Related papers: Combining fast inertial dynamics for convex optimi…

We consider the dynamical system \begin{equation*}\left\{ \begin{array}{ll} v(t)\in\partial\phi(x(t))\\ \lambda\dot x(t) + \dot v(t) + v(t) + \nabla \psi(x(t))=0, \end{array}\right.\end{equation*} where $\phi:\R^n\to\R\cup\{+\infty\}$ is a…

We consider a class of infinite-dimensional singular stochastic control problems. These can be thought of as spatial monotone follower problems and find applications in spatial models of production and climate transition. Let…

In this paper we derive higher order convergence rates in terms of the Bregman distance for Tikhonov like convex regularisation for linear operator equations on Banach spaces. The approach is based on the idea of variational inequalities,…

First order optimization algorithms play a major role in large scale machine learning. A new class of methods, called adaptive algorithms, were recently introduced to adjust iteratively the learning rate for each coordinate. Despite great…

We consider the problem of minimizing a smooth convex function by reducing the optimization to computing the Nash equilibrium of a particular zero-sum convex-concave game. Zero-sum games can be solved using online learning dynamics, where a…

We study the application of Tikhonov regularization to ill-posed nonlinear operator equations. The objective of this work is to prove low order convergence rates for the discrepancy principle under low order source conditions of logarithmic…

We consider a statistical inverse learning problem, where the task is to estimate a function $f$ based on noisy point evaluations of $Af$, where $A$ is a linear operator. The function $Af$ is evaluated at i.i.d. random design points $u_n$,…

We derive efficient algorithms to compute weakly Pareto optimal solutions for smooth, convex and unconstrained multiobjective optimization problems in general Hilbert spaces. To this end, we define a novel inertial gradient-like dynamical…

We consider the nonstationary iterated Tikhonov regularization in Banach spaces which defines the iterates via minimization problems with uniformly convex penalty term. The penalty term is allowed to be non-smooth to include $L^1$ and total…

Conditional stability estimates are a popular tool for the regularization of ill-posed problems. A drawback in particular under nonlinear operators is that additional regularization is needed for obtaining stable approximate solutions if…

In the paper, we study the convergence analysis of Tikhonov regularization in finding a zero of a maximal monotone operator using the notion of R-continuity. Applications to convex minimization and DC programming are provided.

We propose an unconstrained optimization method based on the well-known primal-dual hybrid gradient (PDHG) algorithm. We first formulate the optimality condition of the unconstrained optimization problem as a saddle point problem. We then…

In this work we develop and analyze an adaptive finite element method for efficiently solving electrical impedance tomography -- a severely ill-posed nonlinear inverse problem for recovering the conductivity from boundary voltage…

We study the behavior of first-order methods applied to a lower-unbounded convex function $f$, i.e., $\inf f = -\infty$. Such a setting has received little attention since the trajectories of gradient descent and Nesterov's accelerated…

In this paper, we approach the problem of finding the zeros of the sum of a maximally monotone operator and a monotone and Lipschitz continuous one in a real Hilbert space via an implicit forward-backward-forward dynamical system with…

Tikhonov regularization is one of the most commonly used methods of regularization of ill-posed problems. In the setting of finite element solutions of elliptic partial differential control problems, Tikhonov regularization amounts to…

We study measure-valued solutions of the inhomogeneous continuity equation $\partial_t \rho_t + {\rm div}(v\rho_t) = g \rho_t$ where the coefficients $v$ and $g$ are of low regularity. A new superposition principle is proven for positive…

In a Hilbert setting, we introduce a new dynamical system and associated algorithms for solving monotone inclusions by rapid methods. Given a maximal monotone operator $A$, the evolution is governed by the time dependent operator $I -(I +…

In this paper we propose new numerical algorithms in the setting of unconstrained optimization problems and we study the rate of convergence in the iterates of the objective function. Furthermore, our algorithms are based upon splitting and…

The analysis of Tikhonov regularization for nonlinear ill-posed equations with smoothness promoting penalties is an important topic in inverse problem theory. With focus on Hilbert scale models, the case of oversmoothing penalties, i.e.,…