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In this paper, we study the iteration complexity of cubic regularization of Newton method for solving composite minimization problems with uniformly convex objective. We introduce the notion of second-order condition number of a certain…

最优化与控制 · 数学 2021-05-21 Nikita Doikov , Yurii Nesterov

This paper focuses on the minimization of a sum of a twice continuously differentiable function $f$ and a nonsmooth convex function. An inexact regularized proximal Newton method is proposed by an approximation to the Hessian of $f$…

最优化与控制 · 数学 2023-11-09 Ruyu Liu , Shaohua Pan , Yuqia Wu , Xiaoqi Yang

Newton's method is used to approximate roots of complex valued functions f by creating a sequence of points that converges to a root of f in the usual topology. For any field K equipped with a set of pairwise inequivalent absolute values…

数论 · 数学 2013-02-15 Xander Faber , Adam Towsley

We analyze the performance of a variant of Newton method with quadratic regularization for solving composite convex minimization problems. At each step of our method, we choose regularization parameter proportional to a certain power of the…

最优化与控制 · 数学 2022-08-12 Nikita Doikov , Konstantin Mishchenko , Yurii Nesterov

We describe a three precision variant of Newton's method for nonlinear equations. We evaluate the nonlinear residual in double precision, store the Jacobian matrix in single precision, and solve the equation for the Newton step with…

数值分析 · 数学 2023-10-11 C. T. Kelley

In this paper we consider the computation of approximate solutions for inverse problems in Hilbert spaces. In order to capture the special feature of solutions, non-smooth convex functions are introduced as penalty terms. By exploiting the…

数值分析 · 数学 2015-06-18 Qinian Jin , Xiliang Lu

The following document presents some novel numerical methods valid for one and several variables, which using the fractional derivative, allow to find solutions for some non-linear systems in the complex space using real initial conditions.…

数值分析 · 数学 2024-04-25 A. Torres-Hernandez , F. Brambila-Paz

We develop a novel, fundamental and surprisingly simple randomized iterative method for solving consistent linear systems. Our method has six different but equivalent interpretations: sketch-and-project, constrain-and-approximate, random…

数值分析 · 数学 2016-01-07 Robert M. Gower , Peter Richtárik

A type of iterative orthogonally accumulated projection methods for solving linear system of equations are proposed in this paper. This type of methods are applications of accumulated projection(AP) technique proposed recently by authors.…

数值分析 · 数学 2016-08-24 Wujian Peng , Shuhua Zhang

We describe inexact proximal Newton-like methods for solving degenerate regularized optimization problems and for the broader problem of finding a zero of a generalized equation that is the sum of a continuous map and a maximal monotone…

最优化与控制 · 数学 2026-02-12 Ching-pei Lee , Stephen J. Wright

The Arnoldi-Tikhonov method is a well-established regularization technique for solving large-scale ill-posed linear inverse problems. This method leverages the Arnoldi decomposition to reduce computational complexity by projecting the…

数值分析 · 数学 2025-06-02 Davide Bianchi , Marco Donatelli , Davide Furchì , Lothar Reichel

We consider a general method for the approximation of the distribution of a process conditioned to not hit a given set. Existing methods are based on particle system that are failable, in the sense that, in many situations , they are not…

概率论 · 数学 2016-06-30 William Oçafrain , Denis Villemonais

The discontinuous Petrov-Galerkin method is a minimal residual method with broken test spaces and is introduced for a nonlinear model problem in this paper. Its lowest-order version applies to a nonlinear uniformly convex model example and…

数值分析 · 数学 2017-10-03 Carsten Carstensen , Philipp Bringmann , Friederike Hellwig , Peter Wriggers

We consider the problem of finding the best approximation point from a polyhedral set, and its applications, in particular to solving large-scale linear programs. The classical projection problem has many various and many applications. We…

最优化与控制 · 数学 2023-06-12 Yair Censor , Walaa M. Moursi , Tyler Weames , Henry Wolkowicz

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…

数值分析 · 数学 2019-10-09 Mario Amrein

Recently, the proximal Newton-type method and its variants have been generalized to solve composite optimization problems over the Stiefel manifold whose objective function is the summation of a smooth function and a nonsmooth function. In…

最优化与控制 · 数学 2025-02-11 Qinsi Wang , Wei Hong Yang

In design of optical systems based on LED (Light emitting diode) technology, a crucial task is to handle the unstructured data describing properties of optical elements in standard formats. This leads to the problem of data fitting within…

其他计算机科学 · 计算机科学 2016-04-27 David Kaljun , Joze Petrišič , Janez Žerovnik

In this manuscript we propose and analyze an implicit two-point type method (or inertial method) for obtaining stable approximate solutions to linear ill-posed operator equations. The method is based on the iterated Tikhonov (iT) scheme. We…

数值分析 · 数学 2024-01-30 Joel C. Rabelo , Antonio Leitão , Alexandre L. Madureira

We consider implementational aspects of the mixed finite element method for a special class of nonlinear problems. We establish the equivalence of the hybridized formulation of the mixed finite element method to a nonconforming finite…

数值分析 · 数学 2016-10-19 Peter Knabner , Gerhard Summ

The operator splitting approach applied to the Navier-Stokes equations, gave rise to various numerical methods for the simulations of the dynamics of fluids. The separate work of Chorin and Temam on this subject gave birth to the so-called…

数值分析 · 数学 2019-07-24 J. Deteix , D. Yakoubi