Related papers: On adaptive discretization schemes for the regular…
We study the inverse conductivity problem with discontinuous conductivities. We consider, simultaneously, a regularisation and a discretisation for a variational approach to solve the inverse problem. We show that, under suitable choices of…
We study the application of the Augmented Lagrangian Method to the solution of linear ill-posed problems. Previously, linear convergence rates with respect to the Bregman distance have been derived under the classical assumption of a…
We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…
This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…
In this paper, we consider effective discretization strategies and iterative solvers for nonlinear PDE-constrained optimization models for pattern evolution within biological processes. Upon a Sequential Quadratic Programming linearization…
In this paper, the elliptic PDE-constrained optimization problem with box constraints on the control is studied. To numerically solve the problem, we apply the 'optimize-discretize-optimize' strategy. Specifically, the alternating direction…
We study the existence and uniqueness of solutions of a nonlinear integro-differential problem which we reformulate introducing the notion of the decreasing rearrangement of the solution. A dimensional reduction of the problem is obtained…
In this article we investigate an inexact iterative regularization method based on generalized Bregman distances of an optimal control problem with control constraints. We show robustness and convergence of the inexact Bregman method under…
This paper investigates using the conjugate gradient iterative solver for ill-posed problems. We show that preconditioner and Tikhonov-regularization work in conjunction. In particular when they employ the same symmetric positive…
The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…
We consider a linear-quadratic elliptic optimal control problem with point evaluations of the state variable in the cost functional. The state variable is discretized by conforming linear finite elements. For control discretization, three…
In this contribution, we are concerned with model order reduction in the context of iterative regularization methods for the solution of inverse problems arising from parameter identification in elliptic partial differential equations. Such…
In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…
A number of regularization methods for discrete inverse problems consist in considering weighted versions of the usual least square solution. However, these so-called filter methods are generally restricted to monotonic transformations,…
We study two-stage stochastic optimization problems with random recourse, where the adaptive decisions are multiplied with the uncertain parameters in both the objective function and the constraints. To mitigate the computational…
We consider the hedging error of a derivative due to discrete trading in the presence of a drift in the dynamics of the underlying asset. We suppose that the trader wishes to find rebalancing times for the hedging portfolio which enable him…
A numerical algorithm for regularization of the solution of the source problem for the diffusion-logistic model based on information about the process at fixed moments of time of integral type has been developed. The peculiarity of the…
In this paper we consider a general, challenging distributed optimization set-up arising in several important network control applications. Agents of a network want to minimize the sum of local cost functions, each one depending on a local…
We prove existence of strong solutions to a family of some semilinear parabolic free boundary problems by means of elliptic regularization. Existence of solutions is obtained in two steps: we first show some uniform energy estimates and…
In this paper, we will present advanced discretization methods for solving retarded potential integral equations. We employ a $C^{\infty}$-partition of unity method in time and a conventional boundary element method for the spatial…