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We propose a Projected Proximal Point Algorithm (ProPPA) for solving a class of optimization problems. The algorithm iteratively computes the proximal point of the last estimated solution projected into an affine space which itself is…

Machine Learning · Computer Science 2015-03-20 Ranch Y. Q. Lai , Pong C. Yuen

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

The paper presents complexity results and performance guaranties for a family of approximation algorithms for an optimisation problem arising in software testing and manufacturing. The problem is formulated as a partitioning of a set where…

Data Structures and Algorithms · Computer Science 2022-12-13 Yakov Zinder , Bertrand M. T. Lin , Joanna Berlińska

Based on a reduction processing, we rewrite a hypergeometric term as the sum of the difference of a hypergeometric term and a reduced hypergeometric term (the reduced part, in short). We show that when the initial hypergeometric term has a…

Combinatorics · Mathematics 2019-07-23 Qing-Hu Hou , Yan-Ping Mu , Doron Zeilberger

An eigenfunction method is applied to reduce the regular projective representations (Reps) of finite groups to obtain their irreducible projective Reps. Anti-unitary groups are treated specially, where the decoupled factor systems and…

Strongly Correlated Electrons · Physics 2017-12-19 Jian Yang , Zheng-Xin Liu

In applications throughout science and engineering one is often faced with the challenge of solving an ill-posed inverse problem, where the number of available measurements is smaller than the dimension of the model to be estimated. However…

Optimization and Control · Mathematics 2012-10-30 Venkat Chandrasekaran , Benjamin Recht , Pablo A. Parrilo , Alan S. Willsky

Neural networks allow solving many ill-posed inverse problems with unprecedented performance. Physics informed approaches already progressively replace carefully hand-crafted reconstruction algorithms in real applications. However, these…

Machine Learning · Computer Science 2023-12-19 Alban Gossard , Pierre Weiss

This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…

Numerical Analysis · Mathematics 2020-08-12 Rishi Advani , Madison Crim , Sean O'Hagan

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

Composite minimization involves a collection of smooth functions which are aggregated in a nonsmooth manner. In the convex setting, we design an algorithm by linearizing each smooth component in accordance with its main curvature. The…

Optimization and Control · Mathematics 2019-03-26 Jérôme Bolte , Zheng Chen , Edouard Pauwels

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective…

Optimization and Control · Mathematics 2015-02-03 Julien Mairal

In this paper, we study a family of non-convex and possibly non-smooth inf-projection minimization problems, where the target objective function is equal to minimization of a joint function over another variable. This problem include…

Machine Learning · Computer Science 2020-07-15 Yan Yan , Yi Xu , Lijun Zhang , Xiaoyu Wang , Tianbao Yang

In a recent paper an Inexact Restoration method for solving continuous constrained optimization problems was analyzed from the point of view of worst-case functional complexity and convergence. On the other hand, the Inexact Restoration…

Optimization and Control · Mathematics 2023-09-20 L. F. Bueno , F. Larreal , J. M. Martínez

In this paper, we study the minimax rates and provide an implementable convex algorithm for Poisson inverse problems under weak sparsity and physical constraints. In particular we assume the model $y_i \sim \mbox{Poisson}(Ta_i^{\top}f^*)$…

Statistics Theory · Mathematics 2017-12-19 Yuan Li , Garvesh Raskutti

We study the convergence properties of an alternating proximal minimization algorithm for nonconvex structured functions of the type: $L(x,y)=f(x)+Q(x,y)+g(y)$, where $f:\R^n\rightarrow\R\cup{+\infty}$ and $g:\R^m\rightarrow\R\cup{+\infty}$…

Optimization and Control · Mathematics 2013-01-23 Hedy Attouch , Jerome Bolte , Patrick Redont , Antoine Soubeyran

Low-rank inducing unitarily invariant norms have been introduced to convexify problems with low-rank/sparsity constraint. They are the convex envelope of a unitary invariant norm and the indicator function of an upper bounding rank…

Optimization and Control · Mathematics 2022-02-17 Christian Grussler , Pontus Giselsson

Solving inverse problems with iterative algorithms is popular, especially for large data. Due to time constraints, the number of possible iterations is usually limited, potentially affecting the achievable accuracy. Given an error one is…

Numerical Analysis · Computer Science 2018-02-16 Raja Giryes , Yonina C. Eldar , Alex M. Bronstein , Guillermo Sapiro

A previous study analyzed the convergence of probability densities for forward and inverse problems when a sequence of approximate maps between model inputs and outputs converges in $L^\infty$. This work generalizes the analysis to cases…

Probability · Mathematics 2020-01-14 Troy Butler , Tim Wildey , Wenjuan Zhang

We present a novel approach for the inverse problem in electrical impedance tomography based on regularized quadratic regression. Our contribution introduces a new formulation for the forward model in the form of a nonlinear integral…

Geophysics · Physics 2012-05-29 Nick Polydorides , Alireza Aghasi , Eric L. Miller

Ill-posed linear inverse problems appear in many scientific setups, and are typically addressed by solving optimization problems, which are composed of data fidelity and prior terms. Recently, several works have considered a back-projection…

Optimization and Control · Mathematics 2021-08-10 Tom Tirer , Raja Giryes
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