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Douglas-Rachford Splitting (DRS) methods based on the proximal point algorithms for the Poisson and Gaussian log-likelihood functions are proposed for ptychography and phase retrieval. Fixed point analysis shows that the DRS iterated…

Numerical Analysis · Mathematics 2020-04-13 A. Fannjiang , Z. Zhang

Douglas-Rachford splitting and its equivalent dual formulation ADMM are widely used iterative methods in composite optimization problems arising in control and machine learning applications. The performance of these algorithms depends on…

Optimization and Control · Mathematics 2019-06-28 Jacob H. Seidman , Mahyar Fazlyab , Victor M. Preciado , George J. Pappas

Nonconvex and structured optimization problems arise in many engineering applications that demand scalable and distributed solution methods. The study of the convergence properties of these methods is in general difficult due to the…

Optimization and Control · Mathematics 2015-05-04 Sindri Magnússon , Pradeep Chathuranga Weeraddana , Michael G. Rabbat , Carlo Fischione

In this work, we propose a generalized alternating Anderson acceleration method, a periodic scheme composed of $t$ fixed-point iteration steps, interleaved with $s$ steps of Anderson acceleration with window size $m$, to solve linear and…

Numerical Analysis · Mathematics 2026-02-02 Yunhui He , Santolo Leveque

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…

Optimization and Control · Mathematics 2012-09-04 Silvia Villa , Lorenzo Rosasco , Sofia Mosci , Alessandro Verri

We investigate modified steepest descent methods coupled with a loping Kaczmarz strategy for obtaining stable solutions of nonlinear systems of ill-posed operator equations. We show that the proposed method is a convergent regularization…

Numerical Analysis · Mathematics 2008-08-03 A. De Cezaro , M. Haltmeier , A. Leitao , O. Scherzer

We propose and analyze a regularization approach for structured prediction problems. We characterize a large class of loss functions that allows to naturally embed structured outputs in a linear space. We exploit this fact to design…

Machine Learning · Computer Science 2017-07-31 Carlo Ciliberto , Alessandro Rudi , Lorenzo Rosasco

Adaptive cubic regularization methods have emerged as a credible alternative to linesearch and trust-region for smooth nonconvex optimization, with optimal complexity amongst second-order methods. Here we consider a general/new class of…

Optimization and Control · Mathematics 2018-11-20 Coralia Cartis , Nicholas I. M. Gould , Philippe L. Toint

We propose and analyze an accelerated iterative dual diagonal descent algorithm for the solution of linear inverse problems with general regularization and data-fit functions. In particular, we develop an inertial approach of which we…

Optimization and Control · Mathematics 2023-12-25 Luca Calatroni , Guillaume Garrigos , Lorenzo Rosasco , Silvia Villa

Alternating direction multiplication is a powerful technique for solving convex optimisation problems. When challenging subproblems are encountered in the real world, it is useful to solve them by introducing neighbourhood terms. When the…

Optimization and Control · Mathematics 2024-04-29 Boran Wang

Sparse parametric models are of great interest in statistical learning and are often analyzed by means of regularized estimators. Pathwise methods allow to efficiently compute the full solution path for penalized estimators, for any…

Machine Learning · Statistics 2024-12-06 Alessandro De Gregorio , Francesco Iafrate

The generalized lasso is a natural generalization of the celebrated lasso approach to handle structural regularization problems. Many important methods and applications fall into this framework, including fused lasso, clustered lasso, and…

Machine Learning · Statistics 2025-01-07 Jianmin Chen , Kun Chen

In this paper, we study a parameterized Douglas-Rachford splitting method for a class of nonconvex optimization problem. A new merit function is constructed to establish the convergence of the whole sequence generated by the parameterized…

Optimization and Control · Mathematics 2020-06-17 Fengmiao Bian , Xiaoqun Zhang

The Douglas--Rachford algorithm is a popular algorithm for solving both convex and nonconvex feasibility problems. While its behaviour is settled in the convex inconsistent case, the general nonconvex inconsistent case is far from being…

Optimization and Control · Mathematics 2020-04-14 Heinz H. Bauschke , Minh N. Dao , Scott B. Lindstrom

We study regularized estimation in high-dimensional longitudinal classification problems, using the lasso and fused lasso regularizers. The constructed coefficient estimates are piecewise constant across the time dimension in the…

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

Owing to the edge preserving ability and low computational cost of the total variation (TV), variational models with the TV regularization have been widely investigated in the field of multiplicative noise removal. The key points of the…

Computer Vision and Pattern Recognition · Computer Science 2015-03-18 Dai-Qiang Chen , Li-Zhi Cheng

We study convex relaxations of the image labeling problem on a continuous domain with regularizers based on metric interaction potentials. The generic framework ensures existence of minimizers and covers a wide range of relaxations of the…

Computer Vision and Pattern Recognition · Computer Science 2011-03-02 Jan Lellmann , Christoph Schnörr

In this work, we explore the use of operator splitting algorithms for solving regularized structural topology optimization problems. The context is the classical structural design problems (e.g., compliance minimization and compliant…

Optimization and Control · Mathematics 2013-07-22 Cameron Talischi , Glaucio H. Paulino

This paper considers the regularization continuation method and the trust-region updating strategy for the optimization problem with linear equality constraints.The proposed method utilizes the linear conservation law of the regularization…

Numerical Analysis · Mathematics 2022-04-11 Xin-long Luo , Hang Xiao
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