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This paper presents a solution for efficiently and accurately solving separable least squares problems with multiple datasets. These problems involve determining linear parameters that are specific to each dataset while ensuring that the…

Numerical Analysis · Mathematics 2024-04-23 Adelina Bärligea , Philipp Hochstaffl , Franz Schreier

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…

Statistics Theory · Mathematics 2020-09-17 Peggy Cénac , Antoine Godichon-Baggioni , Bruno Portier

This paper derives a new variational equation for the linear least-squares backward error by expressing the backward error in terms of a generalized eigenvalue problem and using results from indefinite linear algebra. For problems with…

Numerical Analysis · Mathematics 2026-05-12 Eric Hallman

This paper shows how partial differential problems can be solved thanks to cellular computing and an adaptation of the Least Squares Finite Elements Method. As cellular computing can be implemented on distributed parallel architectures,…

Mathematical Physics · Physics 2014-04-03 Nicolas Fressengeas , Hervé Frezza-Buet

In this paper, a well-posed simultaneous space-time First Order System Least Squares formulation is constructed of the instationary incompressible Stokes equations with slip boundary conditions. As a consequence of this well-posedness, the…

Numerical Analysis · Mathematics 2022-08-24 Gregor Gantner , Rob Stevenson

We present a framework for solving partial different equations on evolving surfaces. Based on the grid-based particle method (GBPM) [18], the method can naturally resample the surface even under large deformation from the motion law. We…

Numerical Analysis · Mathematics 2024-07-25 Ningchen Ying , Shingyu Leung

Generalized moment problems optimize functional expectation over a class of distributions with generalized moment constraints, i.e., the function in the moment can be any measurable function. These problems have recently attracted growing…

Optimization and Control · Mathematics 2022-01-12 Jiayi Guo , Simai He , Bo Jiang , Zhen Wang

We propose a novel randomized framework for the estimation problem of large-scale linear statistical models, namely Sequential Least-Squares Estimators with Fast Randomized Sketching (SLSE-FRS), which integrates Sketch-and-Solve and…

Machine Learning · Statistics 2025-09-09 Guan-Yu Chen , Xi Yang

A practical challenge for structural estimation is the requirement to accurately minimize a sample objective function which is often non-smooth, non-convex, or both. This paper proposes a simple algorithm designed to find accurate solutions…

Econometrics · Economics 2025-08-19 Jean-Jacques Forneron

This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…

Optimization and Control · Mathematics 2025-03-04 Lahcen El Bourkhissi , Ion Necoara , Panagiotis Patrinos , Quoc Tran-Dinh

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

Numerical Analysis · Mathematics 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

This paper aims to devise an adaptive neural network basis method for numerically solving a second-order semilinear partial differential equation (PDE) with low-regular solutions in two/three dimensions. The method is obtained by combining…

Numerical Analysis · Mathematics 2024-11-05 Jianguo Huang , Haohao Wu , Tao Zhou

The Zarantonello fixed-point iteration is an established linearization scheme for quasilinear PDEs with strongly monotone and Lipschitz continuous nonlinearity in Hilbert spaces. This paper presents a weighted least-squares minimization for…

Numerical Analysis · Mathematics 2026-02-24 Philipp Bringmann , Dirk Praetorius

In this paper, two flux-only least-squares finite element methods (LSFEM) for the linear hyperbolic transport problem are developed. The transport equation often has discontinuous solutions and discontinuous inflow boundary conditions, but…

Numerical Analysis · Mathematics 2019-07-17 Qunjie Liu , Shun Zhang

We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…

Numerical Analysis · Mathematics 2021-12-24 Jennifer Scott , Miroslav Tuma

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…

Numerical Analysis · Mathematics 2021-09-03 Jeffrey Cornelis , Wim Vanroose

Approximating a function with a finite series, e.g., involving polynomials or trigonometric functions, is a critical tool in computing and data analysis. The construction of such approximations via now-standard approaches like least squares…

Optimization and Control · Mathematics 2021-08-30 Dihan Dai , Yekaterina Epshteyn , Akil Narayan

In many astronomical problems one often needs to determine the upper and/or lower boundary of a given data set. An automatic and objective approach consists in fitting the data using a generalised least-squares method, where the function to…

Instrumentation and Methods for Astrophysics · Physics 2015-05-13 N. Cardiel

We introduce and analyze a space-time least-squares method associated to the unsteady Navier-Stokes system. Weak solution in the two dimensional case and regular solution in the three dimensional case are considered. From any initial guess,…

Optimization and Control · Mathematics 2019-09-12 Jerome Lemoine , Arnaud Munch

In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…

Optimization and Control · Mathematics 2015-03-05 Zahra Roshan Zamir , Nadezda Sukhorukova
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