arXiv Machine Learning
Aug 27

Adaptive Hybrid Subspace Levenberg Marquardt Algorithm with Adequacy Monitor for Large Scale Least Squares Problems

The paper introduces an Adaptive Hybrid Subspace Levenberg–Marquardt (HSLM) algorithm that tackles large‑scale nonlinear least‑squares problems by building a low‑dimensional subspace from gradient, memory, Krylov‑subspace, and randomized curvature data. It employs a deterministic adequacy monitor to adaptively enrich the subspace and decouples step acceptance from damping adjustment, using Armijo backtracking for step length and a ratio of actual to predicted reduction for damping updates. The authors prove global convergence to stationarity and local linear and superlinear convergence, and demonstrate that HSLM matches the convergence of classical and Krylov‑subspace LM while significantly reducing per‑iteration cost, especially as the parameter dimension increases.

By M. Duc Hoang, Timothy J. Lewis
arXiv Machine Learning
Jun 17

A Convex Quasilinearization Method for Solving Nonlinear PDEs with Physics-Informed Neural Networks

arXiv:2606. 18175v1 Announce Type: cross Abstract: We present a numerical method for the forward solution of nonlinear partial differential equations (PDEs) in which Bellman-Kalaba quasilinearization reduces the nonlinear problem to a sequence of linear subproblems, each discretized by collocation onto a trial space that is linear in its parameters and solved by a single direct linear least-squares QR factorization.

By Gbenga T. Awojinrin, Abdul-Akeem Olawoyin, Rami M. Younis