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Clustering may be the most fundamental problem in unsupervised learning which is still active in machine learning research because its importance in many applications. Popular methods like K-means, may suffer from instability as they are…

When combining the numerical concept of variational discretization and semi-smooth Newton methods for the numerical solution of pde constrained optimization with control constraints, special emphasis has to be taken on the implementation,…

This paper introduces and develops novel coderivative-based Newton methods with Wolfe linesearch conditions to solve various classes of problems in nonsmooth optimization. We first propose a generalized regularized Newton method with Wolfe…

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…

Quasi-Newton techniques approximate the Newton step by estimating the Hessian using the so-called secant equations. Some of these methods compute the Hessian using several secant equations but produce non-symmetric updates. Other…

In this paper, we propose a distributed Newton method for consensus optimization. Our approach outperforms state-of-the-art methods, including ADMM. The key idea is to exploit the sparsity of the dual Hessian and recast the computation of…

While quantum computing provides an exponential advantage in solving system of linear equations, there is little work to solve system of nonlinear equations with quantum computing. We propose quantum Newton's method (QNM) for solving…

This paper presents a novel approach to solving large-scale minimax problems with nonsmooth regularizers. We propose a stochastic implicit proximal point algorithm with variance reduction techniques where stochastic oracles are selected in…

We leverage path differentiability and a recent result on nonsmooth implicit differentiation calculus to give sufficient conditions ensuring that the solution to a monotone inclusion problem will be path differentiable, with formulas for…

We show that Newton methods for generalized equations are input-to-state stable with respect to disturbances such as due to inexact computations. We then use this result to obtain convergence and robustness of a multistep Newton-type method…

In this paper we develop an adaptive procedure for the numerical solution of general, semilinear elliptic problems with possible singular perturbations. Our approach combines both a prediction-type adaptive Newton method and an adaptive…

Many machine learning models depend on solving a large scale optimization problem. Recently, sub-sampled Newton methods have emerged to attract much attention for optimization due to their efficiency at each iteration, rectified a weakness…

In recent years, the proximal gradient method and its variants have been generalized to Riemannian manifolds for solving optimization problems with an additively separable structure, i.e., $f + h$, where $f$ is continuously differentiable,…

Many of the algorithms used to solve minimization problems with sparsity-inducing regularizers are generic in the sense that they do not take into account the sparsity of the solution in any particular way. However, algorithms known as…

A general class of Newton algorithms on Gra{\ss}mann and Lagrange-Gra{\ss}mann manifolds is introduced, that depends on an arbitrary pair of local coordinates. Local quadratic convergence of the algorithm is shown under a suitable condition…

The system of generalized absolute value equations (GAVE) has attracted more and more attention in the optimization community. In this paper, by introducing a smoothing function, we develop a smoothing Newton algorithm with non-monotone…

It is well known that the Newton method may not converge when the initial guess does not belong to a specific quadratic convergence region. We propose a family of new variants of the Newton method with the potential advantage of having a…

Gauss-Newton methods and their stochastic version have been widely used in machine learning and signal processing. Their nonsmooth counterparts, modified Gauss-Newton or prox-linear algorithms, can lead to contrasting outcomes when compared…

In [7], a new iterative method for solving linear system of equations was presented which can be considered as a modification of the Gauss-Seidel method. Then in [4] a different approach, say 2D-DSPM, and more effective one was introduced.…

The ground state energy of a many-electron system can be approximated by an variational approach in which the total energy of the system is minimized with respect to one and two-body reduced density matrices (RDM) instead of many-electron…