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We propose a fully-corrective generalized conditional gradient method (FC-GCG) for the minimization of the sum of a smooth, convex loss function and a convex one-homogeneous regularizer over a Banach space. The algorithm relies on the…

Optimization and Control · Mathematics 2023-07-17 Kristian Bredies , Marcello Carioni , Silvio Fanzon , Daniel Walter

We develop and analyze stochastic optimization algorithms for problems in which the expected loss is strongly convex, and the optimum is (approximately) sparse. Previous approaches are able to exploit only one of these two structures,…

Machine Learning · Statistics 2012-07-19 Alekh Agarwal , Sahand Negahban , Martin J. Wainwright

We consider the efficient numerical minimization of Tikhonov functionals with nonlinear operators and non-smooth and non-convex penalty terms, which appear for example in variational regularization. For this, we consider a new class of SCD…

Numerical Analysis · Mathematics 2024-10-18 Helmut Gfrerer , Simon Hubmer , Ronny Ramlau

Convex-composite optimization, which minimizes an objective function represented by the sum of a differentiable function and a convex one, is widely used in machine learning and signal/image processing. Fast Iterative Shrinkage Thresholding…

Optimization and Control · Mathematics 2022-05-12 Hiroki Tanabe , Ellen H. Fukuda , Nobuo Yamashita

In this paper we consider the Iteratively Regularized Gauss-Newton Method (IRGNM) in its classical Tikhonov version and in an Ivanov type version, where regularization is achieved by imposing bounds on the solution. We do so in a general…

Numerical Analysis · Mathematics 2017-07-25 Barbara Kaltenbacher , Mario Luiz Previatti de Souza

A gradient-free deterministic method is developed to solve global optimization problems for Lipschitz continuous functions defined in arbitrary path-wise connected compact sets in Euclidean spaces. The method can be regarded as granular…

Optimization and Control · Mathematics 2021-07-15 Tao Qian , Lei Dai , Liming Zhang , Zehua Chen

In this article a unified approach to iterative soft-thresholding algorithms for the solution of linear operator equations in infinite dimensional Hilbert spaces is presented. We formulate the algorithm in the framework of generalized…

Functional Analysis · Mathematics 2010-10-26 Kristian Bredies , Dirk A. Lorenz

We propose a slowly damped inertial primal-dual dynamical system controlled by a Tikhonov regularization term, where the inertial term is introduced only for the primal variable, for the linearly constrained convex optimization problem in a…

Optimization and Control · Mathematics 2024-06-24 Ting-Ting Zhu , Rong Hu , Ya-Ping Fang

We consider the problem of estimating the slope function in a functional regression with a scalar response and a functional covariate. This central problem of functional data analysis is well known to be ill-posed, thus requiring a…

Methodology · Statistics 2016-10-05 Anirvan Chakraborty , Victor M. Panaretos

It is well known that Tikhonov regularization is one of the most commonly used methods for solving ill-posed problems. One of the most widely applied approaches is based on constructing a new dataset whose sample size is greater than the…

Optimization and Control · Mathematics 2020-12-11 Ning Zhang

In this paper, we consider the problem of recovering a sparse signal based on penalized least squares formulations. We develop a novel algorithm of primal-dual active set type for a class of nonconvex sparsity-promoting penalties, including…

Optimization and Control · Mathematics 2019-02-28 Jian Huang , Yuling Jiao , Bangti Jin , Jin Liu , Xiliang Lu , Can Yang

In this paper, we revisit the class of iterative shrinkage-thresholding algorithms (ISTA) for solving the linear inverse problem with sparse representation, which arises in signal and image processing. It is shown in the numerical…

Optimization and Control · Mathematics 2023-01-18 Bowen Li , Bin Shi , Ya-xiang Yuan

We propose a new self-adaptive, double-loop smoothing algorithm to solve composite, nonsmooth, and constrained convex optimization problems. Our algorithm is based on Nesterov's smoothing technique via general Bregman distance functions. It…

Optimization and Control · Mathematics 2018-08-15 Quoc Tran-Dinh , Ahmet Alacaoglu , Olivier Fercoq , Volkan Cevher

The recovery of sparse generative models from few noisy measurements is an important and challenging problem. Many deterministic algorithms rely on some form of $\ell_1$-$\ell_2$ minimization to combine the computational convenience of the…

Numerical Analysis · Mathematics 2020-03-20 Daniela Calvetti , Monica Pragliola , Erkki Somersalo

In this work we consider the problem of finding optimal regularization parameters for general-form Tikhonov regularization using training data. We formulate the general-form Tikhonov solution as a spectral filtered solution using the…

Numerical Analysis · Mathematics 2014-07-09 Julianne Chung , Malena I. Español , Tuan Nguyen

This paper deals with a Tikhonov regularized second-order plus first-order primal-dual dynamical system with time scaling for separable convex optimization problems with linear equality constraints. This system consists of two second-order…

Optimization and Control · Mathematics 2025-10-29 Xiangkai Sun , Lijuan Zheng , Kok Lay Teo

A problem of great interest in optimization is to minimize a sum of two closed, proper, and convex functions where one is smooth and the other has a computationally inexpensive proximal operator. In this paper we analyze a family of…

Optimization and Control · Mathematics 2017-01-24 Patrick R. Johnstone , Pierre Moulin

We study Tikhonov regularization for possibly nonlinear inverse problems with weighted $\ell^1$-penalization. The forward operator, mapping from a sequence space to an arbitrary Banach space, typically an $L^2$-space, is assumed to satisfy…

Numerical Analysis · Mathematics 2021-10-19 Philip Miller , Thorsten Hohage

We consider Tikhonov-type variational regularization of ill-posed linear operator equations in Banach spaces with general convex penalty functionals. Upper bounds for certain error measures expressing the distance between exact and…

Numerical Analysis · Mathematics 2017-12-06 Jens Flemming

We consider determining $\R$-minimizing solutions of linear ill-posed problems $A x = y$, where $A: {\mathscr X} \to {\mathscr Y}$ is a bounded linear operator from a Banach space ${\mathscr X}$ to a Hilbert space ${\mathscr Y}$ and…

Numerical Analysis · Mathematics 2023-07-05 Qinian Jin , Wei Wang
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