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We propose a novel neural preconditioned Newton (NP-Newton) method for solving parametric nonlinear systems of equations. To overcome the stagnation or instability of Newton iterations caused by unbalanced nonlinearities, we introduce a…

数值分析 · 数学 2025-11-13 Youngkyu Lee , Shanqing Liu , Jerome Darbon , George Em Karniadakis

We develop a randomized Newton's method for solving differential equations, based on a fully connected neural network discretization. In particular, the randomized Newton's method randomly chooses equations from the overdetermined nonlinear…

数值分析 · 数学 2019-12-09 Qipin Chen , Wenrui Hao

We develop a computationally efficient algorithm for the automatic regularization of nonlinear inverse problems based on the discrepancy principle. We formulate the problem as an equality constrained optimization problem, where the…

数值分析 · 数学 2021-09-03 Jeffrey Cornelis , Wim Vanroose

Application of nonlinearity continuation method to numerical solution of steady-state groundwater flow in variably saturated conditions is presented. In order to solve the system of nonlinear equations obtained by finite volume…

数值分析 · 数学 2020-08-04 Denis Anuprienko , Ivan Kapyrin

We propose the Adaptive Levenberg-Marquardt Third-Order Newton Method (ALMTON) for unconstrained nonconvex optimization, providing the first globally convergent realization of the unregularized third-order Newton method. Unlike the standard…

最优化与控制 · 数学 2026-03-11 Yubo Cai , Wenqi Zhu , Coralia Cartis , Gioele Zardini

Unconstrained convex optimization problems have enormous applications in various field of science and engineering. Different iterative methods are available in literature to solve such problem, and Newton method is among the oldest and…

最优化与控制 · 数学 2023-11-10 Santoshi Subhalaxmi Ray , Manideepa Saha

In this paper we study Newton's method for solving the generalized equation $F(x)+T(x)\ni 0$ in Hilbert spaces, where $F$ is a Fr\'echet differentiable function and $T$ is set-valued and maximal monotone. We show that this method is local…

数值分析 · 数学 2016-08-02 Gilson N. Silva

A new continuous regularized Gauss-Newton-type method with simultaneous updates of the operator $(F^{\pr*}(x(t))F'(x(t))+\ep(t) I)^{-1}$ for solving nonlinear ill-posed equations in a Hilbert space is proposed. A convergence theorem is…

数学物理 · 物理学 2007-05-23 Alexander G. Ramm , Alexandra B. Smirnova

In this paper, we provide the first provable linear-time (in the number of non-zero entries of the input) algorithm for approximately solving the generalized trust region subproblem (GTRS) of minimizing a quadratic function over a quadratic…

最优化与控制 · 数学 2019-05-07 Rujun Jiang , Duan Li

In this paper, we propose a globally convergent Newton type method to solve $\ell_0$ regularized sparse optimization problem. In fact, a line search strategy is applied to the Newton method to obtain global convergence. The Jacobian matrix…

最优化与控制 · 数学 2025-11-26 Yuge Ye , Qingna Li

Non-monotone trust-region methods are known to provide additional benefits for scalar and multi-objective optimization, such as enhancing the probability of convergence and improving the speed of convergence. For optimization of set-valued…

最优化与控制 · 数学 2025-09-24 Suprova Ghosh , Debdas Ghosh , Zai-Yun Peng , Xian-Jun Long

We develop a trust-region method for minimizing the sum of a smooth term $f$ and a nonsmooth term $h$), both of which can be nonconvex. Each iteration of our method minimizes a possibly nonconvex model of $f + h$ in a trust region. The…

最优化与控制 · 数学 2021-08-04 Aleksandr Y. Aravkin , Robert Baraldi , Dominique Orban

We consider trust-region methods for solving optimization problems where the objective is the sum of a smooth, nonconvex function and a nonsmooth, convex regularizer. We extend the global convergence theory of such methods to include…

最优化与控制 · 数学 2025-01-10 Minh N. Dao , Hung M. Phan , Lindon Roberts

Many nonlinear differential equations arising from practical problems may permit nontrivial multiple solutions relevant to applications, and these multiple solutions are helpful to deeply understand these practical problems and to improve…

最优化与控制 · 数学 2025-04-17 Lin Li , Yuheng Zhou , Pengcheng Xie , Huiyuan Li

We show that Newton's method converges globally at a linear rate for objective functions whose Hessians are stable. This class of problems includes many functions which are not strongly convex, such as logistic regression. Our linear…

机器学习 · 计算机科学 2018-06-04 Sai Praneeth Karimireddy , Sebastian U. Stich , Martin Jaggi

In this paper, we introduce a quasi-Newton method optimized for efficiently solving quasi-linear elliptic equations and systems, with a specific focus on GPU-based computation. By approximating the Jacobian matrix with a combination of…

数值分析 · 数学 2025-03-25 Wenrui Hao , Sun Lee , Xiangxiong Zhang

In this paper, we first propose a new Levenberg-Marquardt method for solving constrained (and not necessarily square) nonlinear systems. Basically, the method combines the unconstrained Levenberg-Marquardt method with a type of feasible…

最优化与控制 · 数学 2019-08-20 Douglas S. Gonçalves , Max L. N. Gonçalves , Fabrícia R. Oliveira

In this article, we develop a trust-region technique to find critical points of unconstrained set optimization problems with the objective set-valued map defined by finitely many twice continuously differentiable functions. The technique is…

最优化与控制 · 数学 2025-09-10 Suprova Ghosh , Debdas Ghosh , Christiane Tammer , Xiaopeng Zhao

An iterative formula based on Newton Method alone is presented for the iterative solutions of equations that ensures convergence in cases where the traditional Newton Method may fail to converge to the desired root. In addition, the method…

数值分析 · 数学 2012-10-30 Ababu Teklemariam Tiruneh

We investigate a globalized inexact semismooth Newton method applied to strongly convex optimization problems in Hilbert spaces. Here, the semismooth Newton method is appplied to the dual problem, which has a continuously differentiable…

最优化与控制 · 数学 2026-04-01 Daniel Wachsmuth