Related papers: An inexact Matrix-Newton method for solving NEPv
A zero-finding technique for solving nonlinear equations more efficiently than they usually are with traditional iterative methods in which the order of convergence is improved is presented. The key idea in deriving this procedure is to…
Nonlinear systems of partial differential equations (PDEs) may permit several distinct solutions. The typical current approach to finding distinct solutions is to start Newton's method with many different initial guesses, hoping to find…
In recent years, various subspace algorithms have been developed to handle large-scale optimization problems. Although existing subspace Newton methods require fewer iterations to converge in practice, the matrix operations and full…
Infinite-dimensional Newton methods can be effectively used to derive numerical proofs of the existence of solutions to partial differential equations (PDEs). In computer-assisted proofs of PDEs, the original problem is transformed into the…
Machine learning problems such as neural network training, tensor decomposition, and matrix factorization, require local minimization of a nonconvex function. This local minimization is challenged by the presence of saddle points, of which…
We describe a novel algorithm for solving general parametric (nonlinear) eigenvalue problems. Our method has two steps: first, high-accuracy solutions of non-parametric versions of the problem are gathered at some values of the parameters;…
We study stochastic inexact Newton methods and consider their application in nonconvex settings. Building on the work of [R. Bollapragada, R. H. Byrd, and J. Nocedal, IMA Journal of Numerical Analysis, 39 (2018), pp. 545--578] we derive…
In this paper, we propose a globally convergent method for solving constrained nonlinear systems. The method combines an efficient Newton conditional gradient method with a derivative-free and nonmonotone linesearch strategy. The global…
We propose \textbf{NewVEM}, a Newton vertex exchange method for efficiently solving self-concordant minimization problems under generalized simplex constraints. The algorithm features a two-level structure: the outer loop employs a…
We consider a class of difference-of-convex (DC) optimization problems where the objective function is the sum of a smooth function and a possible nonsmooth DC function. The application of proximal DC algorithms to address this problem…
We present a new approach to compute eigenvalues and eigenvectors of locally definite multiparameter eigenvalue problems by its signed multiindex. The method has the interpretation of a semismooth Newton method applied to certain functions…
In this paper, we propose a new method that combines the inexact Newton method with a procedure to obtain a feasible inexact projection for solving constrained smooth and nonsmooth equations. The local convergence theorems are established…
In this paper, we propose new proximal Newton-type methods for convex optimization problems in composite form. The applications include model predictive control (MPC) and embedded MPC. Our new methods are computationally attractive since…
This paper concerns a class of monotone eigenvalue problems with eigenvector nonlinearities (mNEPv). The mNEPv is encountered in applications such as the computation of joint numerical radius of matrices, best rank-one approximation of…
The aim of this paper is to propose an efficient adaptive finite element method for eigenvalue problems based on the multilevel correction scheme and inverse power method. This method involves solving associated boundary value problems on…
Interior Point Methods (IPM) rely on the Newton method for solving systems of nonlinear equations. Solving the linear systems which arise from this approach is the most computationally expensive task of an interior point iteration. If, due…
Second-order Newton-type algorithms that leverage the exact Hessian or its approximation are central to solve nonlinear optimization problems. However, their applications in solving large-scale nonconvex problems are hindered by three…
We develop a randomized Newton's method for solving differential equations, based on a fully connected neural network discretization. In particular, the randomized Newton's method randomly chooses equations from the overdetermined nonlinear…
A class of second-order algorithms is proposed for minimizing smooth nonconvex functions that alternates between regularized Newton and negative curvature steps in an iteration-dependent subspace. In most cases, the Hessian matrix is…
Inexact Newton Methods are widely used to solve systems of nonlinear equations. The convergence of these methods is controlled by the relative linear tolerance, $\eta_\nu$, that is also called the forcing term. A very small $\eta_\nu$ may…