Related papers: A modified BFGS quasi-Newton iterative formula
Generated Jacobian Equations have been introduced by Trudinger [Disc. cont. dyn. sys (2014), pp. 1663-1681] as a generalization of Monge-Amp{\`e}re equations arising in optimal transport. In this paper, we introduce and study a damped…
The present article is an endeavor to look into some fruitful frameworks based on "Bi-maximal" neutrino mixing, from a model independent stand. The possibilities involving the correction or attenuation of the original BM mixing matrix,…
We give an analysis of a continuation algorithm for the numerical solution of the force-based quasicontinuum equations. The approximate solution of the force-based quasicontinuum equations is computed by an iterative method using an…
The forward-backward splitting method (FBS) for minimizing a nonsmooth composite function can be interpreted as a (variable-metric) gradient method over a continuously differentiable function which we call forward-backward envelope (FBE).…
This paper considers consensus optimization problems where each node of a network has access to a different summand of an aggregate cost function. Nodes try to minimize the aggregate cost function, while they exchange information only with…
In this paper, we consider stochastic second-order methods for minimizing a finite summation of nonconvex functions. One important key is to find an ingenious but cheap scheme to incorporate local curvature information. Since the true…
The paper aims to find the solution of oligopoly market equilibrium problem through system of nonlinear equations. We propose modified newton method to obtain the solution of system of nonlinear equations. We show that our proposed method…
In this paper, we propose a globally convergent method for solving constrained nonlinear systems. The method combines an efficient Newton conditional gradient method with a derivative-free and nonmonotone linesearch strategy. The global…
Connections of the conjugate gradient (CG) method with other methods in computational mathematics are surveyed, including the connections with the conjugate direction method, the subspace optimization method and the quasi-Newton method BFGS…
The Palatini formulation has been successful in the development of several alternative theories of gravity. It is well understood that the Palatini and metric formulations are equivalent in minimally coupled scalar-tensor models, but…
In this paper, we investigate a formula to solve systems of the form (B + {\sigma}I)x = y, where B is a limited-memory BFGS quasi-Newton matrix and {\sigma} is a positive constant. These types of systems arise naturally in large-scale…
In this paper we present a novel quasi-Newton algorithm for use in stochastic optimisation. Quasi-Newton methods have had an enormous impact on deterministic optimisation problems because they afford rapid convergence and computationally…
In this paper, a novel stochastic extra-step quasi-Newton method is developed to solve a class of nonsmooth nonconvex composite optimization problems. We assume that the gradient of the smooth part of the objective function can only be…
Given a matrix of distribution functions and a quasi-stochastic matrix, i.e. an irreducible nonnegative matrix with maximal eigenvalue one and associated unique positive left and right eigenvectors, the article studies the properties of an…
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…
We consider a nonlinear Klein-Gordon equation with a quasilinear quadratic term. The Nonlinear Schr\"odinger (NLS) equation can be derived as a formal approximation equation describing the evolution of the envelopes of slowly modulated…
This paper studies quasi-Newton methods for solving strongly-convex-strongly-concave saddle point problems (SPP). We propose greedy and random Broyden family updates for SPP, which have explicit local superlinear convergence rate of…
No experimental evidence exists, to date, whether or not the gravitational field must be quantised. Theoretical arguments in favour of quantisation are inconclusive. The most straightforward alternative to quantum gravity, a coupling…
The iterative problem of solving nonlinear equations is studied. A new Newton like iterative method with adjustable parameters is designed based on the dynamic system theory. In order to avoid the derivative function in the iterative…
Multipoint secant and interpolation methods are effective tools for solving systems of nonlinear equations. They use quasi-Newton updates for approximating the Jacobian matrix. Owing to their ability to more completely utilize the…