Related papers: An Unregularized Third Order Newton Method
We develop a globalized Proximal Newton method for composite and possibly non-convex minimization problems in Hilbert spaces. Additionally, we impose less restrictive assumptions on the composite objective functional considering…
In this paper, we propose a Newton method for unconstrained set optimization problems to find its weakly minimal solutions with respect to lower set-less ordering. The objective function of the problem under consideration is given by…
A Newton-type active set algorithm for large-scale minimization subject to polyhedral constraints is proposed. The algorithm consists of a gradient projection step, a second-order Newton-type step in the null space of the constraint matrix,…
There has been growing interest in high-order tensor methods for nonconvex optimization, with adaptive regularization, as they possess better/optimal worst-case evaluation complexity globally and faster convergence asymptotically. These…
In this article, we derive an iterative scheme through a quasi-Newton technique to capture robust weakly efficient points of uncertain multiobjective optimization problems under the upper set less relation. It is assumed that the set of…
We develop a randomized Newton's method for solving differential equations, based on a fully connected neural network discretization. In particular, the randomized Newton's method randomly chooses equations from the overdetermined nonlinear…
Newton method is one of the most powerful methods for finding solutions of nonlinear equations and for proving their existence. In its "pure" form it has fast convergence near the solution, but small convergence domain. On the other hand…
A zero-finding technique for solving nonlinear equations more efficiently than they usually are with traditional iterative methods in which the order of convergence is improved is presented. The key idea in deriving this procedure is to…
The primary focus of this paper is on designing an inexact first-order algorithm for solving constrained nonlinear optimization problems. By controlling the inexactness of the subproblem solution, we can significantly reduce the…
Many machine learning models involve solving optimization problems. Thus, it is important to deal with a large-scale optimization problem in big data applications. Recently, subsampled Newton methods have emerged to attract much attention…
Newton's method may exhibit slower convergence than vanilla Gradient Descent in its initial phase on strongly convex problems. Classical Newton-type multilevel methods mitigate this but, like Gradient Descent, achieve only linear…
Newton's method may exhibit slower convergence than vanilla Gradient Descent in its initial phase on strongly convex problems. Classical Newton-type multilevel methods mitigate this but, like Gradient Descent, achieve only linear…
In recent years, various subspace algorithms have been developed to handle large-scale optimization problems. Although existing subspace Newton methods require fewer iterations to converge in practice, the matrix operations and full…
This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant presented belongs to the framework of [3]: it employs random…
Optimization problems in disciplines such as machine learning are commonly solved with iterative methods. Gradient descent algorithms find local minima by moving along the direction of steepest descent while Newton's method takes into…
We propose several new nonsmooth Newton methods for solving convex composite optimization problems with polyhedral regularizers, while avoiding the computation of complicated second-order information on these functions. Under the…
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…
An algorithm for solving smooth nonconvex optimization problems is proposed that, in the worst-case, takes $\mathcal{O}(\epsilon^{-3/2})$ iterations to drive the norm of the gradient of the objective function below a prescribed positive…
In this paper, we develop a regularized higher-order Taylor based method for solving composite (e.g., nonlinear least-squares) problems. At each iteration, we replace each smooth component of the objective function by a higher-order Taylor…
In this paper the local order of convergence used in iterative methods to solve nonlinear systems of equations is revisited, where shorter alternative analytic proofs of the order based on developments of multilineal functions are shown.…