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In this paper, we consider a prototypical convex optimization problem with multi-block variables and separable structures. By adding the Logarithmic Quadratic Proximal (LQP) regularizer with suitable proximal parameter to each of the first…

Numerical Analysis · Mathematics 2021-04-01 Jianchao Bai , Yuxue Ma , Hao Sun , Miao Zhang

We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear…

Optimization and Control · Mathematics 2016-02-22 Alessandro Alla , Maurizio Falcone , Dante Kalise

Results about existence and uniqueness of solutions of initial value problem for certain types of partial differential equations are recalled as well as iterative scheme and an error estimate for approximate solutions obtained using this…

Numerical Analysis · Mathematics 2016-02-23 Josef Rebenda , Zdeněk Šmarda

Different variants of approximate inverse iteration like the locally optimal block preconditioned conjugate gradient method became in recent years increasingly popular for the solution of the large matrix eigenvalue problems arising from…

Numerical Analysis · Mathematics 2016-11-15 Harry Yserentant

We develop a new interior-point method (IPM) for symmetric-cone optimization, a common generalization of linear, second-order-cone, and semidefinite programming. In contrast to classical IPMs, we update iterates with a geodesic of the cone…

Optimization and Control · Mathematics 2023-01-18 Frank Permenter

A very common problem in science is the numerical diagonalization of symmetric or hermitian 3x3 matrices. Since standard "black box" packages may be too inefficient if the number of matrices is large, we study several alternatives. We…

Computational Physics · Physics 2008-11-26 Joachim Kopp

Constrained non-convex optimization problems frequently arise in control applications. Solving such problems is inherently challenging, as existing methods often converge to suboptimal local minima or incur prohibitive computational costs.…

Optimization and Control · Mathematics 2026-01-27 Anran Li , John P. Swensen , Mehdi Hosseinzadeh

The dynamics associated with the time series of the iteration scheme of coupled cluster theory has been analysed. The phase space analysis indicates the presence of a few significant cluster amplitudes, mostly involving valence excitations,…

Strongly Correlated Electrons · Physics 2021-02-24 Valay Agarawal , Samrendra Roy , Anish Chakraborty , Rahul Maitra

The operation of large-scale infrastructure networks requires scalable optimization schemes. To guarantee safe system operation, a high degree of feasibility in a small number of iterations is important. Decomposition schemes can help to…

Systems and Control · Electrical Eng. & Systems 2024-12-02 Alexander Engelmann , Sungho Shin , François Pacaud , Victor M. Zavala

Methods which aim at universal applicability must be able to describe both weak and strong electronic correlation with equal facility. Such methods are in short supply. The combination of symmetry projection for strong correlation and…

Chemical Physics · Physics 2020-05-14 Yiheng Qiu , Thomas M. Henderson , Jinmo Zhao , Gustavo E. Scuseria

The numerical solution of an ordinary differential equation can be interpreted as the exact solution of a nearby modified equation. Investigating the behaviour of numerical solutions by analysing the modified equation is known as backward…

Numerical Analysis · Mathematics 2022-12-12 Robert I McLachlan , Christian Offen

A Jacobi matrix with matrix entries is a self-adjoint block tridiagonal matrix with invertible blocks on the off-diagonals. Averaging over boundary conditions leads to explicit formulas for the averaged spectral measure which can…

Mathematical Physics · Physics 2011-05-10 Christian Sadel , Hermann Schulz-Baldes

We introduce a multimodel approach to solve coupled cluster equations, employing a quasi Newton algorithm for the ground state and an Olsen algorithm for the excited states. In these algorithms, both of which can be viewed as Newton…

Chemical Physics · Physics 2020-07-15 Eirik F. Kjønstad , Sarai D. Folkestad , Henrik Koch

This paper mainly studies the gradient-based Jacobi-type algorithms to maximize two classes of homogeneous polynomials with orthogonality constraints, and establish their convergence properties. For the first class of homogeneous…

Optimization and Control · Mathematics 2023-04-26 Zhou Sheng , Jianze Li , Qin Ni

This paper examines the nonconvex quadratically constrained quadratic programming (QCQP) problems using an iterative method. One of the existing approaches for solving nonconvex QCQP problems relaxes the rank one constraint on the unknown…

Optimization and Control · Mathematics 2016-09-12 Chuangchuang Sun , Ran Dai

We present an improved form of the algorithm for constructing Jacobi rotations. This is simultaneously a more accurate code for finding the eigenvalues and eigenvectors of a real symmetric 2x2 matrix.

Numerical Analysis · Computer Science 2018-06-22 Carlos F. Borges

In this paper, we analyze the convergence %semi-convergence properties of projected non-stationary block iterative methods (P-BIM) aiming to find a constrained solution to large linear, usually both noisy and ill-conditioned, systems of…

Numerical Analysis · Mathematics 2022-02-11 Mahdi Mirzapour , Andrzej Cegielski , Tommy Elfving

Clustering is a fundamental problem in many scientific applications. Standard methods such as $k$-means, Gaussian mixture models, and hierarchical clustering, however, are beset by local minima, which are sometimes drastically suboptimal.…

Machine Learning · Statistics 2015-12-14 Eric C. Chi , Kenneth Lange

We address the general mathematical problem of computing the inverse $p$-th root of a given matrix in an efficient way. A new method to construct iteration functions that allow calculating arbitrary $p$-th roots and their inverses of…

Rings and Algebras · Mathematics 2020-03-06 Dorothee Richters , Michael Lass , Andrea Walther , Christian Plessl , Thomas D. Kühne

In this work, we explicitly compute the group inverse of symmetric and periodic Jacobi matrices.

Spectral Theory · Mathematics 2018-10-16 S. Gago
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