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In this paper, we propose a first second-order scheme based on arbitrary non-Euclidean norms, incorporated by Bregman distances. They are introduced directly in the Newton iterate with regularization parameter proportional to the square…

Optimization and Control · Mathematics 2021-12-07 Nikita Doikov , Yurii Nesterov

We give a damped inexact Newton method for entropy-regularized least-squares on the nonnegative orthant that converges globally at a linear rate with $O(\log\epsilon^{-1})$ iteration complexity, locally at a superlinear-to-quadratic rate,…

Optimization and Control · Mathematics 2026-05-01 Nicholas Barnfield , James V. Burke , Michael P. Friedlander , Tim Hoheisel

In this paper, we propose a third-order Newton's method which in each iteration solves a semidefinite program as a subproblem. Our approach is based on moving to the local minimum of the third-order Taylor expansion at each iteration,…

Optimization and Control · Mathematics 2023-06-08 Olha Silina , Jeffrey Zhang

This paper proposes a Newton-type method to solve numerically the eigenproblem of several diagonalizable matrices, which pairwise commute. A classical result states that these matrices are simultaneously diagonalizable. From a suitable…

Numerical Analysis · Mathematics 2022-11-07 Rima Khouja , Bernard Mourrain , Jean-Claude Yakoubsohn

We study stochastic second-order methods for solving general non-convex optimization problems. We propose using a special version of momentum to stabilize the stochastic gradient and Hessian estimates in Newton's method. We show that…

Optimization and Control · Mathematics 2025-06-27 El Mahdi Chayti , Nikita Doikov , Martin Jaggi

We pursue a line of research that seeks to regularize the spectral norm of the Jacobian of the input-output mapping for deep neural networks. While previous work rely on upper bounding techniques, we provide a scheme that targets the exact…

Machine Learning · Statistics 2022-06-29 Anton Johansson , Claes Strannegård , Niklas Engsner , Petter Mostad

This paper considers the generalized continuation Newton method and thetrust-region updating strategy for the underdetermined system of nonlinear equations. Moreover, in order to improve its computational efficiency, the new method will not…

Numerical Analysis · Mathematics 2021-05-26 Xin-long Luo , Hang Xiao

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…

Optimization and Control · Mathematics 2025-11-25 Tran T. A. Nghia , Nghia V. Vo , Khoa V. H. Vu

Many practical optimization problems involve objective function values that are corrupted by unavoidable numerical errors. In smooth nonconvex optimization, quasi-Newton methods combined with line search are widely used due to their…

Optimization and Control · Mathematics 2026-03-12 Hiroki Hamaguchi , Naoki Marumo , Akiko Takeda

We focus on the solutions of second-order stable linear difference equations and demonstrate that their behavior can be non-monotone and exhibit peak effects depending on initial conditions. The results are applied to the analysis of the…

Optimization and Control · Mathematics 2019-01-01 Marina Danilova , Anastasiya Kulakova , Boris Polyak

In this paper has been considered probability-one global convergence of NFPH (Newton-Fixed Point Homotopy) algorithm for system of nonlinear equations and has been proposed a probability-one homotopy algorithm to solve a regularized…

Optimization and Control · Mathematics 2012-07-06 Yunchol Jong , Wonil Kim

An iterative formula based on Newton Method alone is presented for the iterative solutions of equations that ensures convergence in cases where the traditional Newton Method may fail to converge to the desired root. In addition, the method…

Numerical Analysis · Mathematics 2012-10-30 Ababu Teklemariam Tiruneh

We consider perturbed nonlinear ill-posed equations in Hilbert spaces, with operators that are monotone on a given closed convex subset. A simple stable approach is Lavrentiev regularization, but existence of solutions of the regularized…

Numerical Analysis · Mathematics 2018-06-05 Robert Plato , Bernd Hofmann

We examine two central regularization strategies for monotone variational inequalities, the first a direct regularization of the operative monotone mapping, and the second via regularization of the associated dual gap function. A key link…

Optimization and Control · Mathematics 2018-01-24 C. Charitha , Joydeep Dutta , D. Russell Luke

Nonlinear equations are challenging to solve due to their inherently nonlinear nature. As analytical solutions typically do not exist, numerical methods have been developed to tackle their solutions. In this article, we give a quantum…

Quantum Physics · Physics 2025-11-04 Nhat A. Nghiem , Tzu-Chieh Wei

In this paper, we propose new linearly convergent second-order methods for minimizing convex quartic polynomials. This framework is applied for designing optimization schemes, which can solve general convex problems satisfying a new…

Optimization and Control · Mathematics 2022-01-14 Yurii Nesterov

The object of the present paper is to extend the third-order iterative method for solving nonlinear equations into systems of nonlinear equations. Since our motive is to develop the method which improve the order of convergence of Newton's…

Numerical Analysis · Mathematics 2013-09-24 Anuradha Singh , J. P. Jaiswa

We proposed in this paper a new method, which we named the W4 method, to solve nonlinear equation systems. It may be regarded as an extension of the Newton-Raphson~(NR) method to be used when the method fails. Indeed our method can be…

Numerical Analysis · Mathematics 2022-04-22 Hirotada Okawa , Kotaro Fujisawa , Yu Yamamoto , Nobutoshi Yasutake , Misa Ogata , Shoichi Yamada

We obtain non-symmetric upper and lower bounds on the rate of convergence of general monotone approximation/numerical schemes for parabolic Hamilton Jacobi Bellman Equations by introducing a new notion of consistency. We apply our general…

Analysis of PDEs · Mathematics 2009-11-11 Guy Barles , Espen R. Jakobsen

The main contributions of this paper are the proposition and the convergence analysis of a class of inertial projection-type algorithm for solving variational inequality problems in real Hilbert spaces where the underline operator is…

Optimization and Control · Mathematics 2021-01-25 Yekini Shehu , Olaniyi. S. Iyiola , Xiao-Huan Li , Qiao-Li Dong