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The automatic selection of an appropriate time step size has been considered extensively in the literature. However, most of the strategies developed operate under the assumption that the computational cost (per time step) is independent of…

Numerical Analysis · Mathematics 2018-08-14 Lukas Einkemmer

The Newton-Schulz (NS) iteration has become a key technique for orthogonalization in optimizers such as Muon and for optimization on the Stiefel manifold. Despite its effectiveness, the conventional NS iteration incurs significant…

Machine Learning · Computer Science 2026-03-23 Chen Hu , Qianxi Zhao , Xiaochen Yuan , Hong Zhang , Ding Yuan , Yanbin Wu , Xiying Li

In this study, we employ Euler's method and Richardson's extrapolation to solve a triple integral, which is then transformed into a third-order initial value problem. Our objective is to resolve the computational challenges associated with…

Numerical Analysis · Mathematics 2026-02-17 Shubhangini Gupta , Prashant Sharma , Tamal Pramanick

In this paper, we introduce a new iterative method which we call one step back approach: the main idea is to anticipate the consequence of the iterative computation per coordinate and to optimize on the choice of the sequence of the…

Numerical Analysis · Computer Science 2013-02-19 Dohy Hong

In this paper, we introduce a quasi-Newton method optimized for efficiently solving quasi-linear elliptic equations and systems, with a specific focus on GPU-based computation. By approximating the Jacobian matrix with a combination of…

Numerical Analysis · Mathematics 2025-03-25 Wenrui Hao , Sun Lee , Xiangxiong Zhang

Iterative algorithms are ubiquitous in the field of data mining. Widely known examples of such algorithms are the least mean square algorithm, backpropagation algorithm of neural networks. Our contribution in this paper is an improvement…

Machine Learning · Computer Science 2013-10-09 Rangeet Mitra , Amit Kumar Mishra

Newton's method has been an important approach for solving variational inequalities, quasi-Newton method is a good alternative choice to save computational cost. In this paper, we propose a new method for solving monotone variational…

Optimization and Control · Mathematics 2025-05-20 Yuge Ye , Qingna Li , Deren Han

Optimization problems in disciplines such as machine learning are commonly solved with iterative methods. Gradient descent algorithms find local minima by moving along the direction of steepest descent while Newton's method takes into…

Quantum Physics · Physics 2018-08-20 Patrick Rebentrost , Maria Schuld , Leonard Wossnig , Francesco Petruccione , Seth Lloyd

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

We first investigate properties of M-tensor equations. In particular, we show that if the constant term of the equation is nonnegative, then finding a nonnegative solution of the equation can be done by finding a positive solution of a…

Optimization and Control · Mathematics 2020-07-28 Dong-Hui Li , Hong-Bo Guan , Jie-Feng Xu

We establish essentially optimal bounds on the complexity of initial-value problems in the randomized and quantum settings. For this purpose we define a sequence of new algorithms whose error/cost properties improve from step to step. These…

Quantum Physics · Physics 2007-05-23 Boleslaw Kacewicz

Given a full column rank matrix $A \in \mathbb{R}^{m\times n}$ ($m\geq n$), we consider a special class of linear systems of the form $A^\top Ax=A^\top b+c$ with $x, c \in \mathbb{R}^{n}$ and $b \in \mathbb{R}^{m}$. The occurrence of $c$ in…

Numerical Analysis · Mathematics 2019-11-04 Henri Calandra , Serge Gratton , Elisa Riccietti , Xavier Vasseur

Variational inequalities can in general support distinct solutions. In this paper we study an algorithm for computing distinct solutions of a variational inequality, without varying the initial guess supplied to the solver. The central idea…

Optimization and Control · Mathematics 2023-01-10 Patrick E. Farrell , Matteo Croci , Thomas M. Surowiec

It has recently been shown that many of the existing quasi-Newton algorithms can be formulated as learning algorithms, capable of learning local models of the cost functions. Importantly, this understanding allows us to safely start…

Machine Learning · Statistics 2017-04-06 Adrian G. Wills , Thomas B. Schön

We present a principled approach for designing stochastic Newton methods for solving finite sum optimization problems. Our approach has two steps. First, we re-write the stationarity conditions as a system of nonlinear equations that…

Optimization and Control · Mathematics 2023-12-25 Jiabin Chen , Rui Yuan , Guillaume Garrigos , Robert M. Gower

With the widespread applications of neural networks (NNs) trained on personal data, machine unlearning has become increasingly important for enabling individuals to exercise their personal data ownership, particularly the "right to be…

Machine Learning · Computer Science 2024-08-28 Nhung Bui , Xinyang Lu , Rachael Hwee Ling Sim , See-Kiong Ng , Bryan Kian Hsiang Low

Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time…

Machine Learning · Computer Science 2017-06-02 Filip de Roos , Philipp Hennig

Nonlinear systems arising from time integrators like Backward Euler can sometimes be reformulated as optimization problems, known as incremental potentials. We show through a comprehensive experimental analysis that the widely used…

We study the task of learning latent-variable models. A common algorithmic technique for this task is the method of moments. Unfortunately, moment-based approaches are hampered by the fact that the moment tensors of super-constant degree…

Data Structures and Algorithms · Computer Science 2025-04-15 Ilias Diakonikolas , Daniel M. Kane

Existing high-performance deep learning models require very intensive computing. For this reason, it is difficult to embed a deep learning model into a system with limited resources. In this paper, we propose the novel idea of the network…

Machine Learning · Computer Science 2019-02-13 Dae-Woong Jeong , Jaehun Kim , Youngseok Kim , Tae-Ho Kim , Myungsu Chae