Related papers: Progressively Projected Newton's Method
In this paper, an efficient modified Newton type algorithm is proposed for nonlinear unconstrianed optimization problems. The modified Hessian is a convex combination of the identity matrix (for steepest descent algorithm) and the Hessian…
A new variant of Newton's method for empirical risk minimization is studied, where at each iteration of the optimization algorithm, the gradient and Hessian of the objective function are replaced by robust estimators taken from existing…
In this paper we consider the composite self-concordant (CSC) minimization problem, which minimizes the sum of a self-concordant function $f$ and a (possibly nonsmooth) proper closed convex function $g$. The CSC minimization is the…
We investigate the computation of stable fracture paths in brittle thin films using one-dimensional damage models with an elastic foundation. The underlying variational formulation is non-convex, making the evolution path sensitive to…
Dual descent methods are commonly used to solve network flow optimization problems, since their implementation can be distributed over the network. These algorithms, however, often exhibit slow convergence rates. Approximate Newton methods…
We present PNKH-B, a projected Newton-Krylov method for iteratively solving large-scale optimization problems with bound constraints. PNKH-B is geared toward situations in which function and gradient evaluations are expensive, and the…
In this paper, we propose objective-function-free (OFF) variants of the proximal Newton method for nonconvex composite optimization problems and the regularized Newton method for unconstrained optimization problems, respectively, using…
In recent years, deep learning-based methods have been proposed for solving inverse scattering problems (ISPs), but most of them heavily rely on data and suffer from limited generalization capabilities. In this paper, a new solving scheme…
Newton's method leverages curvature information to boost performance, and thus outperforms first-order methods for distributed learning problems. However, Newton's method is not practical in large-scale and heterogeneous learning…
In this paper, we consider the computational protein design (CPD) problem, which is usually modeled as 0/1 programming and is extremely challenging due to its combinatorial properties. As a quadratic semi-assignment problem (QSAP), the CPD…
Cubic regularized Newton (CRN) methods have attracted signiffcant research interest because they offer stronger solution guarantees and lower iteration complexity. With the rise of the big-data era, there is growing interest in developing…
We consider the problem of projecting a vector onto the so-called k-capped simplex, which is a hyper-cube cut by a hyperplane. For an n-dimensional input vector with bounded elements, we found that a simple algorithm based on Newton's…
In supervised learning using kernel methods, we often encounter a large-scale finite-sum minimization over a reproducing kernel Hilbert space (RKHS). Large-scale finite-sum problems can be solved using efficient variants of Newton method,…
Small-scale plasticity problems are often characterised by different patterning behaviours ranging from macroscopic down to the atomistic scale. In successful models of such complex behaviour, its origin lies within non-convexity of the…
In this paper we present GSSN, a globalized SCD semismooth* Newton method for solving nonsmooth nonconvex optimization problems. The global convergence properties of the method are ensured by the proximal gradient method, whereas locally…
Second-order optimization methods are among the most widely used optimization approaches for convex optimization problems, and have recently been used to optimize non-convex optimization problems such as deep learning models. The widely…
The cubic regularized Newton method of Nesterov and Polyak has become increasingly popular for non-convex optimization because of its capability of finding an approximate local solution with second-order guarantee. Several recent works…
Machine learning problems such as neural network training, tensor decomposition, and matrix factorization, require local minimization of a nonconvex function. This local minimization is challenged by the presence of saddle points, of which…
We propose a Newton-based scheme, initialized by neural operator predictions, to accelerate the parametric solution of nonlinear problems in computational solid mechanics. First, a physics informed conditional neural field is trained to…
The aim of this paper is to design computationally-efficient and optimal algorithms for the online and stochastic exp-concave optimization settings. Typical algorithms for these settings, such as the Online Newton Step (ONS), can guarantee…