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In this work, we develop first-order (Hessian-free) and zero-order (derivative-free) implementations of the Cubically regularized Newton method for solving general non-convex optimization problems. For that, we employ finite difference…

Optimization and Control · Mathematics 2023-09-06 Nikita Doikov , Geovani Nunes Grapiglia

While topological derivatives have proven useful in applications of topology optimisation and inverse problems, their mathematically rigorous derivation remains an ongoing research topic, in particular in the context of nonlinear partial…

Optimization and Control · Mathematics 2022-07-20 Peter Gangl , Kevin Sturm

Given a zero-dimensional ideal I in K[x1,...,xn] of degree D, the transformation of the ordering of its Groebner basis from DRL to LEX is a key step in polynomial system solving and turns out to be the bottleneck of the whole solving…

Symbolic Computation · Computer Science 2017-03-01 Jean-Charles Faugère , Chenqi Mou

Recently, several works have shown that natural modifications of the classical conditional gradient method (aka Frank-Wolfe algorithm) for constrained convex optimization, provably converge with a linear rate when: i) the feasible set is a…

Optimization and Control · Mathematics 2016-05-23 Dan Garber , Ofer Meshi

Hyperbolic systems of PDEs can be solved to arbitrary orders of accuracy by using the ADER Finite Volume method. These PDE systems may be non-conservative and non-homogeneous, and contain stiff source terms. ADER-FV requires a…

Computational Physics · Physics 2017-10-23 Haran Jackson

The primary goal of this research is to propose a novel architecture for a deep neural network that can solve fractional differential equations accurately. A Gaussian integration rule and a $L_1$ discretization technique are used in the…

Machine Learning · Computer Science 2023-09-15 Ali Nosrati Firoozsalari , Hassan Dana Mazraeh , Alireza Afzal Aghaei , Kourosh Parand

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

Finite-difference methods are widely used for zeroth-order optimization in settings where gradient information is unavailable or expensive to compute. These procedures mimic first-order strategies by approximating gradients through function…

Optimization and Control · Mathematics 2025-05-27 Marco Rando , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is…

Machine Learning · Computer Science 2015-06-18 Aryan Mokhtari , Alejandro Ribeiro

Sparse coding and dictionary learning are popular techniques for linear inverse problems such as denoising or inpainting. However in many cases, the measurement process is nonlinear, for example for clipped, quantized or 1-bit measurements.…

Signal Processing · Electrical Eng. & Systems 2020-01-08 Lucas Rencker , Francis Bach , Wenwu Wang , Mark D. Plumbley

We describe efficient differentiation methods for computing Jacobians and gradients of a large class of matrix functions including the matrix logarithm $\log(A)$ and $p$-th roots $A^{\frac{1}{p}}$. We exploit contour integrals and conformal…

Computational Physics · Physics 2025-01-06 Tina Torabi , Timon S Gutleb , Christoph Ortner

Second-order superintegrable systems in dimensions two and three are essentially classified. With increasing dimension, however, the non-linear partial differential equations employed in current methods become unmanageable. Here we propose…

Differential Geometry · Mathematics 2025-05-09 Jonathan Kress , Konrad Schöbel , Andreas Vollmer

Separable multi-block convex optimization problem appears in many mathematical and engineering fields. In the first part of this paper, we propose an inertial proximal ADMM to solve a linearly constrained separable multi-block convex…

Numerical Analysis · Mathematics 2020-12-29 Peng Li , Wengu Chen , Qiyu Sun

Accelerating the convergence of second-order optimization, particularly Newton-type methods, remains a pivotal challenge in algorithmic research. In this paper, we extend previous work on the \textbf{Quadratic Gradient (QG)} and rigorously…

Optimization and Control · Mathematics 2026-04-01 John Chiang

Meshing of geometric domains having curved boundaries by affine simplices produces a polytopial approximation of those domains. The resulting error in the representation of the domain limits the accuracy of finite element methods based on…

Numerical Analysis · Mathematics 2018-02-09 James Cheung , Mauro Perego , Pavel Bochev , Max Gunzburger

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

In industry, shape optimization problems are of utter importance when designing structures such as aircraft, automobiles and turbines. For many of these applications, the structure changes over time, with a prescribed or non-prescribed…

Optimization and Control · Mathematics 2020-01-29 Jørgen S. Dokken , Sebastian K. Mitusch , Simon W. Funke

We present a first-order method for solving constrained optimization problems. The method is derived from our previous work, a modified search direction method inspired by singular value decomposition. In this work, we simplify its…

Optimization and Control · Mathematics 2023-02-24 Long Chen , Kai-Uwe Bletzinger , Nicolas R. Gauger , Yinyu Ye

Previous work has shown that the Hausdorff dimension of sofic affine-invariant sets is expressed as a limit involving intricate matrix products. This limit has typically been regarded as incalculable. However, in several highly non-trivial…

Dynamical Systems · Mathematics 2024-12-10 Nima Alibabaei

Computations of incompressible flows with velocity boundary conditions require solution of a Poisson equation for pressure with all Neumann boundary conditions. Discretization of such a Poisson equation results in a rank-deficient matrix of…

Numerical Analysis · Mathematics 2022-02-08 Shantanu Shahane , Surya Pratap Vanka