Related papers: A novel Newton-Raphson style root finding algorith…
In this paper, we consider the problem of solving a constrained system of nonlinear equations. We propose an algorithm based on a combination of the Newton and conditional gradient methods, and establish its local convergence analysis. Our…
The graduated optimization approach, also known as the continuation method, is a popular heuristic to solving non-convex problems that has received renewed interest over the last decade. Despite its popularity, very little is known in terms…
Any practical attempt to solve the Regge equations, these being a large system of non-linear algebraic equations, will almost certainly employ a Newton-Raphson like scheme. In such cases it is essential that efficient algorithms be used…
An efficient evaluation method is described for polynomials in finite fields. Its complexity is shown to be lower than that of standard techniques when the degree of the polynomial is large enough. Applications to the syndrome computation…
In this paper we propose a novel efficient algorithm for calculating winding numbers, aiming at counting the number of roots of a given polynomial in a convex region on the complex plane. This algorithm can be used for counting and…
Feature weighting algorithms try to solve a problem of great importance nowadays in machine learning: The search of a relevance measure for the features of a given domain. This relevance is primarily used for feature selection as feature…
A new variant of Newton's method for empirical risk minimization is studied, where at each iteration of the optimization algorithm, the gradient and Hessian of the objective function are replaced by robust estimators taken from existing…
We show that under some widely believed assumptions, there are no higher-order algorithms for basic tasks in computational mathematics such as: Computing integrals with neural network integrands, computing solutions of a Poisson equation…
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…
Necessary conditions for high-order optimality in smooth nonlinear constrained optimization are explored and their inherent intricacy discussed. A two-phase minimization algorithm is proposed which can achieve approximate first-, second-…
First-order methods (FOMs) have recently been applied and analyzed for solving problems with complicated functional constraints. Existing works show that FOMs for functional constrained problems have lower-order convergence rates than those…
We propose an improved algorithm for finding roots of polynomials over finite fields. This makes possible significant speedup of the decoding process of Bose-Chaudhuri-Hocquenghem, Reed-Solomon, and some other error-correcting codes.
We seek complex roots of a univariate polynomial $P$ with real or complex coefficients. We address this problem based on recent algorithms that use subdivision and have a nearly optimal complexity. They are particularly efficient when only…
Using a new technique involving integration it is possible to find the exact roots of simple functions. In this case, simple functions are defined as smooth functions having an inverse, and that inverse having an antiderivative. This…
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…
The solution of potential-driven steady-state flow in large networks is a task which manifests in various engineering applications, such as transport of natural gas or water through pipeline networks. The resultant system of nonlinear…
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…
Finite-sum optimization problems are ubiquitous in machine learning, and are commonly solved using first-order methods which rely on gradient computations. Recently, there has been growing interest in \emph{second-order} methods, which rely…
Newton-type methods enjoy fast local convergence and strong empirical performance, but achieving global guarantees comparable to first-order methods remains challenging. Even for simple strongly convex problems, no straightforward variant…
In this work, we propose an optimization algorithm which we call norm-adapted gradient descent. This algorithm is similar to other gradient-based optimization algorithms like Adam or Adagrad in that it adapts the learning rate of stochastic…