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Quasi-Newton algorithms are among the most popular iterative methods for solving unconstrained minimization problems, largely due to their favorable superlinear convergence property. However, existing results for these algorithms are…

Optimization and Control · Mathematics 2023-07-26 Ruichen Jiang , Qiujiang Jin , Aryan Mokhtari

We propose a novel neural preconditioned Newton (NP-Newton) method for solving parametric nonlinear systems of equations. To overcome the stagnation or instability of Newton iterations caused by unbalanced nonlinearities, we introduce a…

Numerical Analysis · Mathematics 2025-11-13 Youngkyu Lee , Shanqing Liu , Jerome Darbon , George Em Karniadakis

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

A Newton-type active set algorithm for large-scale minimization subject to polyhedral constraints is proposed. The algorithm consists of a gradient projection step, a second-order Newton-type step in the null space of the constraint matrix,…

Optimization and Control · Mathematics 2021-01-12 William W. Hager , Davoud Ataee Tarzanagh

In this paper a special piecewise linear system is studied. It is shown that, under a mild assumption, the semi-smooth Newton method applied to this system is well defined and the method generates a sequence that converges linearly to a…

Optimization and Control · Mathematics 2015-11-13 J. G. Barrios , J. Y. Bello Cruz , O. P. Ferreira , S. Z. Németh

In this paper, we attempt to compare two distinct branches of research on second-order optimization methods. The first one studies self-concordant functions and barriers, the main assumption being that the third derivative of the objective…

Optimization and Control · Mathematics 2024-08-21 Pavel Dvurechensky , Yurii Nesterov

We consider descent methods for solving non-finite valued nonsmooth convex-composite optimization problems that employ Gauss-Newton subproblems to determine the iteration update. Specifically, we establish the global convergence properties…

Optimization and Control · Mathematics 2019-09-11 James V. Burke , Abraham Engle

In this note we consider the iteration complexity of solving strongly convex multi objective optimization. We discuss the precise meaning of this problem, and indicate it is loosely defined, but the most natural notion is to find a set of…

Optimization and Control · Mathematics 2020-04-08 E. Bergou , Y. Diouane , V. Kungurtsev

The following paper compares a consistent Newton-Raphson and fixed-point iteration based solution strategy for a variational multiscale finite element formulation for incompressible Navier-Stokes. The main contributions of this work include…

Numerical Analysis · Computer Science 2008-06-24 D. Z. Turner , K. B. Nakshatrala , K. D. Hjelmstad

We study the problem of minimizing a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only communicate with their neighbors. The use of…

Optimization and Control · Mathematics 2015-04-24 Aryan Mokhtari , Qing Ling , Alejandro Ribeiro

Globalization concepts for Newton-type iteration schemes are widely used when solving nonlinear problems numerically. Most of these schemes are based on a predictor/corrector step size methodology with the aim of steering an initial guess…

Numerical Analysis · Mathematics 2019-10-09 Mario Amrein

This paper aims at developing two versions of the generalized Newton method to compute not merely arbitrary local minimizers of nonsmooth optimization problems but just those, which possess an important stability property known as tilt…

Optimization and Control · Mathematics 2021-01-01 Boris Mordukhovich , Ebrahim Sarabi

In this paper, we present new second-order algorithms for composite convex optimization, called Contracting-domain Newton methods. These algorithms are affine-invariant and based on global second-order lower approximation for the smooth…

Optimization and Control · Mathematics 2020-12-23 Nikita Doikov , Yurii Nesterov

In a recent study, Ansary (Optim Methods Softw 38(3):570-590,2023) proposed a Newton-type proximal gradient method for nonlinear multiobjective optimization problems (NPGMO). However, the favorable convergence properties typically…

Optimization and Control · Mathematics 2023-08-22 Jian Chen , Xiaoxue Jiang , Liping Tang , Xinmin Yang

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

This work presents a novel version of recently developed Gauss-Newton method for solving systems of nonlinear equations, based on upper bound of solution residual and quadratic regularization ideas. We obtained for such method global…

Optimization and Control · Mathematics 2021-05-04 Nikita Yudin , Alexander Gasnikov

We study a semismooth Newton-type method for the nearest doubly stochastic matrix problem where both differentiability and nonsingularity of the Jacobian can fail. The optimality conditions for this problem are formulated as a system of…

Optimization and Control · Mathematics 2021-07-21 Hao Hu , Haesol Im , Xinxin Li , Henry Wolkowicz

In this paper, we propose a globally convergent Newton type method to solve $\ell_0$ regularized sparse optimization problem. In fact, a line search strategy is applied to the Newton method to obtain global convergence. The Jacobian matrix…

Optimization and Control · Mathematics 2025-11-26 Yuge Ye , Qingna Li

In this paper the simplicial cone constrained convex quadratic programming problem is studied. The optimality conditions of this problem consist in a linear complementarity problem. This fact, under a suitable condition, leads to an…

Optimization and Control · Mathematics 2015-03-11 J. G. Barrios , O. P. Ferreira , S. Z. Németh

We introduce Newton-ADMM, a method for fast conic optimization. The basic idea is to view the residuals of consecutive iterates generated by the alternating direction method of multipliers (ADMM) as a set of fixed point equations, and then…

Optimization and Control · Mathematics 2017-06-21 Alnur Ali , Eric Wong , J. Zico Kolter