary saddle-point problems in low-dimensional subspaces, spanned by directions derived from…

Optimization and Control · Mathematics 2020-08-24 Yoni Choukroun , Michael Zibulevsky , Pavel Kisilev

We consider the solution of full column-rank least squares problems by means of normal equations that are preconditioned, symmetrically or non-symmetrically, with a randomized preconditioner. With an effective preconditioner, the solutions…

Numerical Analysis · Mathematics 2025-12-29 Ilse C. F. Ipsen

Low Reynolds number fluid flows are governed by the Stokes equations. In two dimensions, Stokes flows can be described by two analytic functions, known as Goursat functions. Brubeck and Trefethen (2022) recently introduced a lightning…

Numerical Analysis · Mathematics 2024-04-05 Yidan Xue , Sarah L. Waters , Lloyd N. Trefethen

Functions with singularities are notoriously difficult to approximate with conventional approximation schemes. In computational applications, they are often resolved with low-order piecewise polynomials, multilevel schemes, or other types…

Numerical Analysis · Mathematics 2024-07-30 Nicolas Boullé , Astrid Herremans , Daan Huybrechs

In this paper we consider a family of algorithms for approximate implicitization of rational parametric curves and surfaces. The main approximation tool in all of the approaches is the singular value decomposition, and they are therefore…

Numerical Analysis · Mathematics 2016-05-30 Oliver J. D. Barrowclough , Tor Dokken