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Accelerated gradient methods are the cornerstones of large-scale, data-driven optimization problems that arise naturally in machine learning and other fields concerning data analysis. We introduce a gradient-based optimization framework for…

Optimization and Control · Mathematics 2022-03-22 Param Budhraja , Mayank Baranwal , Kunal Garg , Ashish Hota

This paper considers the iterative solution of linear systems arising from discretization of the anisotropic radiative transfer equation with discontinuous elements on the sphere. In order to achieve robust convergence behavior in the…

Numerical Analysis · Mathematics 2021-03-11 Jürgen Dölz , Olena Palii , Matthias Schlottbom

In this work we present an adaptive Newton-type method to solve nonlinear constrained optimization problems in which the constraint is a system of partial differential equations discretized by the finite element method. The adaptive…

Optimization and Control · Mathematics 2017-06-05 Thomas Carraro , Simon Dörsam , Stefan Frei , Daniel Schwarz

Previous papers have shown the impact of partial convergence of discretized PDE on the accuracy of tangent and adjoint linearizations. A series of papers suggested linearization of the fixed point iteration used in the solution process as a…

Numerical Analysis · Mathematics 2022-02-24 Emmett Padway , Dimitri Mavriplis

Nesterov's well-known scheme for accelerating gradient descent in convex optimization problems is adapted to accelerating stationary iterative solvers for linear systems. Compared with classical Krylov subspace acceleration methods, the…

Optimization and Control · Mathematics 2021-08-10 Tao Hong , Irad Yavneh

In this paper, the Newton-Anderson method, which results from applying an extrapolation technique known as Anderson acceleration to Newton's method, is shown both analytically and numerically to provide superlinear convergence to non-simple…

Numerical Analysis · Mathematics 2019-11-26 Sara Pollock

There is currently an increasing interest in developing efficient solvers for phase-field modeling of brittle fracture. The governing equations for this problem originate from a constrained minimization of a non-convex energy functional,…

An all-at-once linear system arising from the nonlinear tempered fractional diffusion equation with variable coefficients is studied. Firstly, the nonlinear and linearized implicit schemes are proposed to approximate such the nonlinear…

Numerical Analysis · Mathematics 2024-12-20 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian

Optimization is an important module of modern machine learning applications. Tremendous efforts have been made to accelerate optimization algorithms. A common formulation is achieving a lower loss at a given time. This enables a…

Machine Learning · Computer Science 2025-05-29 Zhonglin Xie , Yiman Fong , Haoran Yuan , Zaiwen Wen

Numerical solutions for flows in partially saturated porous media pose challenges related to the non-linearity and elliptic-parabolic degeneracy of the governing Richards' equation. Iterative methods are therefore required to manage the…

Numerical Analysis · Mathematics 2024-02-02 Nicolae Suciu , Florin A. Radu , Jakob S. Stokke , Emil Cătinaş , Andra Malina

In this note we consider the continuous Galerkin time stepping method of arbitrary order as a possible discretization scheme of nonlinear initial value problems. In addition, we develop and generalize a well known existing result for the…

Numerical Analysis · Mathematics 2021-07-07 Mario Amrein

We consider entropy conservative and dissipative discretizations of nonlinear conservation laws with implicit time discretizations and investigate the influence of iterative methods used to solve the arising nonlinear equations. We show…

Numerical Analysis · Mathematics 2023-09-27 Viktor Linders , Hendrik Ranocha , Philipp Birken

This paper proposes an accelerated method for approximately solving partially observable Markov decision process (POMDP) problems offline. Our method carefully combines two existing tools: Anderson acceleration (AA) and the fast informed…

Systems and Control · Electrical Eng. & Systems 2021-03-30 Melike Ermis , Mingyu Park , Insoon Yang

Non-negative and bounded-variable linear regression problems arise in a variety of applications in machine learning and signal processing. In this paper, we propose a technique to accelerate existing solvers for these problems by…

Machine Learning · Computer Science 2023-06-27 Cassio F. Dantas , Emmanuel Soubies , Cédric Févotte

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…

Machine Learning · Computer Science 2025-11-11 Kianoosh Taghikhani , Yusuke Yamazaki , Jerry Paul Varghese , Markus Apel , Reza Najian Asl , Shahed Rezaei

In this paper, we propose and analyze a fast two-point gradient algorithm for solving nonlinear ill-posed problems, which is based on the sequential subspace optimization method. A complete convergence analysis is provided under the…

Analysis of PDEs · Mathematics 2019-11-06 Guangyu Gao , Bo Han , Shanshan Tong

We consider inverse problems estimating distributed parameters from indirect noisy observations through discretization of continuum models described by partial differential or integral equations. It is well understood that the errors…

Numerical Analysis · Mathematics 2023-10-09 Albero Bocchinfuso , Daniela Calvetti , Erkki Somersalo

This paper presents a novel implicit scheme for the constraint resolution in real-time finite element simulations in the presence of contact and friction. Instead of using the standard motion correction scheme, we propose an iterative…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-13 Ziqiu Zeng , Hadrien Courtecuisse

Despite their frequent slow convergence, proximal gradient schemes are widely used in large-scale optimization tasks due to their tremendous stability, scalability, and ease of computation. In this paper, we develop and investigate a…

Computation · Statistics 2025-08-19 Nicholas C. Henderson , Ravi Varadhan

This paper proposes a new framework for computing low-rank solutions to nonlinear matrix equations arising from spatial discretization of nonlinear partial differential equations: low-rank Anderson acceleration (lrAA). lrAA is an adaptation…

Numerical Analysis · Mathematics 2025-03-25 Daniel Appelo , Yingda Cheng
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