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A local convergence rate is established for an orthogonal collocation method based on Gauss quadrature applied to an unconstrained optimal control problem. If the continuous problem has a sufficiently smooth solution and the Hamiltonian…

Optimization and Control · Mathematics 2016-07-12 William W. Hager , Hongyan Hou , Anil V. Rao

In this paper, a new optimization framework is defined that includes the optimization framework recently proposed in [1]-[2] as a special case. The convex optimization in [1]-[2] includes centralized optimization and distributed…

Systems and Control · Electrical Eng. & Systems 2019-11-26 S. Sh. Alaviani

In this paper, we propose a descent method for composite optimization problems with linear operators. Specifically, we first design a structure-exploiting preconditioner tailored to the linear operator so that the resulting preconditioned…

Optimization and Control · Mathematics 2026-03-20 Jian Chen , Xinmin Yang

The unit-modulus least squares (UMLS) problem has a wide spectrum of applications in signal processing, e.g., phase-only beamforming, phase retrieval, radar code design, and sensor network localization. Scalable first-order methods such as…

Optimization and Control · Mathematics 2022-07-04 Trung Vu , Raviv Raich , Xiao Fu

A popular method for finding the projection onto the intersection of two closed convex subsets in Hilbert space is Dykstra's algorithm. In this paper, we provide sufficient conditions for Dykstra's algorithm to converge rapidly, in finitely…

Optimization and Control · Mathematics 2020-01-22 Heinz H. Bauschke , Regina S. Burachik , Daniel B. Herman , C. Yalcin Kaya

This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…

Optimization and Control · Mathematics 2026-05-28 Yizun Lin , Jian-Feng Cai , Zhao-Rong Lai , Cheng Li

We consider the efficient minimization of a nonlinear, strictly convex functional with $\ell_1$-penalty term. Such minimization problems appear in a wide range of applications like Tikhonov regularization of (non)linear inverse problems…

Optimization and Control · Mathematics 2016-04-12 Esther Hans , Thorsten Raasch

Computing the rate-distortion function for continuous sources is commonly regarded as a standard continuous optimization problem. When numerically addressing this problem, a typical approach involves discretizing the source space and…

Information Theory · Computer Science 2024-05-02 Lingyi Chen , Shitong Wu , Wenyi Zhang , Huihui Wu , Hao Wu

We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…

Numerical Analysis · Mathematics 2018-03-06 Michael Griebel , Peter Oswald

This paper deals with a bilevel approach of the location-allocation problem with dimensional facilities. We present a general model that allows us to consider very general shapes of domains for the dimensional facilities and we prove the…

Optimization and Control · Mathematics 2018-06-27 Lina Mallozzi , Justo Puerto , Moisés Rodríguez-Madrena

This paper is devoted to general nonconvex problems of multiobjective optimization in Hilbert spaces. Based on Mordukhovich's limiting subgradients, we define a new notion of Pareto critical points for such problems, establish necessary…

Optimization and Control · Mathematics 2024-03-18 G. C. Bento , J. X. Cruz Neto , J. O. Lopes , B. S. Mordukhovich , P. R. Silva Filho

Given two arbitrary closed sets in Euclidean space, a simple transversality condition guarantees that the method of alternating projections converges locally, at linear rate, to a point in the intersection. Exact projection onto nonconvex…

Optimization and Control · Mathematics 2018-11-06 Dmitriy Drusvyatskiy , Adrian S. Lewis

This paper considers the distributed smooth optimization problem in which the objective is to minimize a global cost function formed by a sum of local smooth cost functions, by using local information exchange. The standard assumption for…

Optimization and Control · Mathematics 2019-09-10 Xinlei Yi , Shengjun Zhang , Tao Yang , Karl H. Johansson , Tianyou Chai

Recent quasi-optimal error estimates for the finite element approximation of total-variation regularized minimization problems require the existence of a Lipschitz continuous dual solution. We discuss the validity of this condition and…

Numerical Analysis · Mathematics 2021-06-28 Sören Bartels , Robert Tovey , Friedrich Wassmer

We consider different concepts of well-posedness and ill-posedness and their relations for solving nonlinear and linear operator equations in Hilbert spaces. First, the concepts of Hadamard and Nashed are recalled which are appropriate for…

Numerical Analysis · Mathematics 2017-09-06 Bernd Hofmann , Robert Plato

For approximately solving linear ill-posed problems in Hilbert spaces, we investigate the regularization properties of the aggregation method and the RatCG method. These recent algorithms use previously calculated solutions of Tikhonov…

Numerical Analysis · Mathematics 2026-01-16 Stefan Kindermann

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

In this paper we consider a problem, called convex projection, of projecting a convex set onto a subspace. We will show that to a convex projection one can assign a particular multi-objective convex optimization problem, such that the…

Optimization and Control · Mathematics 2021-10-18 Gabriela Kováčová , Birgit Rudloff

A novel approach is introduced to a very widely occurring problem, providing a complete, explicit resolution of it: minimisation of a convex quadratic under a general quadratic, equality or inequality, constraint. Completeness comes via…

Optimization and Control · Mathematics 2017-07-21 Casper Albers , Frank Critchley , John Gower

The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…

Numerical Analysis · Mathematics 2020-08-05 Ken'ichiro Tanaka , Alexis Akira Toda
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