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math.OC2023
Variational Properties of Decomposable Functions. Part II: Strong Second-Order Theory
Wenqing Ouyang, Andre Milzarek
Local superlinear convergence of the semismooth Newton method usually necessitates assumptions on the uniform invertibility of the utilized, generalized Jacobian matrices, such as,…
math.OC2023
Variational Properties of Decomposable Functions. Part I: Strict Epi-Calculus and Applications
Wenqing Ouyang, Andre Milzarek
This work provides a systematic study of the variational properties of decomposable functions which are compositions of an outer support function and an inner smooth mapping under…
math.NA2023
Obtaining Pseudo-inverse Solutions With MINRES
Yang Liu, Andre Milzarek, Fred Roosta
The celebrated minimum residual method (MINRES), proposed in the seminal paper of Paige and Saunders, has seen great success and widespread use in solving Hermitian (and complex-sy…