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We analyze and test a simple-to-implement two-step iteration for the incompressible Navier-Stokes equations that consists of first applying the Picard iteration and then applying the Newton iteration to the Picard output. We prove that this…

Numerical Analysis · Mathematics 2024-02-20 Sara Pollock , Leo Rebholz , Xuemin Tu , Menyging Xiao

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…

Optimization and Control · Mathematics 2019-08-27 Boris Polyak , Andrey Tremba

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…

Optimization and Control · Mathematics 2023-01-24 Nicolas F. Armijo , Yunier Bello-Cruz , Gabriel Haeser

Based on differences of points and differences of gradients over the most recent three iterations, together with the Taylor's theorem, two forms of the quasi-Newton equations at the recent iteration are constructed. By using the two forms…

Optimization and Control · Mathematics 2022-06-15 Sun Qingying , Zhao Xu , Wang Jian

The Newton's method for solving stationary Navier-Stokes equations (NSE) is known to convergent fast, however, may fail due to a bad initial guess. This work presents a simple-to-implement nonlinear preconditioning of Newton's iteration,…

Numerical Analysis · Mathematics 2025-08-01 Muhammad Mohebujjaman , Mengying Xiao , Cheng Zhang

This paper studies the performance Newton's iteration applied with Anderson acceleration for solving the incompressible steady Navier-Stokes equations. We manifest that this method converges superlinearly with a good initial guess, and…

Numerical Analysis · Mathematics 2022-02-15 Mengying Xiao

In this paper, by combining the algorithm New Q-Newton's method - developed in previous joint work of the author - with Armijo's Backtracking line search, we resolve convergence issues encountered by Newton's method (e.g. convergence to a…

Optimization and Control · Mathematics 2022-09-13 Tuyen Trung Truong

We consider the convergence of iterative solvers for problems of nonlinear magnetostatics. Using the equivalence to an underlying minimization problem, we can establish global linear convergence of a large class of methods, including the…

Numerical Analysis · Mathematics 2024-03-28 Herbert Egger , Felix Engertsberger , Bogdan Radu

Considered herein is a modified Newton method for the numerical solution of nonlinear equations where the Jacobian is approximated using a complex-step derivative approximation. We show that this method converges for sufficiently small…

Numerical Analysis · Mathematics 2024-10-03 Dimitrios Mitsotakis

Motivated by machine learning problems over large data sets and distributed optimization over networks, we develop and analyze a new method called incremental Newton method for minimizing the sum of a large number of strongly convex…

Optimization and Control · Mathematics 2016-04-05 Mert Gürbüzbalaban , Asuman Ozdaglar , Pablo Parrilo

In this paper, a globally convergent Newton-type proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…

Optimization and Control · Mathematics 2024-10-25 Md Abu Talhamainuddin Ansary

A technique for accelerating global convergence of pseudo-transient continuation Newton methods is proposed based on residual smoothing. The technique is motivated by the effectiveness of local nonlinear smoothers at overcoming strong…

Numerical Analysis · Mathematics 2018-05-11 Dimitri Mavriplis

We present a 3D finite element solver for the nonlinear Poisson-Nernst-Planck (PNP) equations for electrodiffusion, coupled to the Stokes system of fluid dynamics. The model serves as a building block for the simulation of macromolecule…

Computational Physics · Physics 2017-04-05 Gregor Mitscha-Baude , Andreas Buttinger-Kreuzhuber , Gerhard Tulzer , Clemens Heitzinger

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

We show that Newton's method converges globally at a linear rate for objective functions whose Hessians are stable. This class of problems includes many functions which are not strongly convex, such as logistic regression. Our linear…

Machine Learning · Computer Science 2018-06-04 Sai Praneeth Karimireddy , Sebastian U. Stich , Martin Jaggi

We propose, analyze and test Anderson-accelerated Picard iterations for solving the incompressible Navier-Stokes equations (NSE). Anderson acceleration has recently gained interest as a strategy to accelerate linear and nonlinear…

Numerical Analysis · Mathematics 2018-10-22 Sara Pollock , Leo G. Rebholz , Mengying Xiao

We will consider the damped Newton method for strongly monotone and Lipschitz continuous operator equations in a variational setting. We will provide a very accessible justification why the undamped Newton method performs better than its…

Numerical Analysis · Mathematics 2023-05-26 Pascal Heid

In this work we present and discuss a possible globalization concept for Newton-type methods. We consider nonlinear problems $f(x)=0$ in $\mathbb{R}^{n}$ using the concepts from ordinary differential equations as a basis for the proposed…

Numerical Analysis · Mathematics 2018-10-24 Mario Amrein

We propose a two-step Newton's method for refining an approximation of a singular zero whose deflation process terminates after one step, also known as a deflation-one singularity. Given an isolated singular zero of a square analytic…

Numerical Analysis · Mathematics 2024-01-26 Kisun Lee , Nan Li , Lihong Zhi

This paper aims at developing two versions of the generalized Newton method to compute not merely arbitrary local minimizers of nonsmooth optimization problems but just those, which possess an important stability property known as tilt…

Optimization and Control · Mathematics 2021-01-01 Boris Mordukhovich , Ebrahim Sarabi
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