Related papers: A Newton-like Method based on Model Reduction Tech…
This work proposes a general strategy for solving possibly nonlinear problems arising from implicit time discretizations as a sequence of explicit solutions. The resulting sequence may exhibit instabilities similar to those of the base…
Recovering a physics-driven model, i.e. a governing set of equations of the underlying dynamical systems, from the real-world data has been of recent interest. Most existing methods either operate on simulation data with unrealistically…
We develop a proxy model based on deep learning methods to accelerate the simulations of oil reservoirs--by three orders of magnitude--compared to industry-strength physics-based PDE solvers. This paper describes a new architectural…
This paper is devoted to studying the global and finite convergence of the semi-smooth Newton method for solving a piecewise linear system that arises in cone-constrained quadratic programming problems and absolute value equations. We first…
We present results of explicit asymptotic approximations applied to neutrino--electron scattering in a representative model of neutrino population evolution under conditions characteristic of core-collapse supernova explosions or binary…
The Newton, Gauss--Newton and Levenberg--Marquardt methods all use the first derivative of a vector function (the Jacobian) to minimise its sum of squares. When the Jacobian matrix is ill-conditioned, the function varies much faster in some…
We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…
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…
We have presented some practical consequences on the molecular-dynamics simulations arising from the numerical algorithm published recently in paper Int. J. Mod. Phys. C 16, 413 (2005). The algorithm is not a finite-difference method and…
This paper focuses on proposing a deep learning initialized iterative method (Int-Deep) for low-dimensional nonlinear partial differential equations (PDEs). The corresponding framework consists of two phases. In the first phase, an…
The focus in this work is on interior-point methods for inequality-constrained quadratic programs, and particularly on the system of nonlinear equations to be solved for each value of the barrier parameter. Newton iterations give high…
Newton-step approximations to pseudo maximum likelihood estimates of spatial autoregressive models with a large number of parameters are examined, in the sense that the parameter space grows slowly as a function of sample size. These have…
Computationally cheap yet accurate dynamical models are a key requirement for real-time capable nonlinear optimization and model-based control. When given a computationally expensive high-order prediction model, a reduction to a lower-order…
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…
We consider minimization of a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only communicate with their neighbors. The use of distributed…
In probabilistic modeling, parameter estimation is commonly formulated as a minimization problem on a parameter manifold. Optimization in such spaces requires geometry-aware methods that respect the underlying information structure. While…
A modification of Newton's method for solving systems of $n$ nonlinear equations is presented. The new matrix-free method relies on a given decomposition of the invertible Jacobian of the residual into invertible sparse local Jacobians…
Computing the regularized solution of Bayesian linear inverse problems as well as the corresponding regularization parameter is highly desirable in many applications. This paper proposes a novel iterative method, termed the Projected Newton…
The incremental gradient method is a prominent algorithm for minimizing a finite sum of smooth convex functions, used in many contexts including large-scale data processing applications and distributed optimization over networks. It is a…
When studying the multilinear PageRank problem, a system of polynomial equations needs to be solved. In this paper, we develop convergence theory for a modified Newton method in a particular parameter regime. The sequence of vectors…