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In this paper, we introduce a novel Extra-Gradient method with anchor term governed by general parameters. Our method is derived from an explicit discretization of a Tikhonov-regularized monotone flow in Hilbert space, which provides a…

Optimization and Control · Mathematics 2024-10-21 Radu Ioan Boţ , Enis Chenchene

This paper presents a comprehensive analysis of a broad range of variations of the stochastic proximal point method (SPPM). Proximal point methods have attracted considerable interest owing to their numerical stability and robustness…

Optimization and Control · Mathematics 2024-05-28 Peter Richtárik , Abdurakhmon Sadiev , Yury Demidovich

We prove a general theorem on the stochastic convergence of appropriately renormalized models arising from nonlinear stochastic PDEs. The theory of regularity structures gives a fairly automated framework for studying these problems but…

Probability · Mathematics 2018-01-23 Ajay Chandra , Martin Hairer

Using uniform global Carleman estimates for discrete elliptic and semi-discrete hyperbolic equations, we study Lipschitz and logarithmic stability for the inverse problem of recovering a potential in a semi-discrete wave equation,…

Analysis of PDEs · Mathematics 2014-09-29 Lucie Baudouin , Sylvain Ervedoza , Axel Osses

We consider the efficient minimization of a nonlinear, strictly convex functional with $\ell_1$-penalty term. Such minimization problems appear in a wide range of applications like Tikhonov regularization of (non)linear inverse problems…

Optimization and Control · Mathematics 2016-04-12 Esther Hans , Thorsten Raasch

We consider time-dependent inverse problems in a mathematical setting using Lebesgue-Bochner spaces. Such problems arise when one aims to recover a function from given observations where the function or the data depend on time.…

Numerical Analysis · Mathematics 2025-07-29 Gesa Sarnighausen , Thorsten Hohage , Martin Burger , Andreas Hauptmann , Anne Wald

Optimization on Riemannian manifolds widely arises in eigenvalue computation, density functional theory, Bose-Einstein condensates, low rank nearest correlation, image registration, and signal processing, etc. We propose an adaptive…

Optimization and Control · Mathematics 2017-08-08 Jiang Hu , Andre Milzarek , Zaiwen Wen , Yaxiang Yuan

We study a general convergence theory for the numerical solutions of compressible viscous and electrically conducting fluids with a focus on numerical schemes that preserve the divergence free property of magnetic field exactly. Our…

Numerical Analysis · Mathematics 2021-07-06 Yang Li , Bangwei She

The (global) Lipschitz smoothness condition is crucial in establishing the convergence theory for most optimization methods. Unfortunately, most machine learning and signal processing problems are not Lipschitz smooth. This motivates us to…

Optimization and Control · Mathematics 2019-04-23 Qiuwei Li , Zhihui Zhu , Gongguo Tang , Michael B. Wakin

In this work, we develop efficient solvers for linear inverse problems based on randomized singular value decomposition (RSVD). This is achieved by combining RSVD with classical regularization methods, e.g., truncated singular value…

Numerical Analysis · Mathematics 2019-09-05 Kazufumi Ito , Bangti Jin

We study multi-parameter Tikhonov regularization, i.e., with multiple penalties. Such models are useful when the sought-for solution exhibits several distinct features simultaneously. Two choice rules, i.e., discrepancy principle and…

Numerical Analysis · Mathematics 2011-03-29 Kazufumi Ito , Bangti Jin , Tomoya Takeuchi

In this paper, using generalized metric projection, we propose a new extragradient method for finding a common element of the solutions set of a generalized equilibrium problem and a variational inequality for an $\alpha$-inverse-strongly…

Functional Analysis · Mathematics 2016-11-01 Zeynab Jouymandi , Fridoun Moradlou

We exploit the similarities between Tikhonov regularization and Bayesian hierarchical models to propose a regularization scheme that acts like a distributed Tikhonov regularization where the amount of regularization varies from component to…

Numerical Analysis · Mathematics 2024-04-10 Daniela Calvetti , Erkki Somersalo

Several approaches are discussed how to understand the solution of the Dirichlet problem for the Poisson equation when the Dirichlet data are non-smooth such as if they are in $L^2$ only. For the method of transposition (sometimes called…

Numerical Analysis · Mathematics 2015-05-07 Thomas Apel , Serge Nicaise , Johannes Pfefferer

In this paper we investigate the problem of identifying the source term in an elliptic system from a single noisy measurement couple of the Neumann and Dirichlet data. A variational method of Tikhonov-type regularization with specific…

Analysis of PDEs · Mathematics 2019-03-15 Michael Hinze , Bernd Hofmann , Tran Nhan Tam Quyen

We study randomized variants of two classical algorithms: coordinate descent for systems of linear equations and iterated projections for systems of linear inequalities. Expanding on a recent randomized iterated projection algorithm of…

Optimization and Control · Mathematics 2008-06-19 D. Leventhal , A. S. Lewis

We propose regularization strategies for learning discriminative models that are robust to in-class variations of the input data. We use the Wasserstein-2 geometry to capture semantically meaningful neighborhoods in the space of images, and…

Machine Learning · Computer Science 2019-09-17 Alex Tong Lin , Yonatan Dukler , Wuchen Li , Guido Montufar

This paper develops a general theory for first-order descent methods whose search directions are restricted to a prescribed dictionary in a reflexive Banach space. Instead of assuming that the linear span of the dictionary is dense, as in…

Optimization and Control · Mathematics 2026-03-13 Miguel Berasategui , Pablo M. Berná , Antonio Falcó

In this paper, we derive from the principle of least action the equation of motion for a continuous medium with regularized density field in the context of measures. The eventual equation of motion depends on the order in which…

Mathematical Physics · Physics 2016-02-16 Joep H. M. Evers , Iason A. Zisis , Bas J. van der Linden , Manh Hong Duong

We are interested in the classical ill-posed Cauchy problem for the Laplace equation. One method to approximate the solution associated with compatible data consists in considering a family of regularized well-posed problems depending on a…

Analysis of PDEs · Mathematics 2019-06-21 Laurent Bourgeois , Lucas Chesnel