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In this paper, we develop a unified framework able to certify both exponential and subexponential convergence rates for a wide range of iterative first-order optimization algorithms. To this end, we construct a family of parameter-dependent…

Optimization and Control · Mathematics 2018-02-26 Mahyar Fazlyab , Alejandro Ribeiro , Manfred Morari , Victor M. Preciado

Works, briefly surveyed here, are concerned with two basic methods: Maximum Probability and Bayesian Maximum Probability; as well as with their asymptotic instances: Relative Entropy Maximization and Maximum Non-parametric Likelihood.…

Statistics Theory · Mathematics 2008-04-25 M. Grendar

In this paper we build provably near-optimal, in the minimax sense, estimates of linear forms and, more generally, "$N$-convex functionals" (the simplest example being the maximum of several fractional-linear functions) of unknown "signal"…

Statistics Theory · Mathematics 2019-04-01 Anatoli Juditsky , Arkadi Nemirovski

A fully stochastic second-order adaptive-regularization method for unconstrained nonconvex optimization is presented which never computes the objective-function value, but yet achieves the optimal $\mathcal{O}(\epsilon^{-3/2})$ complexity…

Optimization and Control · Mathematics 2025-01-22 Serge Gratton , Sadok Jerad , Philippe L. Toint

In this paper, we establish some reverses of the operator entropy inequalities under certain conditions by using the Mond-Pe\v{c}ari\'c method. In particular, we present {\tiny \begin{align*}…

Functional Analysis · Mathematics 2017-04-10 Mojtaba Bakherad , Ali Morassaei

Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth…

Methodology · Statistics 2017-05-01 Gabriel Loaiza-Ganem , Yuanjun Gao , John P. Cunningham

The article introduces a new algorithm for solving a class ofequilibrium problems involving strongly pseudomonotone bifunctions with Lipschitz-type condition. We describe how to incorporate the proximal-like regularized technique with…

Optimization and Control · Mathematics 2018-04-26 Dang Van Hieu

We deal with the shape reconstruction of inclusions in elastic bodies. For solving this inverse problem in practice, data fitting functionals are used. Those work better than the rigorous monotonicity methods from [5], but have no…

Numerical Analysis · Mathematics 2022-12-13 Sarah Eberle , Bastian Harrach

Recently there were proposed some innovative convex optimization concepts, namely, relative smoothness [1] and relative strong convexity [2,3]. These approaches have significantly expanded the class of applicability of gradient-type methods…

Optimization and Control · Mathematics 2024-04-19 Fedor Stonyakin , Alexander Titov , Mohammad Alkousa , Oleg Savchuk , Alexander Gasnikov

Convex $\ell_1$ regularization using an infinite dictionary of neurons has been suggested for constructing neural networks with desired approximation guarantees, but can be affected by an arbitrary amount of over-parametrization. This can…

Optimization and Control · Mathematics 2022-06-01 Konstantin Pieper , Armenak Petrosyan

Let $Z=(Z_t)_{t\geq0}$ be an additive process with a bounded triplet $(0,0,\Lambda_t)_{t\geq0}$. Suppose that for any Schwartz function $\varphi$ on $\mathbb{R}^d$ whose Fourier transform is in $C_c^{\infty}(B_{c_s} \setminus B_{c_s^{-1}}…

Probability · Mathematics 2023-02-06 Jae-Hwan Choi , Ildoo Kim

In monotone submodular function maximization, approximation guarantees based on the curvature of the objective function have been extensively studied in the literature. However, the notion of curvature is often pessimistic, and we rarely…

Data Structures and Algorithms · Computer Science 2017-09-12 Tasuku Soma , Yuichi Yoshida

Efficient approximation lies at the heart of large-scale machine learning problems. In this paper, we propose a novel, robust maximum entropy algorithm, which is capable of dealing with hundreds of moments and allows for computationally…

Machine Learning · Statistics 2019-06-05 Diego Granziol , Binxin Ru , Stefan Zohren , Xiaowen Doing , Michael Osborne , Stephen Roberts

This paper concerns a class of composite image reconstruction models for impluse noise removal, which is rather general and covers existing convex and nonconvex models proposed for reconstructing images with impluse noise. For this…

Optimization and Control · Mathematics 2024-03-27 Bujin Li , Shaohua Pan , Tieyong Zeng

We introduce a general framework for the reconstruction of vector-valued functions from finite and possibly noisy data, acquired through a known measurement operator. The reconstruction is done by the minimization of a loss functional…

Optimization and Control · Mathematics 2025-07-08 Vincent Guillemet , Michaël Unser

Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…

Optimization and Control · Mathematics 2022-08-10 Johannes O. Royset

We consider the problem of approximating a function in general nonlinear subsets of $L^2$ when only a weighted Monte Carlo estimate of the $L^2$-norm can be computed. Of particular interest in this setting is the concept of sample…

Numerical Analysis · Mathematics 2021-08-12 Philipp Trunschke

The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting a good parameter value by maximizing the probability of the data,…

Numerical Analysis · Mathematics 2020-02-11 Toby Sanders , Rodrigo B. Platte , Robert D. Skeel

We study minimisation problems in $L^\infty$ for general quasiconvex first order functionals, where the class of admissible mappings is constrained by the sublevel sets of another supremal functional and by the zero set of a nonlinear…

Analysis of PDEs · Mathematics 2022-02-25 Ed Clark , Nikos Katzourakis

Recently, significant connections between compressed sensing problems and optimization of a particular class of functions relating to solutions of Hamilton-Jacobi equation was discovered. In this paper we introduce a fast approximate…

Optimization and Control · Mathematics 2013-11-27 Farzin Barekat , Stanley Osher , Jerome Darbon