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We introduce and study a geometric modification of the Douglas-Rach\-ford method called the Circumcentered-Douglas-Rachford method. This method iterates by taking the intersection of bisectors of reflection steps for solving certain classes…

Optimization and Control · Mathematics 2020-08-11 Roger Behling , Jose Yunier Bello Cruz , Luiz-Rafael Santos

We present a new accelerated stochastic second-order method that is robust to both gradient and Hessian inexactness, which occurs typically in machine learning. We establish theoretical lower bounds and prove that our algorithm achieves…

Optimization and Control · Mathematics 2024-05-28 Artem Agafonov , Dmitry Kamzolov , Alexander Gasnikov , Ali Kavis , Kimon Antonakopoulos , Volkan Cevher , Martin Takáč

We use generalized Gaussian quadratures for exponentials to develop a new ODE solver. Nodes and weights of these quadratures are computed for a given bandlimit $c$ and user selected accuracy $\epsilon$, so that they integrate functions…

Numerical Analysis · Mathematics 2013-11-21 Gregory Beylkin , Kristian Sandberg

In this paper, we study the Crank-Nicolson method for temporal dimension and the piecewise quadratic polynomial collocation method for spatial dimensions of time-dependent nonlocal problems. The new theoretical results of such…

Numerical Analysis · Mathematics 2020-06-30 Rongjun Cao , Minghua Chen , Michael K. Ng , Yu-Jiang Wu

In order to accelerate the Douglas--Rachford method we recently developed the circumcentered--reflection method, which provides the closest iterate to the solution among all points relying on successive reflections, for the best…

Optimization and Control · Mathematics 2020-08-11 Roger Behling , José Yunier Bello-Cruz , Luiz-Rafael Santos

The development of the relativistic all-order method where all single, double, and partial triple excitations of the Dirac-Hartree-Fock wave function are included to all orders of perturbation theory led to many important results for study…

Atomic Physics · Physics 2015-05-27 H. Gharibnejad , E. Eliav , M. S. Safronova , A. Derevianko

In this paper, we study local convergence of high-order Tensor Methods for solving convex optimization problems with composite objective. We justify local superlinear convergence under the assumption of uniform convexity of the smooth…

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

The extended form of the classical polynomial cubic B-spline function is used to set up a collocation method for some initial boundary value problems derived for the Korteweg-de Vries-Burgers equation. Having nonexistence of third order…

Numerical Analysis · Mathematics 2017-01-12 Ozlem Ersoy Hepson , Alper Korkmaz , Idris Dag

This paper deals with a modifed iterative projection method for approximating a solution of hierarchical fixed point problems for nearly nonexpansive mappings. Some strong convergence theorems for the proposed method are presented under…

Functional Analysis · Mathematics 2014-03-17 Ibrahim Karahan , Murat Ozdemir

The shape of homogeneous, generic, smooth convex bodies as described by the Euclidean distance with nondegenerate critical points, measured from the center of mass represents a rather restricted class M_C of Morse-Smale functions on S^2.…

Differential Geometry · Mathematics 2015-12-01 Gábor Domokos , Zsolt Lángi , Tí mea Szabó

The recent development of spectral method has been praised for its high-order convergence in simulating complex physical problems. The combination of embedded boundary method and spectral method becomes a mainstream way to tackle…

Numerical Analysis · Mathematics 2018-03-08 Po-Yi Wu , Cheng-Hong Robert Kao , Tony Wen-Hann Sheu

Motivated by the need for the rigorous analysis of the numerical stability of variational least-squares kernel-based methods for solving second-order elliptic partial differential equations, we provide previously lacking stability…

Numerical Analysis · Mathematics 2024-12-17 Meng Chen , Leevan Ling , Dongfang Yun

In this paper we consider the problem of maximizing the Area under the ROC curve (AUC) which is a widely used performance metric in imbalanced classification and anomaly detection. Due to the pairwise nonlinearity of the objective function,…

Machine Learning · Computer Science 2019-06-17 Yunwen Lei , Yiming Ying

Convergence of an adaptive collocation method for the stationary parametric diffusion equation with finite-dimensional affine coefficient is shown. The adaptive algorithm relies on a recently introduced residual-based reliable a posteriori…

Numerical Analysis · Mathematics 2021-06-17 Martin Eigel , Oliver Ernst , Björn Sprungk , Lorenzo Tamellini

This paper proposes an algorithm for solving structured optimization problems, which covers both the backward-backward and the Douglas-Rachford algorithms as special cases, and analyzes its convergence. The set of fixed points of the…

Optimization and Control · Mathematics 2017-09-19 Nguyen Hieu Thao

This paper enhances and develops bridges between statistics, mechanics, and geometry. For a given system of points in $\mathbb R^k$ representing a sample of full rank, we construct an explicit pencil of confocal quadrics with the following…

Algebraic Geometry · Mathematics 2024-06-19 Vladimir Dragović , Borislav Gajić

We consider the 2D quasi-periodic scattering problem in optics, which has been modelled by a boundary value problem governed by Helmholtz equation with transparent boundary conditions. A spectral collocation method and a tensor product…

Numerical Analysis · Mathematics 2015-07-14 Kui Du

The uniform quadratic optimizatin problem (UQ) is a nonconvex quadratic constrained quadratic programming (QCQP) sharing the same Hessian matrix. Based on the second-order cone programming (SOCP) relaxation, we establish a new sufficient…

Optimization and Control · Mathematics 2015-08-06 Shu Wang , Yong Xia

In this work, we propose and investigate stable high-order collocation-type discretisations of the discontinuous Galerkin method on equidistant and scattered collocation points. We do so by incorporating the concept of discrete least…

Numerical Analysis · Mathematics 2021-02-24 Jan Glaubitz , Philipp Oeffner

We present a new numerical method for the isometric embedding of 2-geometries specified by their 2-metrics in three dimensional Euclidean space. Our approach is to directly solve the fundamental embedding equation supplemented by six…

General Relativity and Quantum Cosmology · Physics 2015-06-23 Wolfgang Tichy , Jonathan R. McDonald , Warner A. Miller