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In this paper, we first describe a matricial Newton-type algorithm designed to solve the multivariable spectrum approximation problem. We then prove its global convergence. Finally, we apply this approximation procedure to multivariate…

Optimization and Control · Mathematics 2008-09-30 Federico Ramponi , Augusto Ferrante , Michele Pavon

We propose Newton-PIPG, an efficient method for solving quadratic programming (QP) problems arising in optimal control, subject to additional set constraints. Newton-PIPG integrates the Proportional-Integral Projected Gradient (PIPG) method…

Optimization and Control · Mathematics 2025-03-31 Dayou Luo , Yue Yu , Maryam Fazel , Behçet Açıkmeşe

In this paper, we propose new methods to efficiently solve convex optimization problems encountered in sparse estimation, which include a new quasi-Newton method that avoids computing the Hessian matrix and improves efficiency, and we prove…

Optimization and Control · Mathematics 2023-09-06 Ryosuke Shimmura , Joe Suzuki

In this paper, we extend and investigate the properties of the semi-smooth Newton method when applied to a general projection equation in finite dimensional spaces. We first present results concerning Clarke's generalized Jacobian of the…

Optimization and Control · Mathematics 2024-01-10 Nicolas F. Armijo , Yunier Bello-Cruz , Gabriel Haeser

The systems of nonlinear Volterra integral equations of the first kind with jump discontinuous kernels are studied. The iterative numerical method for such nonlinear systems is proposed. Proposed method employs the modified…

Numerical Analysis · Mathematics 2019-10-22 A. N. Tynda , D. N. Sidorov , N. A. Sidorov

This paper extends the SQP-approach of the well-known bundle-Newton method for nonsmooth unconstrained minimization to the nonlinearly constrained case. Instead of using a penalty function or a filter or an improvement function to deal with…

Optimization and Control · Mathematics 2015-06-29 Hannes Fendl , Hermann Schichl

Several tensor eigenpair definitions have been put forth in the past decade, but these can all be unified under generalized tensor eigenpair framework, introduced by Chang, Pearson, and Zhang (2009). Given mth-order, n-dimensional…

Numerical Analysis · Mathematics 2014-12-22 Tamara G. Kolda , Jackson R. Mayo

This paper focuses on discussing Newton's method and its hybrid with machine learning for the steady state Navier-Stokes Darcy model discretized by mixed element methods. First, a Newton iterative method is introduced for solving the…

Numerical Analysis · Mathematics 2024-03-07 Jianguo Huang , Hui Peng , Haohao Wu

The paper proposes and justifies a new algorithm of the proximal Newton type to solve a broad class of nonsmooth composite convex optimization problems without strong convexity assumptions. Based on advanced notions and techniques of…

Optimization and Control · Mathematics 2022-03-02 Boris S. Mordukhovich , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

Screening and working set techniques are important approaches to reducing the size of an optimization problem. They have been widely used in accelerating first-order methods for solving large-scale sparse learning problems. In this paper,…

Machine Learning · Statistics 2023-04-24 Jian Huang , Yuling Jiao , Lican Kang , Jin Liu , Yanyan Liu , Xiliang Lu , Yuanyuan Yang

We investigate a globalized inexact semismooth Newton method applied to strongly convex optimization problems in Hilbert spaces. Here, the semismooth Newton method is appplied to the dual problem, which has a continuously differentiable…

Optimization and Control · Mathematics 2026-04-01 Daniel Wachsmuth

This paper proposes two proximal Newton-CG methods for convex nonsmooth optimization problems in composite form. The algorithms are based on a a reformulation of the original nonsmooth problem as the unconstrained minimization of a…

Optimization and Control · Mathematics 2014-03-03 Panagiotis Patrinos , Lorenzo Stella , Alberto Bemporad

This study proposes an efficient Newton-type method for the optimal control of switched systems under a given mode sequence. A mesh-refinement-based approach is utilized to discretize continuous-time optimal control problems (OCPs) and…

Optimization and Control · Mathematics 2021-12-21 Sotaro Katayama , Toshiyuki Ohtsuka

In recent years, the proximal gradient method and its variants have been generalized to Riemannian manifolds for solving optimization problems with an additively separable structure, i.e., $f + h$, where $f$ is continuously differentiable,…

Optimization and Control · Mathematics 2024-04-04 Wutao Si , P. -A. Absil , Wen Huang , Rujun Jiang , Simon Vary

We consider the problem of finding the minimizer of a convex function $F: \mathbb R^d \rightarrow \mathbb R$ of the form $F(w) := \sum_{i=1}^n f_i(w) + R(w)$ where a low-rank factorization of $\nabla^2 f_i(w)$ is readily available. We…

Optimization and Control · Mathematics 2016-07-07 Peng Xu , Jiyan Yang , Farbod Roosta-Khorasani , Christopher Ré , Michael W. Mahoney

Recently, a Riemannian proximal Newton method has been developed for optimizing problems in the form of $\min_{x\in\mathcal{M}} f(x) + \mu \|x\|_1$, where $\mathcal{M}$ is a compact embedded submanifold and $f(x)$ is smooth. Although this…

Optimization and Control · Mathematics 2025-03-25 Wen Huang , Wutao Si

The goal of this paper is to develop a numerical algorithm that solves a two-dimensional elliptic partial differential equation in a polygonal domain using tensor methods and ideas from isogeometric analysis. The proposed algorithm is based…

Numerical Analysis · Mathematics 2018-02-09 L. Markeeva , I. Tsybulin , I. Oseledets

This paper deals with a modifed iterative projection method for approximating a solution of hierarchical fixed point problems for nearly nonexpansive mappings. Some strong convergence theorems for the proposed method are presented under…

Functional Analysis · Mathematics 2014-03-17 Ibrahim Karahan , Murat Ozdemir

The paper aims to propose a suitable method in finding the solution of tensor complementarity problem. The tensor complementarity problem is a subclass of nonlinear complementarity problems for which the involved function is defined by a…

Optimization and Control · Mathematics 2022-05-05 A. Dutta , Bharat Kumar , Deepmala , A. K. Das

The focus in this paper is interior-point methods for bound-constrained nonlinear optimization, where the system of nonlinear equations that arise are solved with Newton's method. There is a trade-off between solving Newton systems…

Optimization and Control · Mathematics 2023-05-04 David Ek , Anders Forsgren
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