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Though quasi-Newton methods have been extensively studied in the literature, they either suffer from local convergence or use a series of line searches for global convergence which is not acceptable in the distributed setting. In this work,…

Optimization and Control · Mathematics 2023-12-01 Yubo Du , Keyou You

In this manuscript, we propose a general proximal quasi-Newton method tailored for nonconvex and nonsmooth optimization problems, where we do not require the sequence of the variable metric (or Hessian approximation) to be uniformly bounded…

Optimization and Control · Mathematics 2025-07-28 Xiaoxi Jia

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

In this work, we propose a nonlinear stabilization technique for scalar conservation laws with implicit time stepping. The method relies on an artificial diffusion method, based on a graph-Laplacian operator. It is nonlinear, since it…

Numerical Analysis · Computer Science 2016-12-23 Santiago Badia , Jesús Bonilla

We discuss a mass-lumped midpoint scheme for the numerical approximation of the Landau-Lifshitz-Gilbert equation, which models the dynamics of the magnetization in ferromagnetic materials. In addition to the classical micromagnetic field…

Numerical Analysis · Mathematics 2022-03-15 Giovanni Di Fratta , Carl-Martin Pfeiler , Dirk Praetorius , Michele Ruggeri

In [1], the non-linear space-time Hasegawa-Mima plasma equation is formulated as a coupled system of two linear PDE's, a solution of which is a pair (u, w). The first equation is of hyperbolic type and the second of elliptic type.…

Numerical Analysis · Mathematics 2022-02-04 Sophie M. Moufawad , Nabil R. Nassif

Finite elasticity problems commonly include material and geometric nonlinearities and are solved using various numerical methods. However, for highly nonlinear problems, achieving convergence is relatively difficult and requires small load…

Numerical Analysis · Mathematics 2018-05-01 Yue Mei , Daniel E. Hurtado , Sanjay Pant , Ankush Aggarwal

We investigate the use of piecewise linear systems, whose coefficient matrix is a piecewise constant function of the solution itself. Such systems arise, for example, from the numerical solution of linear complementarity problems and in the…

Numerical Analysis · Mathematics 2012-06-21 Luigi Brugnano , Alessandra Sestini

The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as…

Optimization and Control · Mathematics 2016-09-27 Xiantao Xiao , Yongfeng Li , Zaiwen Wen , Liwei Zhang

In this paper, an idea to solve nonlinear equations is presented. During the solution of any problem with Newton's Method, it might happen that some of the unknowns satisfy the convergence criteria where the others fail. The convergence…

Mathematical Software · Computer Science 2012-03-15 Erhan Turan , Ali Ecder

We propose a novel algorithm, termed soft quasi-Newton (soft QN), for optimization in the presence of bounded noise. Traditional quasi-Newton algorithms are vulnerable to such perturbations. To develop a more robust quasi-Newton method, we…

Optimization and Control · Mathematics 2024-03-06 Erik Berglund , Jiaojiao Zhang , Mikael Johansson

Quasi-Newton methods are well known techniques for large-scale numerical optimization. They use an approximation of the Hessian in optimization problems or the Jacobian in system of nonlinear equations. In the Interior Point context,…

Optimization and Control · Mathematics 2022-09-13 Jacek Gondzio , Francisco N. C. Sobral

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

In this work, the matrix-free solution of quasi-static phase-field fracture problems is further investigated. More specifically, we consider a quasi-monolithic formulation in which the irreversibility constraint is imposed with a…

Numerical Analysis · Mathematics 2024-08-27 Leon Maximilian Kolditz , Thomas Wick

Newton method is one of the most powerful methods for finding solutions of nonlinear equations and for proving their existence. In its "pure" form it has fast convergence near the solution, but small convergence domain. On the other hand…

Optimization and Control · Mathematics 2019-08-27 Boris Polyak , Andrey Tremba

Newton-type methods enjoy fast local convergence and strong empirical performance, but achieving global guarantees comparable to first-order methods remains challenging. Even for simple strongly convex problems, no straightforward variant…

Numerical Analysis · Mathematics 2025-10-20 Alexander Lim , Fred Roosta

Multipoint secant and interpolation methods are effective tools for solving systems of nonlinear equations. They use quasi-Newton updates for approximating the Jacobian matrix. Owing to their ability to more completely utilize the…

Optimization and Control · Mathematics 2017-12-05 Oleg Burdakov , Ahmad Kamandi

In this work, we study the convergence and performance of nonlinear solvers for the Bidomain equations after decoupling the ordinary and partial differential equations of the cardiac system. Firstly, we provide a rigorous proof of the…

Numerical Analysis · Mathematics 2024-05-28 Nicolás A. Barnafi , Ngoc Mai Monica Huynh , Luca F. Pavarino , Simone Scacchi

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 [19], a general, inexact, efficient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been established. In this paper, we analyze the convergence properties…

Numerical Analysis · Computer Science 2017-10-18 Hiva Ghanbari , Katya Scheinberg