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Bas Symoens

Publications and source records attributed to Bas Symoens.

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Inexact Levenberg-Marquardt methods under H\"{o}lder metric subregularity

This paper investigates two inexact Levenberg-Marquardt (LM) methods for solving systems of nonlinear equations. Both approaches compute approximate search directions by solving the LM linear system inexactly, subject to specific residual-based conditions. The first method uses an adaptive scheme to update the LM parameter, and we establish its local superlinear convergence under H\"older metric subregularity and local H\"older continuity of the gradient. The second method combines an inexact LM step with a nonmonotone quadratic regularization strategy. For this variant, we prove global convergence under the assumption of Lipschitz continuous gradients and derive a worst-case global complexity bound, showing that an approximate stationary point can be found in $\mathcal{O}(\epsilon^{-2})$ function and gradient evaluations. Finally, we justify the use of the LSQR algorithm for efficiently solving the linear systems involved, which is used in our numerical experiment on several nonlinear systems, including those appearing in real-world biochemical reaction networks, monotone and nonlinear equations, and image deblurring problems.

math.OC

ResQPASS: an algorithm for bounded variable linear least squares with asymptotic Krylov convergence

We present the Residual Quadratic Programming Active-Set Subspace (ResQPASS) method that solves large-scale linear least-squares problems with bound constraints on the variables. The problem is solved by creating a series of small problems of increasing size by projecting onto the basis of residuals. Each projected problem is solved by the active-set method for convex quadratic programming, warm-started with a working set and solution from the previous problem. The method coincides with conjugate gradients (CG) or, equivalently, LSQR when none of the constraints is active. When only a few constraints are active the method converges, after a few initial iterations, like CG and LSQR. An analysis links the convergence to an asymptotic Krylov subspace. We also present an efficient implementation where QR factorizations of the projected problems are updated over the inner iterations and Cholesky or Gram-Schmidt over the outer iterations.

math.NA