3,054 research outputs found
Newton-MR: Inexact Newton Method With Minimum Residual Sub-problem Solver
We consider a variant of inexact Newton Method, called Newton-MR, in which
the least-squares sub-problems are solved approximately using Minimum Residual
method. By construction, Newton-MR can be readily applied for unconstrained
optimization of a class of non-convex problems known as invex, which subsumes
convexity as a sub-class. For invex optimization, instead of the classical
Lipschitz continuity assumptions on gradient and Hessian, Newton-MR's global
convergence can be guaranteed under a weaker notion of joint regularity of
Hessian and gradient. We also obtain Newton-MR's problem-independent local
convergence to the set of minima. We show that fast local/global convergence
can be guaranteed under a novel inexactness condition, which, to our knowledge,
is much weaker than the prior related works. Numerical results demonstrate the
performance of Newton-MR as compared with several other Newton-type
alternatives on a few machine learning problems.Comment: 35 page
Energy conservation and numerical stability for the reduced MHD models of the non-linear JOREK code
In this paper we present a rigorous derivation of the reduced MHD models with
and without parallel velocity that are implemented in the non-linear MHD code
JOREK. The model we obtain contains some terms that have been neglected in the
implementation but might be relevant in the non-linear phase. These are
necessary to guarantee exact conservation with respect to the full MHD energy.
For the second part of this work, we have replaced the linearized time stepping
of JOREK by a non-linear solver based on the Inexact Newton method including
adaptive time stepping. We demonstrate that this approach is more robust
especially with respect to numerical errors in the saturation phase of an
instability and allows to use larger time steps in the non-linear phase
- …