Related papers: How accurate does Newton have to be?
In this paper, a novel stochastic extra-step quasi-Newton method is developed to solve a class of nonsmooth nonconvex composite optimization problems. We assume that the gradient of the smooth part of the objective function can only be…
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…
We present a proximal augmented Lagrangian based solver for general convex quadratic programs (QPs), relying on semismooth Newton iterations with exact line search to solve the inner subproblems. The exact line search reduces in this case…
Quasi-Newton (QN) methods provide an efficient alternative to second-order methods for minimizing smooth unconstrained problems. While QN methods generally compose a Hessian estimate based on one secant interpolation per iteration,…
Many statistical estimators are defined as the fixed point of a data-dependent operator, with estimators based on minimizing a cost function being an important special case. The limiting performance of such estimators depends on the…
For nonlinear equations, the homotopy methods (continuation methods) are popular in engineering fields since their convergence regions are large and they are quite reliable to find a solution. The disadvantage of the classical homotopy…
We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…
The challenge of mastering computational tasks of enormous size tends to frequently override questioning the quality of the numerical outcome in terms of accuracy. By this we do not mean the accuracy within the discrete setting, which…
We address the numerical solution of second-order Mean Field Game problems through Newton iterations in infinite dimensions, introduced in [14], where quadratic convergence of the method was rigorously established. Building upon this…
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}.…
Superlinear convergence has been an elusive goal for black-box nonsmooth optimization. Even in the convex case, the subgradient method is very slow, and while some cutting plane algorithms, including traditional bundle methods, are popular…
We extend the semiclassical study of the Neumann model down to the deep quantum regime. A detailed study of connection formulae at the turning points allows to get good matching with the exact results for the whole range of parameters.
This paper addresses the three concepts of \textit{ consistency, stability and convergence } in the context of compact finite volume schemes for systems of nonlinear hyperbolic conservation laws. The treatment utilizes the framework of…
We introduce a notion of self-concordant smoothing for minimizing the sum of two convex functions, one of which is smooth and the other nonsmooth. The key highlight is a natural property of the resulting problem's structure that yields a…
In a Hilbert space setting, we study the stability properties of the regularized continuous Newton method with two potentials, which aims at solving inclusions governed by structured monotone operators. The Levenberg-Marquardt…
This work is devoted to the development and analysis of a linearization algorithm for microscopic elliptic equations, with scaled degenerate production, posed in a perforated medium and constrained by the homogeneous Neumann-Dirichlet…
We propose two basic assumptions, under which the rate of convergence of the augmented Lagrange method for a class of composite optimization problems is estimated. We analyze the rate of local convergence of the augmented Lagrangian method…
This paper investigates the role of quadrature exactness in the approximation scheme of hyperinterpolation. Constructing a hyperinterpolant of degree $n$ requires a positive-weight quadrature rule with exactness degree $2n$. We examine the…
It is often the case in numerical relativity that schemes that are known to be convergent for well posed systems are used in evolutions of weakly hyperbolic (WH) formulations of Einstein's equations. Here we explicitly show that with…
Numerical investigations of partial differential equations with hysteresis have largely focused on simulations, leaving numerical error analysis unexplored and relying mainly on derivative-free nonlinear solvers. This work establishes…