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We show that adaptive proximal gradient methods for convex problems are not restricted to traditional Lipschitzian assumptions. Our analysis reveals that a class of linesearch-free methods is still convergent under mere local H\"older…

Optimization and Control · Mathematics 2024-07-08 Konstantinos A. Oikonomidis , Emanuel Laude , Puya Latafat , Andreas Themelis , Panagiotis Patrinos

We investigate a family of approximate multi-step proximal point methods, accelerated by implicit linear discretizations of gradient flow. The resulting methods are multi-step proximal point methods, with similar computational cost in each…

Optimization and Control · Mathematics 2023-10-23 Yushen Huang , Yifan Sun

The general conditions under which the quadratic, uniform and monotonic convergence in the quasilinearization method of solving nonlinear ordinary differential equations could be proved are formulated and elaborated. The generalization of…

Computational Physics · Physics 2009-11-07 V. B. Mandelzweig , F. Tabakin

We propose a primal-dual parallel proximal splitting method for solving domain decomposition problems for partial differential equations. The problem is formulated via minimization of energy functions on the subdomains with coupling…

Numerical Analysis · Mathematics 2014-10-17 Hédy Attouch , Luis M. Briceño-Arias , Patrick L. Combettes

A general method for solving linear differential equations of arbitrary order, is used to arrive at new representations for the solutions of the known differential equations, both without and with a source term. A new quasi-solvable…

Mathematical Physics · Physics 2008-04-24 N. Gurappa , Pankaj K. Jha , Prasanta K. Panigrahi

Projection-based reduced order models are effective at approximating parameter-dependent differential equations that are parametrically separable. When parametric separability is not satisfied, which occurs in both linear and nonlinear…

Numerical Analysis · Mathematics 2021-10-22 Peter Sentz , Kristian Beckwith , Eric C. Cyr , Luke N. Olson , Ravi Patel

We consider an ordinary nonlinear differential equation with generalized coefficients as an equation in differentials in algebra of new generalized functions. Then the solution of such equation will be a new generalized function. In the…

Classical Analysis and ODEs · Mathematics 2009-04-30 Nadzeya Bedziuk , Aleh Yablonski

In the underlying study it is shown how the linear method of the Yosida-approximation of the derivative applies to solve possibly nonlinear and multivalued functional differential equations like: \begin{eqnarray*} u^\prime(t) &\in&…

Dynamical Systems · Mathematics 2017-03-20 Josef Kreulich

Generalized matrix approximation plays a fundamental role in many machine learning problems, such as CUR decomposition, kernel approximation, and matrix low rank approximation. Especially with today's applications involved in larger and…

Numerical Analysis · Computer Science 2016-09-09 Haishan Ye , Qiaoming Ye , Zhihua Zhang

We consider solving nonconvex composite optimization problems in which the sum of a smooth function and a nonsmooth function is minimized. Many of convergence analyses of proximal gradient-type methods rely on global descent property…

Optimization and Control · Mathematics 2026-04-09 Shotaro Yagishita , Masaru Ito

The numerical methods for differential equation solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods have the restricted class of…

Numerical Analysis · Mathematics 2023-07-03 Alexander Hvatov , Tatiana Tikhonova

We introduce a proximal version of dual coordinate ascent method. We demonstrate how the derived algorithmic framework can be used for numerous regularized loss minimization problems, including $\ell_1$ regularization and structured output…

Machine Learning · Statistics 2012-11-13 Shai Shalev-Shwartz , Tong Zhang

In this article, we describe an approach for solving partial differential equations with general boundary conditions imposed on arbitrarily shaped boundaries. A continuous function, the domain parameter, is used to modify the original…

Mathematical Physics · Physics 2015-05-28 Hui-Chia Yu , Hsun-Yi Chen , K. Thornton

The motivation of this paper is the development of an optimisation method for solving optimisation problems appearing in Chebyshev rational and generalised rational approximation problems, where the approximations are constructed as ratios…

Optimization and Control · Mathematics 2020-11-06 R. Díaz Millán , Nadezda Sukhorukova , Julien Ugon

We present a proximal gradient method for solving convex multiobjective optimization problems, where each objective function is the sum of two convex functions, with one assumed to be continuously differentiable. The algorithm incorporates…

Optimization and Control · Mathematics 2024-04-18 Yunier Bello-Cruz , J. G. Melo , L. F. Prudente , R. V. G. Serra

An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…

Optimization and Control · Mathematics 2019-12-05 Xiaokai Chang , Sanyang Liu , Jianchao Bai , Jun Yang

Generalized models provide a framework for the study of evolution equations without specifying all functional forms. The generalized formulation of problems has been shown to facilitate the analytical investigation of local dynamics and has…

Dynamical Systems · Mathematics 2014-06-24 Christian Kuehn , Stefan Siegmund , Thilo Gross

An extension of the Gauss-Newton algorithm is proposed to find local minimizers of penalized nonlinear least squares problems, under generalized Lipschitz assumptions. Convergence results of local type are obtained, as well as an estimate…

Optimization and Control · Mathematics 2011-03-03 Saverio Salzo , Silvia Villa

This paper presents a class of Two-Step General Linear Methods for the numerical solution of Retarded Functional Differential Equations. Explicit methods up to order five are constructed. To avoid order reduction for mildly stiff problems…

Numerical Analysis · Mathematics 2017-04-18 Anton Tuzov

This paper presents a class of Two-Step General Linear Methods for the numerical solution of Retarded Functional Differential Equations. Explicit methods up to order five are constructed. To avoid order reduction for mildly stiff problems…

Numerical Analysis · Mathematics 2009-01-30 Anton Tuzov
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