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In this paper, we consider a non-convex problem which is the sum of $\ell_0$-norm and a convex smooth function under box constraint. We propose one proximal iterative hard thresholding type method with extrapolation step used for…

Optimization and Control · Mathematics 2018-01-03 Xue Zhang , Xiaoqun Zhang

Spectral methods of moments provide a powerful tool for learning the parameters of latent variable models. Despite their theoretical appeal, the applicability of these methods to real data is still limited due to a lack of robustness to…

Machine Learning · Statistics 2018-10-18 Matteo Ruffini , Guillaume Rabusseau , Borja Balle

For solving linear ill-posed problems regularization methods are required when the right hand side is with some noise. In the present paper regularized solutions are obtained by implicit iteration methods in Hilbert scales. % By exploiting…

Numerical Analysis · Mathematics 2015-05-20 Qinian Jin , Ulrich Tautenhahn

In this paper, we introduce a type of tensor neural network based machine learning method to solve elliptic multiscale problems. Based on the special structure, we can do the direct and highly accurate high dimensional integrations for the…

Numerical Analysis · Mathematics 2024-03-26 Zhongshuo Lin , Haochen Liu , Hehu Xie

We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…

Numerical Analysis · Mathematics 2020-03-31 S. Armstrong , A. Hannukainen , T. Kuusi , J. -C. Mourrat

This work presents a general framework for solving the low rank and/or sparse matrix minimization problems, which may involve multiple non-smooth terms. The Iteratively Reweighted Least Squares (IRLS) method is a fast solver, which smooths…

Machine Learning · Computer Science 2015-06-18 Canyi Lu , Zhouchen Lin , Shuicheng Yan

We present a fully iterative adaptive algorithm for the numerical minimization of strongly convex energy functionals in Hilbert spaces. The proposed approach, which we first present in abstract form, generates a hierarchical sequence of…

Numerical Analysis · Mathematics 2026-02-26 Raphael Leu , Thomas P. Wihler

The paper suggests a preconditioning type method for fast solving of elliptic equations with oscillating quasiperiodic coefficients $A_\epsilon$ specified by the small parameter $\epsilon>0$. We use an iteration method generated by an…

Numerical Analysis · Mathematics 2015-10-02 Boris N. Khoromskij , Sergey I. Repin

Low-rank tensor methods for the approximate solution of second-order elliptic partial differential equations in high dimensions have recently attracted significant attention. A critical issue is to rigorously bound the error of such…

Numerical Analysis · Mathematics 2014-12-15 Markus Bachmayr , Wolfgang Dahmen

We present a novel method called TESALOCS (TEnsor SAmpling and LOCal Search) for multidimensional optimization, combining the strengths of gradient-free discrete methods and gradient-based approaches. The discrete optimization in our method…

Optimization and Control · Mathematics 2025-05-20 Konstantin Sozykin , Andrei Chertkov , Anh-Huy Phan , Ivan Oseledets , Gleb Ryzhakov

We propose a framework of genetic algorithms which use multi-level hierarchies to solve an optimization problem by searching over the space of simpler objective functions. We solve a variant of Travelling Salesman Problem called…

Neural and Evolutionary Computing · Computer Science 2019-08-06 Harshavardhan Kamarthi , Kousik Krishnan

This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and…

Optimization and Control · Mathematics 2008-10-21 Jian-Feng Cai , Emmanuel J. Candes , Zuowei Shen

This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…

Numerical Analysis · Mathematics 2024-04-24 Fatemeh P. A. Beik , Michele Benzi , Mehdi Najafi-Kalyani

We study $\ell^1$ regularized least squares optimization problem in a separable Hilbert space. We show that the iterative soft-thresholding algorithm (ISTA) converges linearly, without making any assumption on the linear operator into play…

Optimization and Control · Mathematics 2017-12-04 Guillaume Garrigos , Lorenzo Rosasco , Silvia Villa

We propose a new iterative algorithm for generating a subset of eigenvalues and eigenvectors of large matrices which generalizes the method of optimal relaxations. We also give convergence criteria for the iterative process, investigate its…

General Physics · Physics 2009-11-07 F. Andreozzi , A. Porrino , N. Lo Iudice

Tensor classification has become increasingly crucial in statistics and machine learning, with applications spanning neuroimaging, computer vision, and recommendation systems. However, the high dimensionality of tensors presents significant…

Methodology · Statistics 2024-09-24 Elynn Chen , Yuefeng Han , Jiayu Li

Iterative hard thresholding (IHT) is a projected gradient descent algorithm, known to achieve state of the art performance for a wide range of structured estimation problems, such as sparse inference. In this work, we consider IHT as a…

Machine Learning · Statistics 2020-02-03 Jacky Y. Zhang , Rajiv Khanna , Anastasios Kyrillidis , Oluwasanmi Koyejo

Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems…

Numerical Analysis · Mathematics 2016-01-08 Daniel Kressner , André Uschmajew

We consider an iteration method for solving an elliptic type boundary value problem $\mathcal{A} u=f$, where a positive definite operator $\mathcal{A}$ is generated by a quasi--periodic structure with rapidly changing coefficients (typical…

Numerical Analysis · Mathematics 2017-01-03 B. Khoromskij , S. Repin

We study the approximation of high-dimensional rank one tensors using point evaluations and consider deterministic as well as randomized algorithms. We prove that for certain parameters (smoothness and norm of the $r$th derivative) this…

Numerical Analysis · Mathematics 2014-12-03 Erich Novak , Daniel Rudolf