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The conjugate gradient (CG) method is an efficient iterative method for solving large-scale strongly convex quadratic programming (QP). In this paper we propose some generalized CG (GCG) methods for solving the $\ell_1$-regularized…

Optimization and Control · Mathematics 2016-02-15 Zhaosong Lu , Xiaojun Chen

Recently, the conditional maximum-entropy method (abbreviated as C-MaxEnt) has been proposed for selecting priors in Bayesian statistics in a very simple way. Here, it is examined for extreme-value statistics. For the Weibull type as an…

Statistical Mechanics · Physics 2022-01-26 Sumiyoshi Abe

The Kaczmarz method for solving a linear system $Ax = b$ interprets such a system as a collection of equations $\left\langle a_i, x\right\rangle = b_i$, where $a_i$ is the $i-$th row of $A$, then picks such an equation and corrects $x_{k+1}…

Numerical Analysis · Mathematics 2021-09-15 Stefan Steinerberger

An underdetermined generalized absolute value equation (GAVE) may have no solution, one solution, finitely many or infinitely many solutions. This paper is concerned with sufficient conditions that guarantee the existence of solutions to an…

Numerical Analysis · Mathematics 2025-02-18 Cairong Chen , Xuehua Li , Ren-Cang Li

In this paper, we introduce and study a new extragradient iterative process for finding a common element of the set of fixed points of an infinite family of nonexpansive mappings and the set of solutions of a variational inequality for an…

Functional Analysis · Mathematics 2014-05-22 Ibrahim Karahan , Murat Ozdemir

This paper presents a novel systematic methodology to obtain new simple and tight approximations, lower bounds, and upper bounds for the Gaussian Q-function, and functions thereof, in the form of a weighted sum of exponential functions.…

Signal Processing · Electrical Eng. & Systems 2020-12-21 Islam M. Tanash , Taneli Riihonen

This paper is to introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary…

Numerical Analysis · Mathematics 2016-11-03 Shanghui Jia , Hehu Xie , Manting Xie , Fei Xu

In this paper, we introduce a new iterative method to find a common solution of a generalized mixed equilibrium problem, a variational inequality problem and a hierarchical fixed point problem for a demicontinuous nearly nonexpansive…

Functional Analysis · Mathematics 2014-09-17 Ibrahim Karahan

Optimal control of bilinear systems has been a well-studied subject in the area of mathematical control. However, techniques for solving emerging optimal control problems involving an ensemble of structurally identical bilinear systems are…

Optimization and Control · Mathematics 2016-01-14 Shuo Wang , Jr-Shin Li

The transmission switching problem aims to determine the optimal network topology that minimizes the operating costs of a power system. This problem is typically formulated as a mixed-integer optimization model, which involves big-M…

Optimization and Control · Mathematics 2025-02-17 Marina Aguilar-Moreno , Salvador Pineda , Juan Miguel Morales

We propose a new type of multilevel method for solving eigenvalue problems based on Newton iteration. With the proposed iteration method, solving eigenvalue problem on the finest finite element space is replaced by solving a small scale…

Numerical Analysis · Mathematics 2015-11-13 Yunhui He , Yu Li , Hehu Xie

In the framework of a real Hilbert space we consider the problem of approaching solutions to a class of hierarchical variational inequality problems, subsuming several other problem classes including certain mathematical programs under…

Optimization and Control · Mathematics 2026-01-27 Pavel Dvurechensky , Meggie Marschner , Shimrit Shtern , Mathias Staudigl

A local convergence analysis of the Gauss-Newton method for solving injective-overdetermined systems of nonlinear equations under a majorant condition is provided. The convergence as well as results on its rate are established without a…

Optimization and Control · Mathematics 2013-03-21 Max Leandro Nobre Goncalves

Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of theirs trajectories have been evaluated using Double Sum Method…

Probability · Mathematics 2019-01-29 E. Hashorva , S. Kobelkov , V. I. Piterbarg

We established a new eighth-order iterative method, consisting of three steps, for solving nonlinear equations. Per iteration the method requires four evaluations (three function evaluations and one evaluation of the first derivative).…

Numerical Analysis · Mathematics 2013-04-18 J. P. Jaiswal , Neha Choubey

The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting a good parameter value by maximizing the probability of the data,…

Numerical Analysis · Mathematics 2020-02-11 Toby Sanders , Rodrigo B. Platte , Robert D. Skeel

We develop and analyze the Generalized Multiplicative Gradient (GMG) method for solving a class of convex optimization problems over symmetric cones, where the objective function does not have Lipschitz gradient over the feasible region.…

Optimization and Control · Mathematics 2026-03-06 Renbo Zhao

Matrix--vector algorithms, particularly Krylov subspace methods, are widely viewed as the most effective algorithms for solving large systems of linear equations. This paper establishes lower bounds on the worst-case number of…

Data Structures and Algorithms · Computer Science 2026-02-19 Michał Dereziński , Ethan N. Epperly , Raphael A. Meyer

We propose a new way for speeding up the search of the maximal solution $X_+$ of $X + A^\top X^{-1} A = Q$. It is known that the speed of convergence of traditional approaches for solving this problem depends highly on the spectral radius…

Numerical Analysis · Mathematics 2013-02-28 Chun-Yueh Chiang , Matthew M. Lin

The max-plus algebra $\mathbb{R}\cup \{-\infty \}$ is defined in terms of a combination of the following two operations: addition, $a \oplus b := \max(a,b)$, and multiplication, $a \otimes b := a + b$. In this study, we propose a new method…

Combinatorics · Mathematics 2025-10-22 Yasutaka Ooga , Yuki Nishida , Yoshihide Watanabe