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In this paper a robust second-order method is developed for the solution of strongly convex l1-regularized problems. The main aim is to make the proposed method as inexpensive as possible, while even difficult problems can be efficiently…

Optimization and Control · Mathematics 2015-01-13 Kimon Fountoulakis , Jacek Gondzio

It is well known that Newton's method can have trouble converging if the initial guess is too far from the solution. Such a problem particularly occurs when this method is used to solve nonlinear elliptic partial differential equations…

Numerical Analysis · Mathematics 2024-12-10 Joubine Aghili , Emmanuel Franck , Romain Hild , Victor Michel-Dansac , Vincent Vigon

This paper studies the complexity of finding an $\epsilon$-stationary point for stochastic bilevel optimization when the upper-level problem is nonconvex and the lower-level problem is strongly convex. Recent work proposed the first-order…

Optimization and Control · Mathematics 2026-03-10 Lesi Chen , Junru Li , El Mahdi Chayti , Jingzhao Zhang

In this paper, a Gauss-Seidel method with oblique direction (GSO) is proposed for finding the least-squares solution to a system of linear equations, where the coefficient matrix may be full rank or rank deficient and the system is…

Numerical Analysis · Mathematics 2021-06-02 Fang Wang , Weiguo Li , Wendi Bao , Zhonglu Lv

Weak Galerkin methods refer to general finite element methods for PDEs in which differential operators are approximated by their weak forms as distributions. Such weak forms give rise to desirable flexibilities in enforcing boundary and…

Numerical Analysis · Mathematics 2013-06-10 Lin Mu , Junping Wang , Guowei Wei , Xiu Ye , Shan Zhao

In [2019, Space-time least-squares finite elements for parabolic equations, arXiv:1911.01942] by F\"uhrer& Karkulik, well-posedness of a space-time First-Order System Least-Squares formulation of the heat equation was proven. In the present…

Numerical Analysis · Mathematics 2021-02-22 Gregor Gantner , Rob Stevenson

We establish a family of subspace-based learning method for multi-view learning using the least squares as the fundamental basis. Specifically, we investigate orthonormalized partial least squares (OPLS) and study its important properties…

Machine Learning · Computer Science 2020-07-13 Li Wang , Ren-Cang Li , Wen-Wei

In this paper, we introduce the Deep Finite Volume Method (DFVM), an innovative deep learning framework tailored for solving high-order (order \(\geq 2\)) partial differential equations (PDEs). Our approach centers on a novel loss function…

Numerical Analysis · Mathematics 2024-07-15 Jianhuan Cen , Qingsong Zou

$L^1$ based optimization is widely used in image denoising, machine learning and related applications. One of the main features of such approach is that it naturally provide a sparse structure in the numerical solutions. In this paper, we…

Numerical Analysis · Mathematics 2023-02-13 Weifeng Qiu , Jin Ren , Ke Shi , Yuesheng Xu

We propose a numerical method to solve the Monge-Ampere equation which admits a classical convex solution. The Monge-Ampere equation is reformulated into an equivalent first-order system. We adopt a novel reconstructed discontinuous…

Numerical Analysis · Mathematics 2019-12-13 Ruo Li , Fanyi Yang

Building on our previous work on Fredholm Neural Networks (Fredholm NNs/ FNNs) for solving integral equations, we extend the framework to inverse problems for linear and nonlinear elliptic partial differential equations. The proposed scheme…

Numerical Analysis · Mathematics 2026-05-26 Kyriakos C. Georgiou , Constantinos Siettos , Athanasios N. Yannacopoulos

In this paper we present a one dimensional second order accurate method to solve Elliptic equations with discontinuous coefficients on an arbitrary interface. Second order accuracy for the first derivative is obtained as well. The method is…

Numerical Analysis · Mathematics 2011-11-07 Armando Coco , Giovanni Russo

We consider model-based derivative-free optimization (DFO) for large-scale problems, based on iterative minimization in random subspaces. We provide the first worst-case complexity bound for such methods for convergence to approximate…

Optimization and Control · Mathematics 2024-12-20 Coralia Cartis , Lindon Roberts

Derivative-free - or zeroth-order - optimization (DFO) has gained recent attention for its ability to solve problems in a variety of application areas, including machine learning, particularly involving objectives which are stochastic…

Optimization and Control · Mathematics 2020-08-04 Coralia Cartis , Tyler Ferguson , Lindon Roberts

In this paper, we propose a Dimension-Reduced Second-Order Method (DRSOM) for convex and nonconvex (unconstrained) optimization. Under a trust-region-like framework, our method preserves the convergence of the second-order method while…

Optimization and Control · Mathematics 2023-07-04 Chuwen Zhang , Dongdong Ge , Chang He , Bo Jiang , Yuntian Jiang , Yinyu Ye

We consider the least-squares finite element method (lsfem) for systems of nonlinear ordinary differential equations and establish an optimal error estimate for this method when piecewise linear elements are used. The main assumptions are…

Numerical Analysis · Mathematics 2021-10-01 Matthias Chung , Justin Krueger , Honghu Liu

Physics informed neural networks (PINNs) are deep learning based techniques for solving partial differential equations (PDEs) encounted in computational science and engineering. Guided by data and physical laws, PINNs find a neural network…

Numerical Analysis · Mathematics 2020-12-30 Yeonjong Shin , Jerome Darbon , George Em Karniadakis

The unit-modulus least squares (UMLS) problem has a wide spectrum of applications in signal processing, e.g., phase-only beamforming, phase retrieval, radar code design, and sensor network localization. Scalable first-order methods such as…

Optimization and Control · Mathematics 2022-07-04 Trung Vu , Raviv Raich , Xiao Fu

Partial Least Squares (PLS) regression emerged as an alternative to ordinary least squares for addressing multicollinearity in a wide range of scientific applications. As multidimensional tensor data is becoming more widespread, tensor…

Methodology · Statistics 2024-10-11 Kwangmoon Park , Sündüz Keleş

We develop couplings of a recent space-time first-order system least-squares (FOSLS) method for parabolic problems and space-time boundary element methods (BEM) for the heat equation to numerically solve a parabolic transmission problem on…

Numerical Analysis · Mathematics 2025-09-08 Thomas Führer , Gregor Gantner , Michael Karkulik