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Homotopy methods are attractive due to their capability of solving difficult optimisation and optimal control problems. The underlying idea is to construct a homotopy, which may be considered as a continuous (zero) curve between the…

Optimization and Control · Mathematics 2024-12-10 Willem Esterhuizen , Kathrin Flaßkamp , Matthias Hoffmann , Karl Worthmann

The optimal transport problem has many applications in machine learning, physics, biology, economics, etc. Although its goal is very clear and mathematically well-defined, finding its optimal solution can be challenging for large datasets…

Numerical Analysis · Mathematics 2021-12-14 Roozbeh Yousefzadeh

Newton's method is the most widespread high-order method, demanding the gradient and the Hessian of the objective function. However, one of the main disadvantages of Newtons method is its lack of global convergence and high iteration cost.…

We study composite optimization problems in which the smooth part of the objective function is \( p \)-times continuously differentiable, where \( p \geq 1 \) is an integer. Higher-order methods are known to be effective for solving such…

Optimization and Control · Mathematics 2025-03-04 Yassine Nabou

We introduce a nonmonotone extension of the Front Descent framework for multiobjective optimization. The method uses novel nonmonotone line searches that allow temporary increases in some objective functions. To our knowledge, this is the…

Optimization and Control · Mathematics 2025-09-03 Pierluigi Mansueto

In this manuscript, we address continuous unconstrained multi-objective optimization problems and we discuss descent type methods for the reconstruction of the Pareto set. Specifically, we analyze the class of Front Descent methods, which…

Optimization and Control · Mathematics 2026-04-08 Matteo Lapucci , Pierluigi Mansueto , Davide Pucci

First-order methods for solving convex optimization problems have been at the forefront of mathematical optimization in the last 20 years. The rapid development of this important class of algorithms is motivated by the success stories…

Optimization and Control · Mathematics 2021-01-07 Pavel Dvurechensky , Mathias Staudigl , Shimrit Shtern

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…

Optimization and Control · Mathematics 2020-07-21 Ilan Adler , Zhiyue Tom Hu , Tianyi Lin

This paper proposes and develops new Newton-type methods to solve structured nonconvex and nonsmooth optimization problems with justifying their fast local and global convergence by means of advanced tools of variational analysis and…

Optimization and Control · Mathematics 2026-03-03 Pham Duy Khanh , Boris S. Mordukhovich , Vo Thanh Phat

In this work, we investigate stochastic quasi-Newton methods for minimizing a finite sum of cost functions over a decentralized network. In Part I, we develop a general algorithmic framework that incorporates stochastic quasi-Newton…

Optimization and Control · Mathematics 2023-03-22 Jiaojiao Zhang , Huikang Liu , Anthony Man-Cho So , Qing Ling

In this paper, we consider stochastic second-order methods for minimizing a finite summation of nonconvex functions. One important key is to find an ingenious but cheap scheme to incorporate local curvature information. Since the true…

Optimization and Control · Mathematics 2021-03-26 Minghan Yang , Dong Xu , Hongyu Chen , Zaiwen Wen , Mengyun Chen

The goal of this paper is to study the path-following method for univariate polynomials. We propose to study the complexity and condition properties when the Newton method is applied as a correction operator. Then we study the geodesics and…

Optimization and Control · Mathematics 2022-08-10 Bao Duy Tran

We extend the classical third-order Halley iteration to the setting of generalized equations of the form \[ 0 \in f(x) + F(x), \] where \(f\colon X\longrightarrow Y\) is twice continuously Fr\'echet-differentiable on Banach spaces and…

Numerical Analysis · Mathematics 2025-04-25 Tomáš Roubal , Jan Valdman

Numerical homotopy continuation methods for three classes of polynomial systems are presented. For a generic instance of the class, every path leads to a solution and the homotopy is optimal. The counting of the roots mirrors the resolution…

Numerical Analysis · Mathematics 2025-10-20 Jan Verschelde

This paper deals with shape irregularity issues in discrete topology optimization algorithms whereby the design is created using the automated distribution of material in the design region. Graph theory is employed to derive appropriate…

Information Theory · Computer Science 2025-03-14 Vojtech Neuman , Miloslav Capek , Lukas Jelinek

We present a new approach to discretizing shape optimization problems that generalizes standard moving mesh methods to higher-order mesh deformations and that is naturally compatible with higher-order finite element discretizations of…

Numerical Analysis · Mathematics 2017-06-13 A. Paganini , F. Wechsung , P. E. Farrell

Higher-order numerical methods are used to find accurate numerical solutions to hyperbolic partial differential equations and equations of transport type. Limiting is required to either converge to the correct type of solution or to adhere…

Numerical Analysis · Mathematics 2024-07-10 James Woodfield

The homotopy continuation method has been widely used in solving parametric systems of nonlinear equations. But it can be very expensive and inefficient due to singularities during the tracking even though both start and end points are…

Numerical Analysis · Mathematics 2021-04-13 Wenrui Hao , Chunyue Zheng

In this paper, a novel stochastic extra-step quasi-Newton method is developed to solve a class of nonsmooth nonconvex composite optimization problems. We assume that the gradient of the smooth part of the objective function can only be…

Optimization and Control · Mathematics 2019-10-22 Minghan Yang , Andre Milzarek , Zaiwen Wen , Tong Zhang

In this paper, we propose a high-order extension of the multiscale method introduced by the authors in [SIAM J. Numer. Anal., 63(4) (2025), pp. 1617--1641] for heterogeneous Stokes problems, while also providing several other improvements,…

Numerical Analysis · Mathematics 2025-12-01 Moritz Hauck , Alexei Lozinski