Related papers: Deflation Techniques for Finding Multiple Local Mi…
In this paper, we propose a decomposition approach for eigenvalue problems with spatial symmetries, including the formulation, discretization as well as implementation. This approach can handle eigenvalue problems with either Abelian or…
Non-local self-similarity based low rank algorithms are the state-of-the-art methods for image denoising. In this paper, a new method is proposed by solving two issues: how to improve similar patches matching accuracy and build an…
Many computer vision problems (e.g., camera calibration, image alignment, structure from motion) are solved with nonlinear optimization methods. It is generally accepted that second order descent methods are the most robust, fast, and…
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…
Computing more than one eigenvalue for (large sparse) one-parameter polynomial and general nonlinear eigenproblems, as well as for multiparameter linear and nonlinear eigenproblems, is a much harder task than for standard eigenvalue…
The numerical solution of differential equations using machine learning-based approaches has gained significant popularity. Neural network-based discretization has emerged as a powerful tool for solving differential equations by…
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…
The sparse generalized eigenvalue problem arises in a number of standard and modern statistical learning models, including sparse principal component analysis, sparse Fisher discriminant analysis, and sparse canonical correlation analysis.…
Multiple solutions are common in various non-convex problems arising from industrial and scientific computing. Nonetheless, understanding the nontrivial solutions' qualitative properties seems limited, partially due to the lack of efficient…
In this paper, a novel multigrid method based on Newton iteration is proposed to solve nonlinear eigenvalue problems. Instead of handling the eigenvalue $\lambda$ and eigenfunction $u$ separately, we treat the eigenpair $(\lambda, u)$ as…
A q-Levenberg-Marquardt method is an iterative procedure that blends a q-steepest descent and q-Gauss-Newton methods. When the current solution is far from the correct one the algorithm acts as the q-steepest descent method. Otherwise the…
Optimization problems, arise in many practical applications, from the view points of both theory and numerical methods. Especially, significant improvement in deep learning training came from the Quasi-Newton methods. Quasi-Newton search…
We develop a computationally efficient algorithm for the automatic regularization of nonlinear inverse problems based on the discrepancy principle. We formulate the problem as an equality constrained optimization problem, where the…
Methods for solving scientific computing and inference problems, such as kernel- and neural network-based approaches for partial differential equations (PDEs), inverse problems, and supervised learning tasks, depend crucially on the choice…
This paper addresses the challenge of solving large-scale nonlinear equations with H\"older continuous Jacobians. We introduce a novel Incremental Gauss--Newton (IGN) method within explicit superlinear convergence rate, which outperforms…
This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…
Non linear regression models are a standard tool for modeling real phenomena, with several applications in machine learning, ecology, econometry... Estimating the parameters of the model has garnered a lot of attention during many years. We…
This paper considers robust solutions to a class of nonlinear least squares problems using min-max optimization approach. We give an explicit formula for the value function of the inner maximization problem and show the existence of global…
We present a variational algorithm for solving the classical inverse Sturm-Liouville problem in one dimension when two spectra are given. All critical points of the least squares functional are at global minima, which which suggests…
We study a deflation method to reduce and to solve linear dfferential-algebraic equations (DAEs). It consists to define a sequence of DAEs with index reduction of one unit by step. This is simultaneously performed by substitution and…