Related papers: Feasible Newton's methods for symmetric tensor Z-e…
We consider distributed optimization problems where networked nodes cooperatively minimize the sum of their locally known convex costs. A popular class of methods to solve these problems are the distributed gradient methods, which are…
In the tensor network approach to statistical physics, properties of the critical point of a 2D lattice model are encoded by a four-legged tensor which is a fixed point of an RG map. The traditional way to find the fixed point tensor…
A tensor network is a diagram that specifies a way to "multiply" a collection of tensors together to produce another tensor (or matrix). Many existing algorithms for tensor problems (such as tensor decomposition and tensor PCA), although…
In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…
Optimization under the symplecticity constraint is an approach for solving various problems in quantum physics and scientific computing. Building on the results that this optimization problem can be transformed into an unconstrained problem…
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…
We illustrate a rigorous approach to express the totally symmetric isotropic tensors of arbitrary rank in the $n$-dimensional Euclidean space as a linear combination of products of Kronecker deltas. By making full use of the symmetries, one…
The multiplicative Newton-like method developed by the author et al. is extended to the situation where the dynamics is restricted to the orthogonal group. A general framework is constructed without specifying the cost function. Though the…
The tensor power method generalizes the matrix power method to higher order arrays, or tensors. Like in the matrix case, the fixed points of the tensor power method are the eigenvectors of the tensor. While every real symmetric matrix has…
We present a novel Newton-type method for distributed optimization, which is particularly well suited for stochastic optimization and learning problems. For quadratic objectives, the method enjoys a linear rate of convergence which provably…
The paper starts with a concise description of the recently developed semismooth* Newton method for the solution of general inclusions. This method is then applied to a class of variational inequalities of the second kind. As a result, one…
The Newton iteration is a popular method for minimising a cost function on Euclidean space. Various generalisations to cost functions defined on manifolds appear in the literature. In each case, the convergence rate of the generalised…
Finding an $\epsilon$-stationary point of a nonconvex function with a Lipschitz continuous Hessian is a central problem in optimization. Regularized Newton methods are a classical tool and have been studied extensively, yet they still face…
We consider the homogenized linear feasibility problem, to find an $x$ on the unit sphere, satisfying $n$ line ar inequalities $a_i^Tx\ge 0$. To solve this problem we consider the centers of the insphere of spherical simpl ices, whose…
In this article, a globally convergent sequential quadratic programming (SQP) method is developed for multi-objective optimization problems with inequality type constraints. A feasible descent direction is obtained using a linear…
This paper aims at the efficient numerical solution of stochastic eigenvalue problems. Such problems often lead to prohibitively high dimensional systems with tensor product structure when discretized with the stochastic Galerkin method.…
We present a simple yet powerful technique for forming iterative methods of various convergence orders. Methods of various convergence orders (four, six, eight and ten) are formed through a modest modification of the classical Newton…
In this paper, we introduce a quasi-Newton method optimized for efficiently solving quasi-linear elliptic equations and systems, with a specific focus on GPU-based computation. By approximating the Jacobian matrix with a combination of…
Convergence of the classical Newton's method and its DSM version for solving operator equations $F(u)=h$ is proved without any smoothness assumptions on $F'(u)$. It is proved that every solvable equation $F(u)=f$ can be solved by Newton's…
Newton's method for solving the matrix equation $F(X)\equiv AX-XX^TAX=0$ runs up against the fact that its zeros are not isolated. This is due to a symmetry of $F$ by the action of the orthogonal group. We show how differential-geometric…