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The focus in this work is on interior-point methods for inequality-constrained quadratic programs, and particularly on the system of nonlinear equations to be solved for each value of the barrier parameter. Newton iterations give high…

Optimization and Control · Mathematics 2024-01-24 David Ek , Anders Forsgren

In this paper, we propose a quasi-Newton method for solving smooth and monotone nonlinear equations, including unconstrained minimization and minimax optimization as special cases. For the strongly monotone setting, we establish two global…

Optimization and Control · Mathematics 2024-10-04 Ruichen Jiang , Aryan Mokhtari

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

A continuous analog of Gauss-Newton method for solving nonlinear ill-posed problems is proposed. Its converegence is proved. A numerical example is presented to demonstrate efficiency of the propsed method.

Mathematical Physics · Physics 2007-05-23 R. Airapetyan , A. G. Ramm , A. Smirnova

In this paper, we introduce a Gauss-Newton method for solving the complex phase retrieval problem. In contrast to the real-valued setting, the Gauss-Newton matrix for complex-valued signals is rank-deficient and, thus, non-invertible. To…

Numerical Analysis · Mathematics 2024-06-17 Meng Huang

Motivated by machine learning problems over large data sets and distributed optimization over networks, we develop and analyze a new method called incremental Newton method for minimizing the sum of a large number of strongly convex…

Optimization and Control · Mathematics 2016-04-05 Mert Gürbüzbalaban , Asuman Ozdaglar , Pablo Parrilo

In this paper, we propose a structure-guided Gauss-Newton (SgGN) method for solving least squares problems using a shallow ReLU neural network. The method effectively takes advantage of both the least squares structure and the neural…

Machine Learning · Computer Science 2025-07-22 Zhiqiang Cai , Tong Ding , Min Liu , Xinyu Liu , Jianlin Xia

Parameter estimation problems of mathematical models can often be formulated as nonlinear least squares problems. Typically these problems are solved numerically using iterative methods. The local minimiserobtained using these iterative…

Numerical Analysis · Mathematics 2020-04-07 Yasunori Aoki , Ken Hayami , Kota Toshimoto , Yuichi Sugiyama

This paper deals with the minimization of large sum of convex functions by Inexact Newton (IN) methods employing subsampled functions, gradients and Hessian approximations. The Conjugate Gradient method is used to compute the inexact Newton…

Numerical Analysis · Mathematics 2018-11-15 Stefania Bellavia , Natasa Krejic , Natasa Krklec Jerinkic

For numerous parameter and state estimation problems, assimilating new data as they become available can help produce accurate and fast inference of unknown quantities. While most existing algorithms for solving those kind of ill-posed…

Numerical Analysis · Mathematics 2022-07-28 Neil K. Chada , Marco A. Iglesias , Shuai Lu , Frank Werner

The Total Least Squares solution of an overdetermined, approximate linear equation $Ax \approx b$ minimizes a nonlinear function which characterizes the backward error. We show that a globally convergent variant of the Gauss--Newton…

Numerical Analysis · Mathematics 2019-11-01 Dario Fasino , Antonio Fazzi

In this paper, inexact Gauss-Newton like methods for solving injective-overdetermined systems of equations are studied. We use a majorant condition, defined by a function whose derivative is not necessarily convex, to extend and improve…

Optimization and Control · Mathematics 2014-12-10 M. L. N. Goncalves

A quasi-Newton method with cubic regularization is designed for solving Riemannian unconstrained nonconvex optimization problems. The proposed algorithm is fully adaptive with at most ${\cal O} (\epsilon_g^{-3/2})$ iterations to achieve a…

Optimization and Control · Mathematics 2024-02-21 Mauricio S. Louzeiro , Gilson N. Silva , Jinyun Yuan , Daoping Zhang

The weighted nonlinear least-squares problem for low-rank signal estimation is considered. The problem of constructing a numerical solution that is stable and fast for long time series is addressed. A modified weighted Gauss-Newton method,…

Numerical Analysis · Mathematics 2022-07-08 Nikita Zvonarev , Nina Golyandina

The paper is devoted to the solution of a weighted nonlinear least-squares problem for low-rank signal estimation, which is related to Hankel structured low-rank approximation problems. A modified weighted Gauss-Newton method, which uses…

Numerical Analysis · Mathematics 2020-12-01 N. Zvonarev , N. Golyandina

This paper proposes a nonmonotone proximal quasi-Newton algorithm for unconstrained convex multiobjective composite optimization problems. To design the search direction, we minimize the max-scalarization of the variations of the Hessian…

Optimization and Control · Mathematics 2023-10-04 Xiaoxue Jiang

We consider the problem of finding sparse solutions to a system of underdetermined nonlinear system of equations. The methods are based on a Gauss-Newton approach with line search where the search direction is found by solving a linearized…

Numerical Analysis · Mathematics 2016-10-12 Mårten Gulliksson , Anna Oleynik

In this paper, we propose two regularized proximal quasi-Newton methods with symmetric rank-1 update of the metric (SR1 quasi-Newton) to solve non-smooth convex additive composite problems. Both algorithms avoid using line search or other…

Optimization and Control · Mathematics 2024-11-22 Shida Wang , Jalal Fadili , Peter Ochs

The paper considers the numerical solution of nonlinear integral equations using the Newton-Kantorovich method with the mpmath library. High-precision quadrature of the kernel K(t, s, u) with respect to the variable s for fixed t increases…

Numerical Analysis · Mathematics 2025-11-03 Kirill A. Chertoganov , Valery I. Shipalov

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