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In the paper, a variant of the \ssstar Newton method is developed for the numerical solution of generalized equations, in which the multi-valued part is a so-called SCD (subspace containing derivative) mapping. Under a rather mild…

Numerical Analysis · Mathematics 2022-10-13 H. Gfrerer , M. Mandlmayr , J. V. Outrata , J. Valdman

The adaptive cubic regularization algorithm employing the inexact gradient and Hessian is proposed on general Riemannian manifolds, together with the iteration complexity to get an approximate second-order optimality under certain…

Optimization and Control · Mathematics 2024-05-07 Z. Y. Li , X. M. Wang

We present a Newton-like method to solve inverse problems and to quantify parameter uncertainties. We apply the method to parameter reconstruction in optical scatterometry, where we take into account a priori information and measurement…

Computational Physics · Physics 2017-07-27 M. Hammerschmidt , M. Weiser , X. Garcia Santiago , L. Zschiedrich , B. Bodermann , S. Burger

In this paper we consider the Newton's method for solving the generalized equation of the form $ f(x) +F(x) \ni 0, $ where $f:{\Omega}\to Y$ is a continuously differentiable mapping, $X$ and $Y$ are Banach spaces, $\Omega\subseteq X$ an…

Numerical Analysis · Mathematics 2016-04-18 O. P. Ferreira , G. N. Silva

In this paper, we study generalized versions of the k-center problem, which involves finding k circles of the smallest possible equal radius that cover a finite set of points in the plane. By utilizing the Minkowski gauge function, we…

Optimization and Control · Mathematics 2024-09-19 Vo Si Trong Long , Nguyen Mau Nam , Jacob Sharkansky , Nguyen Dong Yen

This note considers the inexact cubic-regularized Newton's method (CR), which has been shown in \cite{Cartis2011a} to achieve the same order-level convergence rate to a secondary stationary point as the exact CR \citep{Nesterov2006}.…

Optimization and Control · Mathematics 2018-08-23 Zhe Wang , Yi Zhou , Yingbin Liang , Guanghui Lan

We study the convergence issue for the gradient algorithm (employing general step sizes) for optimization problems on general Riemannian manifolds (without curvature constraints). Under the assumption of the local convexity/quasi-convexity…

Optimization and Control · Mathematics 2019-10-08 Chong Li , Xiangmei Wang , Jinhua Wang , Jen-Chih Yao

Fixed-point or Newton-methods are typically employed for the numerical solution of nonlinear systems arising from discretization of nonlinear magnetic field problems. We here discuss an alternative strategy which uses local Quasi-Newton…

Numerical Analysis · Mathematics 2024-09-11 Herbert Egger , Felix Engertsberger , Lukas Domenig , Klaus Roppert , Manfred Kaltenbacher

The secant method is a very effective numerical procedure used for solving nonlinear equations of the form $f(x)=0$. In a recent work [A. Sidi, Generalization of the secant method for nonlinear equations. {\em Appl. Math. E-Notes},…

Numerical Analysis · Mathematics 2021-05-31 Avram Sidi

We generalize Newton-type methods for minimizing smooth functions to handle a sum of two convex functions: a smooth function and a nonsmooth function with a simple proximal mapping. We show that the resulting proximal Newton-type methods…

Machine Learning · Statistics 2014-03-19 Jason D. Lee , Yuekai Sun , Michael A. Saunders

In this paper, we consider the composite optimization problems over the Stiefel manifold. A successful method to solve this class of problems is the proximal gradient method proposed by Chen et al. Motivated by the proximal Newton-type…

Optimization and Control · Mathematics 2025-01-17 Qinsi Wang , Wei Hong Yang

We present an extended version of Riemannian geometry suitable for the description of current formulations of double field theory (DFT). This framework is based on graded manifolds and it yields extended notions of symmetries, dynamical…

High Energy Physics - Theory · Physics 2018-07-03 Andreas Deser , Christian Saemann

In this paper, using generalized metric projection, we propose a new extragradient method for finding a common element of the solutions set of a generalized equilibrium problem and a variational inequality for an $\alpha$-inverse-strongly…

Functional Analysis · Mathematics 2016-11-01 Zeynab Jouymandi , Fridoun Moradlou

In the search for exact solutions to Einstein's field equations the main simplification tool is the introduction of spacetime symmetries. Motivated by this fact we develop a method to write the field equations for general matter in a form…

General Relativity and Quantum Cosmology · Physics 2014-11-17 E. Zafiris

To study a noncompact Riemannian manifold, it is often useful to find a compactification. We discuss several common compactifications and survey some recent results.

Differential Geometry · Mathematics 2010-12-15 Xiaodong Wang

By restricting the iterate on a nonlinear manifold, the recently proposed Riemannian optimization methods prove to be both efficient and effective in low rank tensor completion problems. However, existing methods fail to exploit the easily…

Machine Learning · Statistics 2017-02-24 Tengfei Zhou , Hui Qian , Zebang Shen , Congfu Xu

Newton's method for solving the matrix equation $F(X)\equiv AX-XX^TAX=0$ runs up against the fact that its zeros are not isolated. This is due to a symmetry of $F$ by the action of the orthogonal group. We show how differential-geometric…

Numerical Analysis · Mathematics 2010-03-11 P. -A. Absil , M. Ishteva , L. De Lathauwer , S. Van Huffel

The Ensemble Kalman Filter method can be used as an iterative numerical scheme for parameter identification or nonlinear filtering problems. We study the limit of infinitely large ensemble size and derive the corresponding mean-field limit…

Numerical Analysis · Mathematics 2019-03-20 Michael Herty , Giuseppe Visconti

We present a Newton-type method that converges fast from any initialization and for arbitrary convex objectives with Lipschitz Hessians. We achieve this by merging the ideas of cubic regularization with a certain adaptive…

Optimization and Control · Mathematics 2023-03-02 Konstantin Mishchenko

We give integral formulas to approximate solutions of Dirichlet and Neumann problems for Helmholtz equation at high frequencies. These approximations are valid in the complementary of a union of convex compact obstacles. The first step of…

Analysis of PDEs · Mathematics 2014-02-18 François Cuvelier