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Mikhail Karapetyants

Publications and source records attributed to Mikhail Karapetyants.

5 recordsLinked to original sources

Computing singular solutions of polynomial systems: towards superlinear convergence without deflation

In Numerical Algebraic Geometry (NAG) isolated solutions of polynomial systems are usually computed by tracking a solution curve defined by a homotopy equation. The tracking problem becomes especially challenging close to a singular root (the ``endgame'' regime). Existing approaches include power series endgames, Cauchy endgames, and various methods that regularize the system via dual-space-based {\em deflation}. We make the following contributions. (1) For corank-1 systems we introduce a new ``Arclength Endgame'' which combines the idea of the classical {\em pseudo-arclength continuation method} with the estimation of the Puiseux series of the curve. We formally prove that it has a superlinear rate of convergence in some neighborhood of the root. The method uses only evaluations of the system and its Jacobian, whereas previous techniques with proven superlinear convergence (such as deflation) require computing additional derivatives of the system. (2) For systems with a larger corank we propose a heuristic ``Lifted Arclength Endgame'', which shows promising experimental results. (3) A key step in our approach (as well as in the standard power series endgame) is estimating the Puiseux series of the curve, which is characterized by fractional exponents $k_i/c$ for $i\ge 1$ together with associated coefficients. Previous work addressed only estimating the ratio $k_1/c$. We present a new method for that which empirically appears to be more stable than previous methods, and also show how to estimate $k_i/c$ for $i\ge 2$.

math.NA

A Nesterov type algorithm with double Tikhonov regularization: fast convergence of the function values and strong convergence to the minimal norm solution

We investigate the strong convergence properties of a Nesterov type algorithm with two Tikhonov regularization terms in connection to the minimization problem of a smooth convex function $f.$ We show that the generated sequences converge strongly to the minimal norm element from $\argmin f$. We also show that from a practical point of view the Tikhonov regularization does not affect Nesterov's optimal convergence rate of order $\mathcal{O}(n^{-2})$ for the potential energies $f(x_n)-\min f$ and $f(y_n)-\min f$, where $(x_n),\,(y_n)$ are the sequences generated by our algorithm. Further, we obtain fast convergence to zero of the discrete velocity, but also some estimates concerning the value of the gradient of the objective function in the generated sequences.

math.OC

A fast continuous time approach for non-smooth convex optimization using Tikhonov regularization technique

In this manuscript we would like to address the classical optimization problem of minimizing a proper, convex and lower semicontinuous function via the second order in time dynamics, combining viscous and Hessian-driven damping with a Tikhonov regularization technique. In our analysis we heavily exploit the Moreau envelope of the objective function and its properties as well as Tikhonov properties, which we extend to a nonsmooth case. We introduce the setting, which at the same time guarantees the fast convergence of the function (and Moreau envelope) values and strong convergence of the trajectories of the system to a minimal norm solution -- the element of the minimal norm of all the minimizers of the objective. Moreover, we deduce the precise rates of convergence of the values for the particular choice of parameter function. Various numerical examples are also included as an illustration of the theoretical results.

math.OC

Subdivision schemes on a dyadic half-line

In this paper subdivision schemes, which are used for functions approximation and curves generation, are considered. In classical case, for the functions defined on the real line, the theory of subdivision schemes is widely known due to multiple applications in constructive approximation theory, signal processing as well as for generating fractal curves and surfaces. Subdivision schemes on a dyadic half-line, which is a positive half-line, equipped with the standard Lebesgue measure and the digitwise binary addition operation, where the Walsh functions play the role of exponents, are defined and studied. Necessary and sufficient convergence conditions of the subdivision schemes in terms of spectral properties of matrices and in terms of the smoothness of the solution of the corresponding refinement equation are proved. The problem of the convergence of subdivision schemes with non-negative coefficients is also investigated. Explicit convergence criterion of the subdivision schemes with four coefficients is obtained. As an auxiliary result fractal curves on a dyadic half-line are defined and the formula of their smoothness is proved. The paper contains various illustrations and numerical results.

math.FA

The spaces of dyadic distributions

In this paper subdivision schemes, which are used for functions approximation and curves generation, are considered. In classical case, for the functions defined on the real line, the theory of subdivision schemes is widely known due to multiple applications in constructive approximation theory, signal processing as well as for generating fractal curves and surfaces. Subdivision schemes on a dyadic half-line, which is the positive half-line, equipped with the standard Lebesgue measure and the digitwise binary addition operation, where the Walsh functions play the role of exponents, are defined and studied. Necessary and sufficient convergence conditions of the subdivision schemes in terms of spectral properties of matrices and in terms of the smoothness of the solution of the corresponding refinement equation are proved. The problem of the convergence of subdivision schemes with non-negative coefficients is also investigated. Explicit convergence criterion of the subdivision schemes with four coefficients is obtained. As an auxiliary result fractal curves on a dyadic half-line are defined and the formula of their smoothness is proved. The paper contains various illustrations and numerical results.

math.FA