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Related papers: An L1 Penalty Method for General Obstacle Problems

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We introduce a novel monotone discretization method for addressing obstacle problems involving the integral fractional Laplacian with homogeneous Dirichlet boundary conditions over bounded Lipschitz domains. This problem is prevalent in…

Numerical Analysis · Mathematics 2023-08-15 Rubing Han , Shuonan Wu , Hao Zhou

There has been an explosion of interest in using $l_1$-regularization in place of $l_0$-regularization for feature selection. We present theoretical results showing that while $l_1$-penalized linear regression never outperforms…

Statistics Theory · Mathematics 2015-10-22 Kory D. Johnson , Dongyu Lin , Lyle H. Ungar , Dean P. Foster , Robert A. Stine

The purpose of this study is twofold. First, we revisit a shape optimization reformulation of a prototypical shape inverse problem and briefly propose a simple yet efficient numerical approach for solving the corresponding minimization…

Analysis of PDEs · Mathematics 2025-06-27 Julius Fergy Tiongson Rabago , Masato Kimura

This paper presents a novel model predictive control strategy for controlling autonomous motion systems moving through an environment with obstacles of general shape. In order to solve such a generic non-convex optimization problem and find…

Optimization and Control · Mathematics 2018-08-28 Ben Hermans , Panagiotis Patrinos , Goele Pipeleers

We develop numerical methods for elliptic systems governed by partial segregation constraints, in which three nonnegative components are required to have a vanishing pointwise product throughout the domain. This constraint enforces that at…

Numerical Analysis · Mathematics 2026-03-09 Farid Bozorgnia , Avetik Arakelyan , Vyacheslav Kungurtsev , Jan Valdman

In many linear regression problems, including ill-posed inverse problems in image restoration, the data exhibit some sparse structures that can be used to regularize the inversion. To this end, a classical path is to use $\ell_{12}$ block…

Signal Processing · Electrical Eng. & Systems 2021-10-25 Charles-Alban Deledalle , Nicolas Papadakis , Joseph Salmon , Samuel Vaiter

We describe a method to discretize optimization problems arising in the regularization of linear inverse problem having compact forward operator defined on 3-D valed measures, compactly supported on a fixed set. The criterion is a quadratic…

Optimization and Control · Mathematics 2025-05-05 L Baratchart , D P Hardin , C Villalobos-Guillén

In this paper we treat the numerical approximation of the two-phase parabolic obstacle-like problem: \[\Delta u -u_t=\lambda^+\cdot\chi_{\{u>0\}}-\lambda^-\cdot\chi_{\{u<0\}},\quad (t,x)\in (0,T)\times\Omega,\] where $T < \infty, \lambda^+…

Numerical Analysis · Mathematics 2015-05-12 Avetik Arakelyan

We analyse and improve the volume-penalty method, a simple and versatile way to model objects in fluid flows. The volume-penalty method is a kind of fictitious-domain method that approximates no-slip boundary conditions with rapid linear…

Numerical Analysis · Mathematics 2020-12-09 Eric W. Hester , Geoffrey M. Vasil , Keaton J. Burns

We study a new penalty reformulation of constrained convex optimization based on the softplus penalty function. We develop novel and tight upper bounds on the objective value gap and the violation of constraints for the solutions to the…

Optimization and Control · Mathematics 2023-05-23 Meng Li , Paul Grigas , Alper Atamturk

We use uniform $W^{2,p}$ estimates to obtain corrector results for periodic homogenization problems of the form $A(x/\varepsilon):D^2 u_{\varepsilon} = f$ subject to a homogeneous Dirichlet boundary condition. We propose and rigorously…

Numerical Analysis · Mathematics 2020-06-17 Yves Capdeboscq , Timo Sprekeler , Endre Süli

In this two-part study we develop a unified approach to the analysis of the global exactness of various penalty and augmented Lagrangian functions for finite-dimensional constrained optimization problems. This approach allows one to verify…

Optimization and Control · Mathematics 2018-11-16 M. V. Dolgopolik

Sparse reconstruction approaches using the re-weighted l1-penalty have been shown, both empirically and theoretically, to provide a significant improvement in recovering sparse signals in comparison to the l1-relaxation. However, numerical…

Machine Learning · Statistics 2013-12-06 Dmitry Malioutov , Aleksandr Aravkin

This paper is concerned with a novel deep learning method for variational problems with essential boundary conditions. To this end, we first reformulate the original problem into a minimax problem corresponding to a feasible augmented…

Numerical Analysis · Mathematics 2022-05-10 Jianguo Huang , Haoqin Wang , Tao Zhou

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

A penalization method for a suitable reformulation of the governing equations as a constrained optimization problem provides accurate numerical simulations for large-amplitude travelling water waves in irrotational flows and in flows with…

Fluid Dynamics · Physics 2014-08-12 Adrian Constantin , Konstantinos Kalimeris , Otmar Scherzer

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

Numerical Analysis · Mathematics 2020-01-27 Peter Richtárik , Martin Takáč

An optimal control problem subject to an elliptic obstacle problem is studied. We obtain a numerical approximation of this problem by discretising the PDE obtained via a Moreau--Yosida type penalisation. For the resulting discrete control…

Optimization and Control · Mathematics 2018-10-22 Ahmad Ahmad Ali , Klaus Deckelnick , Michael Hinze

The l1/l2 ratio regularization function has shown good performance for retrieving sparse signals in a number of recent works, in the context of blind deconvolution. Indeed, it benefits from a scale invariance property much desirable in the…

Optimization and Control · Mathematics 2014-11-11 Audrey Repetti , Mai Quyen Pham , Laurent Duval , Emilie Chouzenoux , Jean-Christophe Pesquet

In this work, we introduce a novel strategy for tackling constrained optimization problems through a modified penalty method. Conventional penalty methods convert constrained problems into unconstrained ones by incorporating constraints…

Optimization and Control · Mathematics 2024-09-05 Shilin Ma , Yukun Yue
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