Related papers: A Semismooth Newton Method for Tikhonov Functional…

In this paper, we propose a sparse least squares (SLS) optimization model for solving multilinear equations, in which the sparsity constraint on the solutions can effectively reduce storage and computation costs. By employing variational…

Mixed norms that promote structured sparsity have numerous applications in signal processing and machine learning problems. In this work, we present a new algorithm, based on a Newton root search technique, for computing the projection onto…

This paper proposes a nonmonotone proximal quasi-Newton algorithm for unconstrained convex multiobjective composite optimization problems. To design the search direction, we minimize the max-scalarization of the variations of the Hessian…

Optimization problems, arise in many practical applications, from the view points of both theory and numerical methods. Especially, significant improvement in deep learning training came from the Quasi-Newton methods. Quasi-Newton search…

The $\ell_1$ norm is the tight convex relaxation for the $\ell_0$ "norm" and has been successfully applied for recovering sparse signals. For problems with fewer samplings, one needs to enhance the sparsity by nonconvex penalties such as…

We develop a computationally efficient algorithm for the automatic regularization of nonlinear inverse problems based on the discrepancy principle. We formulate the problem as an equality constrained optimization problem, where the…

In this paper, we propose new methods to efficiently solve convex optimization problems encountered in sparse estimation, which include a new quasi-Newton method that avoids computing the Hessian matrix and improves efficiency, and we prove…

This work is concerned with the efficient optimization method for solving a large class of optimal mass transport problems. An inexact primal-dual algorithm is presented from the time discretization of a proper dynamical system, and by…

Second-order methods are provably faster than first-order methods, and their efficient implementations for large-scale optimization problems have attracted significant attention. Yet, optimization problems in ML often have nonsmooth…

We consider a regularized least squares problem, with regularization by structured sparsity-inducing norms, which extend the usual $\ell_1$ and the group lasso penalty, by allowing the subsets to overlap. Such regularizations lead to…

This work investigates a dynamical system functioning as a nonsmooth adaptation of the continuous Newton method, aimed at minimizing the sum of a primal lower-regular and a locally Lipschitz function, both potentially nonsmooth. The…

In this paper we study Newton's method for solving the generalized equation $F(x)+T(x)\ni 0$ in Hilbert spaces, where $F$ is a Fr\'echet differentiable function and $T$ is set-valued and maximal monotone. We show that this method is local…

So-called functional error estimators provide a valuable tool for reliably estimating the discretization error for a sum of two convex functions. We apply this concept to Tikhonov regularization for the solution of inverse problems for…

This paper proposes a novel distributed semismooth Newton based augmented Lagrangian method for solving a class of optimization problems over networks, where the global objective is defined as the sum of locally held cost functions, and…

Consider the problem of minimizing a lower semi-continuous semi-algebraic function $f \colon \mathbb{R}^n \to \mathbb{R} \cup \{+\infty\}$ on an unbounded closed semi-algebraic set $S \subset \mathbb{R}^n.$ Employing adequate tools of…

The sparse nonlinear programming (SNP) problem has wide applications in signal and image processing, machine learning, pattern recognition, finance and management, etc. However, the computational challenge posed by SNP has not yet been well…

We present a finite element analysis of electrical impedance tomography for reconstructing the conductivity distribution from electrode voltage measurements by means of Tikhonov regularization. Two popular choices of the penalty term, i.e.,…

This paper is concerned with the numerical solution of nonlinear ill-posed operator equations involving convex constraints. We study a Newton-type method which consists in applying linear Tikhonov regularization with convex constraints to…

This paper deals with Tikhonov regularization for linear and nonlinear ill-posed operator equations with wavelet Besov norm penalties. We show order optimal rates of convergence for finitely smoothing operators and for the backwards heat…

This paper presents a twice continuously differentiable penalty function for nonlinear semidefinite programming problems. In some optimization methods, such as penalty methods and augmented Lagrangian methods, their convergence property can…