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In this paper, we consider variants of Newton-MR algorithm for solving unconstrained, smooth, but non-convex optimization problems. Unlike the overwhelming majority of Newton-type methods, which rely on conjugate gradient algorithm as the…

Optimization and Control · Mathematics 2023-10-02 Yang Liu , Fred Roosta

In this paper, we develop a variant of the well-known Gauss-Newton (GN) method to solve a class of nonconvex optimization problems involving low-rank matrix variables. As opposed to the standard GN method, our algorithm allows one to handle…

Optimization and Control · Mathematics 2020-10-27 Quoc Tran-Dinh

In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function. We assume that only noisy gradient and…

Optimization and Control · Mathematics 2018-03-12 Andre Milzarek , Xiantao Xiao , Shicong Cen , Zaiwen Wen , Michael Ulbrich

An underdetermined generalized absolute value equation (GAVE) may have no solution, one solution, finitely many or infinitely many solutions. This paper is concerned with sufficient conditions that guarantee the existence of solutions to an…

Numerical Analysis · Mathematics 2025-02-18 Cairong Chen , Xuehua Li , Ren-Cang Li

An inverse-free dynamical system is proposed to solve the generalized absolute value equation (GAVE) with a fixed time convergence, where the time of convergence is finite and is uniformly bounded for all initial points. Moreover, an…

Numerical Analysis · Mathematics 2025-11-20 Xuehua Li , Linjie Chen , Dongmei Yu , Cairong Chen , Deren Han

A q-Gauss-Newton algorithm is an iterative procedure that solves nonlinear unconstrained optimization problems based on minimization of the sum squared errors of the objective function residuals. Main advantage of the algorithm is that it…

Optimization and Control · Mathematics 2021-05-28 Danijela Protic , Miomir Stankovic

We consider the generalized Newton method (GNM) for the absolute value equation (AVE) $Ax-|x|=b$. The method has finite termination property whenever it is convergent, no matter whether the AVE has a unique solution. We prove that GNM is…

Numerical Analysis · Mathematics 2024-01-24 Chun-Hua Guo

We propose a quantum algorithm to solve systems of nonlinear algebraic equations. In the ideal case the complexity of the algorithm is linear in the number of variables $n$, which means our algorithm's complexity is less than $O(n^{3})$ of…

Quantum Physics · Physics 2019-03-15 Peng Qian , Wei-Cong Huang , Gui-Lu Long

In this paper, an efficient modified Newton type algorithm is proposed for nonlinear unconstrianed optimization problems. The modified Hessian is a convex combination of the identity matrix (for steepest descent algorithm) and the Hessian…

Optimization and Control · Mathematics 2015-10-09 Yaguang Yang

In this paper, we propose a globally convergent method for solving constrained nonlinear systems. The method combines an efficient Newton conditional gradient method with a derivative-free and nonmonotone linesearch strategy. The global…

Optimization and Control · Mathematics 2018-06-06 M. L. N. Gonçalves , F. R. Oliveira

We consider minimization of a smooth nonconvex objective function using an iterative algorithm based on Newton's method and the linear conjugate gradient algorithm, with explicit detection and use of negative curvature directions for the…

Optimization and Control · Mathematics 2018-11-14 Clément W. Royer , Michael O'Neill , Stephen J. Wright

We propose a globally convergent Gauss-Newton algorithm for finding a local optimal solution of a non-convex and possibly non-smooth optimization problem. The algorithm that we present is based on a Gauss-Newton-type iteration for the…

Optimization and Control · Mathematics 2020-12-08 Ilyes Mezghani , Quoc Tran-Dinh , Ion Necoara , Anthony Papavasiliou

This paper proposes a nonmonotone proximal quasi-Newton algorithm for unconstrained convex multiobjective composite optimization problems. To design the search direction, we minimize the max-scalarization of the variations of the Hessian…

Optimization and Control · Mathematics 2023-10-04 Xiaoxue Jiang

The last two decades witnessed the increasing of the interests on the absolute value equations (AVE) of finding $x\in\mathbb{R}^n$ such that $Ax-|x|-b=0$, where $A\in \mathbb{R}^{n\times n}$ and $b\in \mathbb{R}^n$. In this paper, we pay…

Optimization and Control · Mathematics 2022-02-15 Cairong Chen , Dongmei Yu , Deren Han

In this paper, a globally convergent Newton-type proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…

Optimization and Control · Mathematics 2024-10-25 Md Abu Talhamainuddin Ansary

We present new convolution based smooth approximations to the absolute value function and apply them to construct gradient based algorithms such as the nonlinear conjugate gradient scheme to obtain sparse, regularized solutions of linear…

Numerical Analysis · Mathematics 2015-07-02 Sergey Voronin , Gorkem Ozkaya , Davis Yoshida

The paper proposes and develops new globally convergent algorithms of the generalized damped Newton type for solving important classes of nonsmooth optimization problems. These algorithms are based on the theory and calculations of…

Optimization and Control · Mathematics 2022-01-20 Pham Duy Khanh , Boris Mordukhovich , Vo Thanh Phat , Dat Ba Tran

A zero-finding technique for solving nonlinear equations more efficiently than they usually are with traditional iterative methods in which the order of convergence is improved is presented. The key idea in deriving this procedure is to…

Numerical Analysis · Mathematics 2011-06-07 Miquel Grau-Sánchez , José Luis Díaz-Barrero

This study investigates the effectiveness of Genetic Algorithms (GAs) in solving both linear and nonlinear systems of equations, comparing their performance to traditional methods such as Gaussian Elimination, Newton's Method, and…

Neural and Evolutionary Computing · Computer Science 2024-09-26 Samson Odan

While quantum computing provides an exponential advantage in solving system of linear equations, there is little work to solve system of nonlinear equations with quantum computing. We propose quantum Newton's method (QNM) for solving…

Quantum Physics · Physics 2025-12-29 Cheng Xue , Yu-Chun Wu , Guo-Ping Guo