English
Related papers

Related papers: Newton-GSOR method for solving large-scale unconst…

200 papers

In this paper, an efficient modified Newton type algorithm is proposed for nonlinear unconstrianed optimization problems. The modified Hessian is a convex combination of the identity matrix (for steepest descent algorithm) and the Hessian…

Optimization and Control · Mathematics 2015-10-09 Yaguang Yang

In this paper, we consider variants of Newton-MR algorithm for solving unconstrained, smooth, but non-convex optimization problems. Unlike the overwhelming majority of Newton-type methods, which rely on conjugate gradient algorithm as the…

Optimization and Control · Mathematics 2023-10-02 Yang Liu , Fred Roosta

High-order tensor methods that employ Taylor-based local models (of degree $p\ge 3$) within adaptive regularization frameworks have been recently proposed for both convex and nonconvex optimization problems. They have been shown to have…

Optimization and Control · Mathematics 2024-04-19 Wenqi Zhu , Coralia Cartis

This paper presents a regularized Newton method (RNM) with generalized regularization terms for unconstrained convex optimization problems. The generalized regularization includes quadratic, cubic, and elastic net regularizations as special…

Optimization and Control · Mathematics 2024-07-11 Yuya Yamakawa , Nobuo Yamashita

In this paper, we study the iteration complexity of cubic regularization of Newton method for solving composite minimization problems with uniformly convex objective. We introduce the notion of second-order condition number of a certain…

Optimization and Control · Mathematics 2021-05-21 Nikita Doikov , Yurii Nesterov

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

In this work we present an adaptive Newton-type method to solve nonlinear constrained optimization problems in which the constraint is a system of partial differential equations discretized by the finite element method. The adaptive…

Optimization and Control · Mathematics 2017-06-05 Thomas Carraro , Simon Dörsam , Stefan Frei , Daniel Schwarz

An iterative formula based on Newton Method alone is presented for the iterative solutions of equations that ensures convergence in cases where the traditional Newton Method may fail to converge to the desired root. In addition, the method…

Numerical Analysis · Mathematics 2012-10-30 Ababu Teklemariam Tiruneh

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

This paper introduces and develops novel coderivative-based Newton methods with Wolfe linesearch conditions to solve various classes of problems in nonsmooth optimization. We first propose a generalized regularized Newton method with Wolfe…

Optimization and Control · Mathematics 2024-07-04 Miantao Chao , Boris S. Mordukhovich , Zijian Shi , Jin Zhang

This paper proposes two proximal Newton-CG methods for convex nonsmooth optimization problems in composite form. The algorithms are based on a a reformulation of the original nonsmooth problem as the unconstrained minimization of a…

Optimization and Control · Mathematics 2014-03-03 Panagiotis Patrinos , Lorenzo Stella , Alberto Bemporad

Newton's method is a fundamental technique in optimization with quadratic convergence within a neighborhood around the optimum. However reaching this neighborhood is often slow and dominates the computational costs. We exploit two…

Machine Learning · Computer Science 2016-05-24 Hadi Daneshmand , Aurelien Lucchi , Thomas Hofmann

One of the most important problems in the field of distributed optimization is the problem of minimizing a sum of local convex objective functions over a networked system. Most of the existing work in this area focus on developing…

Optimization and Control · Mathematics 2019-01-08 Fatemeh Mansoori , Ermin Wei

In this paper, we propose a distributed Newton method for consensus optimization. Our approach outperforms state-of-the-art methods, including ADMM. The key idea is to exploit the sparsity of the dual Hessian and recast the computation of…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-06-22 Rasul Tutunov , Haitham Bou Ammar , Ali Jadbabaie

This paper is concerned with the numerical solution of nonlinear ill-posed operator equations involving convex constraints. We study a Newton-type method which consists in applying linear Tikhonov regularization with convex constraints to…

Functional Analysis · Mathematics 2015-04-01 Robert Stück , Martin Burger , Thorsten Hohage

We are concerned with the tensor equations whose coefficient tensor is an M-tensor. We first propose a Newton method for solving the equation with a positive constant term and establish its global and quadratic convergence. Then we extend…

Optimization and Control · Mathematics 2021-01-28 Dong-Hui Li Jie-Feng Xu , Hong-Bo Guan

Many machine learning models depend on solving a large scale optimization problem. Recently, sub-sampled Newton methods have emerged to attract much attention for optimization due to their efficiency at each iteration, rectified a weakness…

Optimization and Control · Mathematics 2016-09-06 Haishan Ye , Luo Luo , Zhihua Zhang

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…

Optimization and Control · Mathematics 2014-12-12 Aryan Mokhtari , Qing Ling , Alejandro Ribeiro

In this paper we present GSSN, a globalized SCD semismooth* Newton method for solving nonsmooth nonconvex optimization problems. The global convergence properties of the method are ensured by the proximal gradient method, whereas locally…

Optimization and Control · Mathematics 2025-01-27 H. Gfrerer

In this paper the simplicial cone constrained convex quadratic programming problem is studied. The optimality conditions of this problem consist in a linear complementarity problem. This fact, under a suitable condition, leads to an…

Optimization and Control · Mathematics 2015-03-11 J. G. Barrios , O. P. Ferreira , S. Z. Németh