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We incorporate inertial terms in the hybrid proximal-extragradient algorithm and investigate the convergence properties of the resulting iterative scheme designed for finding the zeros of a maximally monotone operator in real Hilbert…

Functional Analysis · Mathematics 2014-07-02 Radu Ioan Bot , Ernö Robert Csetnek

The parallel linear equations solver capable of effectively using 1000+ processors becomes the bottleneck of large-scale implicit engineering simulations. In this paper, we present a new hierarchical parallel master-slave-structural…

Computational Physics · Physics 2015-06-11 Ran Xu , Bin Liu , Yuan Dong

We consider a convex optimization problem with many linear inequality constraints. To deal with a large number of constraints, we provide a penalty reformulation of the problem, where the penalty is a variant of the one-sided Huber loss…

Optimization and Control · Mathematics 2023-11-03 Angelia Nedich , Tatiana Tatarenko

Parallel and cyclic projection algorithms are proposed for minimizing the sum of a finite family of convex functions over the intersection of a finite family of closed convex subsets of a Hilbert space. These algorithms are of…

Optimization and Control · Mathematics 2019-01-08 Hong-Kun Xu , Vera Roshchina

This paper introduces a general framework for iterative optimization algorithms and establishes under general assumptions that their convergence is asymptotically geometric. We also prove that under appropriate assumptions, the rate of…

Machine Learning · Statistics 2023-02-27 Randal Douc , Sylvain Le Corff

Solving inverse problems with iterative algorithms is popular, especially for large data. Due to time constraints, the number of possible iterations is usually limited, potentially affecting the achievable accuracy. Given an error one is…

Numerical Analysis · Computer Science 2018-02-16 Raja Giryes , Yonina C. Eldar , Alex M. Bronstein , Guillermo Sapiro

Linear inverse problems arise in diverse engineering fields especially in signal and image reconstruction. The development of computational methods for linear inverse problems with sparsity is one of the recent trends in this field. The…

Numerical Analysis · Mathematics 2023-07-31 Zhong-Feng Sun , Jin-Chuan Zhou , Yun-Bin Zhao

In this paper we propose a linear scalarization proximal point algorithm for solving arbitrary lower semicontinuous quasiconvex multiobjective minimization problems. Under some natural assumptions and using the condition that the proximal…

In this paper, we define the general framework to describe the diffusion operators associated to a positive matrix. We define the equations associated to diffusion operators and present some general properties of their state vectors. We…

Numerical Analysis · Computer Science 2013-01-15 Dohy Hong , Fabien Mathieu , Gérard Burnside

This paper presents a modified iterative approach to solve the variational inequality problem using the double inertial technique in the context of a real Hilbert space. Our iterative technique involves a projection onto a generalized…

Functional Analysis · Mathematics 2026-03-19 Watanjeet Singh , Sumit Chandok

Various iterative reconstruction algorithms for inverse problems can be unfolded as neural networks. Empirically, this approach has often led to improved results, but theoretical guarantees are still scarce. While some progress on…

Statistics Theory · Mathematics 2021-08-16 Arash Behboodi , Holger Rauhut , Ekkehard Schnoor

Projection algorithms are well known for their simplicity and flexibility in solving feasibility problems. They are particularly important in practice due to minimal requirements for software implementation and maintenance. In this work, we…

Optimization and Control · Mathematics 2020-04-14 Minh N. Dao , Hung M. Phan

It is well known that a fixed point iteration for solving a linear equation system converges if and only if the spectral radius of the iteration matrix is less than one. A method is presented which guarantees the Fixed Point, even if this…

Numerical Analysis · Computer Science 2020-12-22 Hubert Karl , Sebstian Karl

In recent studies on sparse modeling, the nonconvex regularization approaches (particularly, $L_{q}$ regularization with $q\in(0,1)$) have been demonstrated to possess capability of gaining much benefit in sparsity-inducing and efficiency.…

Numerical Analysis · Computer Science 2015-06-17 Jinshan Zeng , Shaobo Lin , Yao Wang , Zongben Xu

The reinforcement learning algorithm SARSA combined with linear function approximation has been shown to converge for infinite horizon discounted Markov decision problems (MDPs). In this paper, we investigate the convergence of the…

Machine Learning · Computer Science 2023-06-08 Lina Palmborg

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

Optimization and Control · Mathematics 2022-02-02 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

Vector valued data appearing in concrete applications often possess sparse expansions with respect to a preassigned frame for each vector component individually. Additionally, different components may also exhibit common sparsity patterns.…

Numerical Analysis · Mathematics 2007-05-23 Massimo Fornasier , Holger Rauhut

The purpose of this paper is to propose and analyze a multi-step iterative algorithm to solve a convex optimization problem and a fixed point problem posed on a Hadamard space. The convergence properties of the proposed algorithm are…

Functional Analysis · Mathematics 2018-02-28 Muhammad Aqeel Ahmad Khan , Hafiza Arham Maqbool

The discretization of least-squares problems for linear ill-posed operator equations in Hilbert spaces is considered. The main subject of this article concerns conditions for convergence of the associated discretized minimum-norm…

Numerical Analysis · Mathematics 2016-02-10 Stefan Kindermann

Large scale optimization problems are ubiquitous in machine learning and data analysis and there is a plethora of algorithms for solving such problems. Many of these algorithms employ sub-sampling, as a way to either speed up the…

Optimization and Control · Mathematics 2016-02-29 Farbod Roosta-Khorasani , Michael W. Mahoney
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