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The linearized Bregman iterations (LBreI) and its variants have received considerable attention in signal/image processing and compressed sensing. Recently, LBreI has been extended to a larger class of nonconvex functions, along with…

Optimization and Control · Mathematics 2022-03-07 Hui Zhang , Lu Zhang , Hao-Xing Yang

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

We investigate Tikhonov regularization methods for nonlinear ill-posed problems in Banach spaces, where the penalty term is described by Bregman distances. We prove convergence and stability results. Moreover, using appropriate source…

Numerical Analysis · Mathematics 2020-12-22 I. R. Bleyer , A. Leitao

In convex optimization, there is an {\em acceleration} phenomenon in which we can boost the convergence rate of certain gradient-based algorithms. We can observe this phenomenon in Nesterov's accelerated gradient descent, accelerated mirror…

Optimization and Control · Mathematics 2015-09-14 Andre Wibisono , Ashia C. Wilson

Lagrangian Relaxation (LR) is a powerful technique for solving large-scale Mixed Integer Linear Programming (MILP), particularly those with decomposable structures, such as vehicle routing or unit commitment problems. By relaxing the…

Machine Learning · Statistics 2026-05-27 Tung Quoc Le , Anh Tuan Nguyen , Viet Anh Nguyen

We analyze the convergence properties of the consensus-alternating direction method of multipliers (ADMM) for solving general quadratically constrained quadratic programs. We prove that the augmented Lagrangian function value is…

Signal Processing · Electrical Eng. & Systems 2024-10-28 Huiping Huang , Hing Cheung So , Abdelhak M. Zoubir

In this paper, we analyze the local convergence rate of optimistic mirror descent methods in stochastic variational inequalities, a class of optimization problems with important applications to learning theory and machine learning. Our…

Optimization and Control · Mathematics 2021-07-06 Waïss Azizian , Franck Iutzeler , Jérôme Malick , Panayotis Mertikopoulos

The article poses a general model for optimal control subject to information constraints, motivated in part by recent work of Sims and others on information-constrained decision-making by economic agents. In the average-cost optimal control…

Optimization and Control · Mathematics 2016-02-24 Ehsan Shafieepoorfard , Maxim Raginsky , Sean P. Meyn

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

We consider the problem of minimizing the sum of a smooth function and a composition of a zero-one loss function with a linear operator, namely zero-one composite optimization problem (0/1-COP). It is a versatile model including the support…

Optimization and Control · Mathematics 2021-12-02 Penghe Zhang , Naihua Xiu

We develop a decomposition method based on the augmented Lagrangian framework to solve a broad family of semidefinite programming problems, possibly with nonlinear objective functions, nonsmooth regularization, and general linear…

Optimization and Control · Mathematics 2023-03-08 Yifei Wang , Kangkang Deng , Haoyang Liu , Zaiwen Wen

We tackle the problem of building adaptive estimation procedures for ill-posed inverse problems. For general regularization methods depending on tuning parameters, we construct a penalized method that selects the optimal smoothing sequence…

Statistics Theory · Mathematics 2008-07-31 Jean-Michel Loubes , Carenne Ludeña

In this paper we the formulation of inverse problems as constrained minimization problems and their iterative solution by gradient or Newton type. We carry out a convergence analysis in the sense of regularization methods and discuss…

Numerical Analysis · Mathematics 2021-01-15 Barbara Kaltenbacher , Kha Van Huynh

In this paper, we denoise a given noisy image by minimizing a smoothness promoting function over a set of local similarity measures which compare the mean of the given image and some candidate image on a large collection of subboxes. The…

Optimization and Control · Mathematics 2024-06-24 Christian Kanzow , Fabius Krämer , Patrick Mehlitz , Gerd Wachsmuth , Frank Werner

Considering a general linear ill-posed equation, we explore the duality arising from the requirement that the discrepancy should take a given value based on the estimation of the noise level, as is notably the case when using the Morozov…

Optimization and Control · Mathematics 2014-02-14 Xavier Bonnefond , Pierre Maréchal

We consider perturbed nonlinear ill-posed equations in Hilbert spaces, with operators that are monotone on a given closed convex subset. A simple stable approach is Lavrentiev regularization, but existence of solutions of the regularized…

Numerical Analysis · Mathematics 2018-06-05 Robert Plato , Bernd Hofmann

Inverse problems arise in a number of domains such as medical imaging, remote sensing, and many more, relying on the use of advanced signal and image processing approaches -- such as sparsity-driven techniques -- to determine their…

Machine Learning · Computer Science 2019-02-01 Jaweria Amjad , Zhaoyan Lyu , Miguel R. D. Rodrigues

In this paper, we establish an initial theory regarding the Second Order Asymptotical Regularization (SOAR) method for the stable approximate solution of ill-posed linear operator equations in Hilbert spaces, which are models for linear…

Numerical Analysis · Mathematics 2018-08-28 Ye Zhang , Bernd Hofmann

The convergence rates results in $\ell^1$-regularization when the sparsity assumption is narrowly missed, presented by Burger et al. (2013 Inverse Problems 29 025013), are based on a crucial condition which requires that all basis elements…

Numerical Analysis · Mathematics 2015-08-05 Stephan W. Anzengruber , Bernd Hofmann , Ronny Ramlau

The main goal of this paper is to propose a new quaternion total variation regularization model for solving linear ill-posed quaternion inverse problems, which arise from three-dimensional signal filtering or color image processing. The…

Numerical Analysis · Mathematics 2024-08-07 Xuan Liu , Zhigang Jia , Xiaoqing Jin
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