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In this paper, we establish sublinear and linear convergence of fixed point iterations generated by averaged operators in a Hilbert space. Our results are achieved under a bounded H\"older regularity assumption which generalizes the…

Optimization and Control · Mathematics 2018-08-16 Jonathan M. Borwein , Guoyin Li , Matthew K. Tam

We introduce a comprehensive framework for analyzing convergence rates for infinite dimensional linear programming problems (LPs) within the context of the moment-sum-of-squares hierarchy. Our primary focus is on extending the existing…

Optimization and Control · Mathematics 2025-05-09 Corbinian Schlosser , Matteo Tacchi , Alexey Lazarev

We establish linear convergence rates for a certain class of extrapolated fixed point algorithms which are based on dynamic string-averaging methods in a real Hilbert space. This applies, in particular, to the extrapolated simultaneous and…

Optimization and Control · Mathematics 2018-05-11 Christian Bargetz , Victor I. Kolobov , Simeon Reich , Rafał Zalas

We show that the convergence rate of $\ell^1$-regularization for linear ill-posed equations is always $O(\delta)$ if the exact solution is sparse and if the considered operator is injective and weak*-to-weak continuous. Under the same…

Functional Analysis · Mathematics 2017-01-16 Jens Flemming , Daniel Gerth

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…

Numerical Analysis · Mathematics 2015-06-04 Klaus Frick , Markus Grasmair

This paper studies the learning of linear operators between infinite-dimensional Hilbert spaces. The training data comprises pairs of random input vectors in a Hilbert space and their noisy images under an unknown self-adjoint linear…

Statistics Theory · Mathematics 2023-05-12 Maarten V. de Hoop , Nikola B. Kovachki , Nicholas H. Nelsen , Andrew M. Stuart

In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…

Statistics Theory · Mathematics 2007-06-13 Ana K. Fermin , Carenne Ludena

This paper considers the inversion of ill-posed linear operators. To regularise the problem the solution is enforced to lie in a non-convex subset. Theoretical properties for the stable inversion are derived and an iterative algorithm akin…

Numerical Analysis · Mathematics 2009-11-30 Thomas Blumensath

In the framework of a real Hilbert space we consider the problem of approaching solutions to a class of hierarchical variational inequality problems, subsuming several other problem classes including certain mathematical programs under…

Optimization and Control · Mathematics 2026-01-27 Pavel Dvurechensky , Meggie Marschner , Shimrit Shtern , Mathias Staudigl

In this paper we consider a dual gradient method for solving linear ill-posed problems $Ax = y$, where $A : X \to Y$ is a bounded linear operator from a Banach space $X$ to a Hilbert space $Y$. A strongly convex penalty function is used in…

Numerical Analysis · Mathematics 2022-06-16 Qinian Jin

In this article a unified approach to iterative soft-thresholding algorithms for the solution of linear operator equations in infinite dimensional Hilbert spaces is presented. We formulate the algorithm in the framework of generalized…

Functional Analysis · Mathematics 2010-10-26 Kristian Bredies , Dirk A. Lorenz

The goal of this work is to obtain optimal rates for the convergence problem in mean field control. Our analysis covers cases where the solutions to the limiting problem may not be unique nor stable. Equivalently the value function of the…

Optimization and Control · Mathematics 2023-05-16 Samuel Daudin , François Delarue , Joe Jackson

In this paper we consider new regularization methods for linear inverse problems of dynamic type. These methods are based on dynamic programming techniques for linear quadratic optimal control problems. Two different approaches are…

Numerical Analysis · Mathematics 2021-01-26 S. Kindermann , A. Leitao

We present a systematic study on the linear convergence rates of the powers of (real or complex) matrices. We derive a characterization when the optimal convergence rate is attained. This characterization is given in terms of…

Optimization and Control · Mathematics 2014-07-03 Heinz H. Bauschke , J. Y. Bello Cruz , Tran T. A. Nghia , Hung M. Phan , Xianfu Wang

In this paper we apply the stochastic variance reduced gradient (SVRG) method, which is a popular variance reduction method in optimization for accelerating the stochastic gradient method, to solve large scale linear ill-posed systems in…

Numerical Analysis · Mathematics 2024-03-20 Qinian Jin , Liuhong Chen

We establish higher order convergence rates in the theory of periodic homogenization of both linear and fully nonlinear uniformly elliptic equations of non-divergence form. The rates are achieved by involving higher order correctors which…

Analysis of PDEs · Mathematics 2017-01-13 Sunghan Kim , Ki-Ahm Lee

We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…

Numerical Analysis · Mathematics 2023-08-22 J Droniou , R Eymard , T Gallouët , C Guichard , R Herbin

The $\ell_p$ regularization problem with $0< p< 1$ has been widely studied for finding sparse solutions of linear inverse problems and gained successful applications in various mathematics and applied science fields. The proximal gradient…

Optimization and Control · Mathematics 2017-08-24 Yaohua Hu , Chong Li , Kaiwen Meng , Xiaoqi Yang

Based on the powerful tool of variational inequalities, in recent papers convergence rates results on $\ell^1$-regularization for ill-posed inverse problems have been formulated in infinite dimensional spaces under the condition that the…

Functional Analysis · Mathematics 2015-05-18 Jens Flemming , Bernd Hofmann , Ivan Veselic

Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…

Optimization and Control · Mathematics 2022-10-31 Alberto De Marchi