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Anderson acceleration (AA) is widely used for accelerating the convergence of nonlinear fixed-point methods $x_{k+1}=q(x_{k})$, $x_k \in \mathbb{R}^n$, but little is known about how to quantify the convergence acceleration provided by AA.…

Numerical Analysis · Mathematics 2023-02-27 Hans De Sterck , Yunhui He , Oliver A. Krzysik

In this paper, we study large-scale convex optimization algorithms based on the Newton method applied to regularized generalized self-concordant losses, which include logistic regression and softmax regression. We first prove that our new…

Optimization and Control · Mathematics 2019-11-22 Ulysse Marteau-Ferey , Francis Bach , Alessandro Rudi

Inverse problems are in many cases solved with optimization techniques. When the underlying model is linear, first-order gradient methods are usually sufficient. With nonlinear models, due to nonconvexity, one must often resort to…

Numerical Analysis · Mathematics 2023-05-15 Arttu Arjas , Mikko J. Sillanpää , Andreas Hauptmann

This paper investigates the use of fixed-point Anderson acceleration method (AA) to a recently proposed hierarchical control framework. Due to its model-free property, the AA-based resulting hierarchical framework becomes more generic since…

Systems and Control · Electrical Eng. & Systems 2021-12-09 Xuan-Huy Pham , Mazen Alamir , François Bonne , Patrick Bonnay

A technique for accelerating global convergence of pseudo-transient continuation Newton methods is proposed based on residual smoothing. The technique is motivated by the effectiveness of local nonlinear smoothers at overcoming strong…

Numerical Analysis · Mathematics 2018-05-11 Dimitri Mavriplis

Anderson mixing (AM) is an acceleration method for fixed-point iterations. Despite its success and wide usage in scientific computing, the convergence theory of AM remains unclear, and its applications to machine learning problems are not…

Machine Learning · Computer Science 2021-10-05 Fuchao Wei , Chenglong Bao , Yang Liu

{A defining characteristic of Newton's method is local superlinear convergence within a neighbourhood of a strict local minimum. However, outside this neighborhood Newton's method can converge slowly or even diverge. A common approach to…

Optimization and Control · Mathematics 2025-09-19 Betty Shea , Mark Schmidt

An implementation and an application of the combination of the genetic algorithm and Newton's method for solving a system of nonlinear equations is presented. The method first uses the advantage of the robustness of the genetic algorithm…

Numerical Analysis · Mathematics 2020-07-13 Ryuji Koshikawa , Akira Terui , Masahiko Mikawa

In this work, we propose a nonlinear stabilization technique for scalar conservation laws with implicit time stepping. The method relies on an artificial diffusion method, based on a graph-Laplacian operator. It is nonlinear, since it…

Numerical Analysis · Computer Science 2016-12-23 Santiago Badia , Jesús Bonilla

Minimizing loss functions is central to machine-learning training. Although first-order methods dominate practical applications, higher-order techniques such as Newton's method can deliver greater accuracy and faster convergence, yet are…

Machine Learning · Computer Science 2025-11-25 Giuseppe Carrino , Elena Loli Piccolomini , Elisa Riccietti , Theo Mary

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

This paper proposes and develops new Newton-type methods to solve structured nonconvex and nonsmooth optimization problems with justifying their fast local and global convergence by means of advanced tools of variational analysis and…

Optimization and Control · Mathematics 2026-03-03 Pham Duy Khanh , Boris S. Mordukhovich , Vo Thanh Phat

The nonlinear systems obtained by discretizing degenerate parabolic equations may be hard to solve, especially with Newton's method. In this paper, we apply to Richards equation a strategy that consists in defining a new primary unknown for…

Analysis of PDEs · Mathematics 2016-08-08 Konstantin Brenner , Clément Cancès

In this work, we extend a modified Anderson acceleration proposed in [Y. He, arXiv:2603.25983, 2026] to accelerate the Picard iteration for the Navier-Stokes equations. In this variant of Anderson acceleration, named AAg, the nonlinear…

Numerical Analysis · Mathematics 2026-05-19 Yunhui He , Leo Rebholz

We consider the problem of finding the best approximation point from a polyhedral set, and its applications, in particular to solving large-scale linear programs. The classical projection problem has many various and many applications. We…

Optimization and Control · Mathematics 2023-06-12 Yair Censor , Walaa M. Moursi , Tyler Weames , Henry Wolkowicz

In this paper we develop an adaptive procedure for the numerical solution of semilinear parabolic problems, with possible singular perturbations. Our approach combines a linearization technique using Newton's method with an adaptive…

Numerical Analysis · Mathematics 2015-10-05 Mario Amrein , Thomas P. Wihler

We exploit analogies between first-order algorithms for constrained optimization and non-smooth dynamical systems to design a new class of accelerated first-order algorithms for constrained optimization. Unlike Frank-Wolfe or projected…

Optimization and Control · Mathematics 2025-05-02 Michael Muehlebach , Michael I. Jordan

A new Jacobian approximation is developed for use in quasi-Newton methods for solving systems of nonlinear equations. The new hypersecant Jacobian approximation is intended for the special case where the evaluation of the functions whose…

Numerical Analysis · Mathematics 2009-05-08 Johan Carlsson , John R. Cary

In this work we study the problem of unconstrained convex-optimization in a fully distributed multi-agent setting which includes asynchronous computation and lossy communication. In particular, we extend a recently proposed algorithm named…

Optimization and Control · Mathematics 2017-07-31 Nicoletta Bof , Ruggero Carli , Giuseppe Notarstefano , Luca Schenato , Damiano Varagnolo

In this paper, we propose a quasi-Newton method for solving smooth and monotone nonlinear equations, including unconstrained minimization and minimax optimization as special cases. For the strongly monotone setting, we establish two global…

Optimization and Control · Mathematics 2024-10-04 Ruichen Jiang , Aryan Mokhtari