Related papers: Combining fast inertial dynamics for convex optimi…
In this paper, we study a bilinear saddle point problem of the form $\min_{x}\max_{y} F(x) + \langle Ax, y \rangle - G(y)$, where $F$ and $G$ are $\mu_F$- and $\mu_G$-strongly convex functions, respectively. By incorporating Nesterov…
We study the behaviour of Tikhonov regularisation on topological spaces with multiple regularisation terms. The main result of the paper shows that multi-parameter regularisation is well-posed in the sense that the results depend…
In this paper we propose a unified two-phase scheme for convex optimization to accelerate: (1) the adaptive cubic regularization methods with exact/inexact Hessian matrices, and (2) the adaptive gradient method, without any knowledge of the…
We study, the Regularity of the Timoshenko system with two fractional dampings $(-\Delta)^\tau u_t$ and $(-\Delta)^\sigma \psi_t$; both of the parameters $(\tau, \sigma)$ vary in the interval $[0,1]$. We note that ($\tau=0$ or $\sigma=0$)…
We study the convergence rate of Sinkhorn's algorithm for solving entropy-regularized optimal transport problems when at least one of the probability measures, $\mu$, admits a density over $\mathbb{R}^d$. For a semi-concave cost function…
For an arbitrary self-adjoint operator $B$ in a Hilbert space $H$, we present direct and inverse theorems establishing the relationship between the degree of smoothness of a vector $x \in H$ with respect to the operator $B$, the rate of…
We study the convergence analysis of continuous-time dynamical systems associated with optimization methods for strongly convex functions. Recent works have proposed systematic constructions of Lyapunov functions for such analysis, while…
We propose a framework to use Nesterov's accelerated method for constrained convex optimization problems. Our approach consists of first reformulating the original problem as an unconstrained optimization problem using a continuously…
In this paper, we derive a Fast Reflected Forward-Backward (Fast RFB) algorithm to solve the problem of finding a zero of the sum of a maximally monotone operator and a monotone and Lipschitz continuous operator in a real Hilbert space. Our…
We consider abstract operator equations $Fu=y$, where $F$ is a compact linear operator between Hilbert spaces $U$ and $V$, which are function spaces on \emph{closed, finite dimensional Riemannian manifolds}, respectively. This setting is of…
We modify Nesterov's constant step gradient method for strongly convex functions with Lipschitz continuous gradient described in Nesterov's book. Nesterov shows that $f(x_k) - f^* \leq L \prod_{i=1}^k (1 - \alpha_k) \| x_0 - x^* \|_2^2$…
This paper is concerned with the convergence of a series associated with a certain version of the convexification method. That version has been recently developed by the research group of the first author for solving coefficient inverse…
Second-order continuous-time dissipative dynamical systems with viscous and Hessian driven damping have inspired effective first-order algorithms for solving convex optimization problems. While preserving the fast convergence properties of…
In this paper we study a Tikhonov-type method for ill-posed nonlinear operator equations $\gdag = F(\udag)$ where $\gdag$ is an integrable, non-negative function. We assume that data are drawn from a Poisson process with density $t\gdag$…
We study first-order methods for convex optimization problems with functions $f$ satisfying the recently proposed $\ell$-smoothness condition $||\nabla^{2}f(x)|| \le \ell\left(||\nabla f(x)||\right),$ which generalizes the $L$-smoothness…
We study the long-time dynamics of a bulk-surface convective Cahn--Hilliard system describing phase separation processes with bulk-surface interaction. The presence of convection terms leads to a non-autonomous dynamical system and prevents…
We study the optimal rate of convergence in periodic homogenization of the viscous Hamilton-Jacobi equation $u^\varepsilon_t + H(\frac{x}{\varepsilon},Du^\varepsilon) = \varepsilon \Delta u^\varepsilon$ in $\mathbb R^n\times (0,\infty)$…
We describe a family of descent algorithms which generalizes common existing schemes used in applications such as neural network training and more broadly for optimization of smooth functions--potentially for global optimization, or as a…
This paper studies the continuous-time dynamics of primal-dual algorithms for linearly constrained convex optimization problems and provides a quantitative convergence analysis using the Lyapunov functions. With the growing prevalence of…
Physical models often contain unknown functions and relations. In order to gain more insights into the nature of physical processes, these unknown functions have to be identified or reconstructed. Mathematically, we can formulate this…