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We consider the entropic regularization of discretized optimal transport and propose to solve its optimality conditions via a logarithmic Newton iteration. We show a quadratic convergence rate and validate numerically that the method…

Optimization and Control · Mathematics 2018-02-12 Christoph Brauer , Christian Clason , Dirk Lorenz , Benedikt Wirth

This paper aims at developing two versions of the generalized Newton method to compute not merely arbitrary local minimizers of nonsmooth optimization problems but just those, which possess an important stability property known as tilt…

Optimization and Control · Mathematics 2021-01-01 Boris Mordukhovich , Ebrahim Sarabi

When combining the numerical concept of variational discretization and semi-smooth Newton methods for the numerical solution of pde constrained optimization with control constraints, special emphasis has to be taken on the implementation,…

Optimization and Control · Mathematics 2009-12-03 Michael Hinze , Morten Vierling

In this paper we derive a Newton type method to solve the non-linear system formed by combining the Tikhonov normal equations and Morozov's discrepancy principle. We prove that by placing a bound on the step size of the Newton iterations…

Numerical Analysis · Mathematics 2018-09-06 Nick Schenkels , Wim Vanroose

We propose a sparse reconstruction framework for solving inverse problems. Opposed to existing sparse regularization techniques that are based on frame representations, we train an encoder-decoder network by including an $\ell^1$-penalty.…

Numerical Analysis · Mathematics 2019-08-07 Daniel Obmann , Johannes Schwab , Markus Haltmeier

We consider the problem of approximating a smooth function from finitely-many pointwise samples using $\ell^1$ minimization techniques. In the first part of this paper, we introduce an infinite-dimensional approach to this problem. Three…

Numerical Analysis · Mathematics 2016-12-16 Ben Adcock

In this paper, we propose a Newton method for unconstrained set optimization problems to find its weakly minimal solutions with respect to lower set-less ordering. The objective function of the problem under consideration is given by…

Optimization and Control · Mathematics 2024-10-01 Debdas Ghosh , Anshika , Qamrul Hasan Ansari , Xiaopeng Zhao

We investigate a Tikhonov regularization scheme specifically tailored for shallow neural networks within the context of solving a classic inverse problem: approximating an unknown function and its derivatives within a unit cubic domain…

Numerical Analysis · Mathematics 2024-12-17 Yuanyuan Li , Shuai Lu

The recent work of \cite{CRT,DonohoPol} rigorously proved (in a large dimensional and statistical context) that if the number of equations (measurements in the compressed sensing terminology) in the system is proportional to the length of…

Information Theory · Computer Science 2013-04-02 Mihailo Stojnic

This paper identifies necessary and sufficient conditions for the exactness of penalty functions in optimization problems whose constraint sets are not necessarily bounded. The case where the data of problems is locally Lipschitz,…

Optimization and Control · Mathematics 2025-10-21 Liguo Jiao , Tien-Son Pham , Nguyen Van Tuyen

An equilibrium of a linear elastic body subject to loading and satisfying the friction and contact conditions can be described by a variational inequality of the second kind and the respective discrete model attains the form of a…

Optimization and Control · Mathematics 2021-03-04 Helmut Gfrerer , Jiri V. Outrata , Jan Valdman

We analyze the performance of a variant of Newton method with quadratic regularization for solving composite convex minimization problems. At each step of our method, we choose regularization parameter proportional to a certain power of the…

Optimization and Control · Mathematics 2022-08-12 Nikita Doikov , Konstantin Mishchenko , Yurii Nesterov

An extension of the Gauss-Newton algorithm is proposed to find local minimizers of penalized nonlinear least squares problems, under generalized Lipschitz assumptions. Convergence results of local type are obtained, as well as an estimate…

Optimization and Control · Mathematics 2011-03-03 Saverio Salzo , Silvia Villa

We propose two variants of Newton method for solving unconstrained minimization problem. Our method leverages optimization techniques such as penalty and augmented Lagrangian method to generate novel variants of the Newton method namely the…

Optimization and Control · Mathematics 2022-05-24 Md Sarowar Morshed

Recent studies of under-determined linear systems of equations with sparse solutions showed a great practical and theoretical efficiency of a particular technique called $\ell_1$-optimization. Seminal works \cite{CRT,DOnoho06CS} rigorously…

Information Theory · Computer Science 2013-06-18 Mihailo Stojnic

Quadratically constrained quadratic programming (QCQP) has long been recognized as a computationally challenging problem, particularly in large-scale or high-dimensional settings where solving it directly becomes intractable. The complexity…

Optimization and Control · Mathematics 2025-10-09 Shuai Li , Shenglong Zhou , Ziyan Luo

We present a new method for minimizing the sum of a differentiable convex function and an $\ell_1$-norm regularizer. The main features of the new method include: $(i)$ an evolving set of indices corresponding to variables that are predicted…

Optimization and Control · Mathematics 2016-02-24 Tianyi Chen , Frank E. Curtis , Daniel P. Robinson

The authors study Tikhonov regularization of linear ill-posed problems with a general convex penalty defined on a Banach space. It is well known that the error analysis requires smoothness assumptions. Here such assumptions are given in…

Numerical Analysis · Mathematics 2019-08-19 Bernd Hofmann , Stefan Kindermann , Peter Mathé

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

Optimization and Control · Mathematics 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

We propose a novel method for a solution of a system of linear equations with the non-negativity condition. The method is based on the Tikhonov functional and has better accuracy and stability than other well-known algorithms.

Numerical Analysis · Computer Science 2014-01-29 Fiks Ilya