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Inverse optimization describes a process that is the "reverse" of traditional mathematical optimization. Unlike traditional optimization, which seeks to compute optimal decisions given an objective and constraints, inverse optimization…

Optimization and Control · Mathematics 2022-07-28 Timothy C. Y. Chan , Rafid Mahmood , Ian Yihang Zhu

In this work we investigate the practicality of stochastic gradient descent and recently introduced variants with variance-reduction techniques in imaging inverse problems. Such algorithms have been shown in the machine learning literature…

Optimization and Control · Mathematics 2021-01-26 Junqi Tang , Karen Egiazarian , Mohammad Golbabaee , Mike Davies

Model-based computational elasticity imaging of tissues can be posed as solving an inverse problem over finite elements spanning the displacement image. As most existing quasi-static elastography methods count on deterministic formulations…

Image and Video Processing · Electrical Eng. & Systems 2020-10-22 Narges Mohammadi , Marvin M. Doyley , Mujdat Cetin

The theory of convex risk functions has now been well established as the basis for identifying the families of risk functions that should be used in risk averse optimization problems. Despite its theoretical appeal, the implementation of a…

Optimization and Control · Mathematics 2022-07-20 Jonathan Yu-Meng Li

Both for the theoretical and practical treatment of Inverse Problems, the modeling of the noise is a crucial part. One either models the measurement via a deterministic worst-case error assumption or assumes a certain stochastic behavior of…

Probability · Mathematics 2016-04-26 Daniel Gerth , Andreas Hofinger , Ronny Ramlau

A prominent approach to solving combinatorial optimization problems on parallel hardware is Ising machines, i.e., hardware implementations of networks of interacting binary spin variables. Most Ising machines leverage second-order…

Emerging Technologies · Computer Science 2022-12-08 Connor Bybee , Denis Kleyko , Dmitri E. Nikonov , Amir Khosrowshahi , Bruno A. Olshausen , Friedrich T. Sommer

A challenge in high-dimensional inverse problems is developing iterative solvers to find the accurate solution of regularized optimization problems with low computational cost. An important example is computed tomography (CT) where both…

Numerical Analysis · Mathematics 2024-12-16 Alessandro Perelli , Carola-Bibiane Schonlieb , Matthias J. Ehrhardt

Subsampling algorithms for various parametric regression models with massive data have been extensively investigated in recent years. However, all existing studies on subsampling heavily rely on clean massive data. In practical…

Statistics Theory · Mathematics 2025-06-11 Jiangshan Ju , Mingqiu Wang , Shengli Zhao

In this paper we consider a stochastic heavy-ball method for solving linear ill-posed inverse problems. With suitable choices of the step-sizes and the momentum coefficients, we establish the regularization property of the method under {\it…

Numerical Analysis · Mathematics 2024-06-25 Qinian Jin , Yanjun Liu

Optimization problems with the objective function in the form of weighted sum and linear equality constraints are considered. Given that the number of local cost functions can be large as well as the number of constraints, a stochastic…

Optimization and Control · Mathematics 2026-05-26 Nataša Krejić , Nataša Krklec Jerinkić , Sanja Rapajić , Luka Rutešić

In this chapter, we are concerned with inverse optimal control problems, i.e., optimization models which are used to identify parameters in optimal control problems from given measurements. Here, we focus on linear-quadratic optimal control…

Optimization and Control · Mathematics 2023-11-27 Stephan Dempe , Markus Friedemann , Felix Harder , Patrick Mehlitz , Gerd Wachsmuth

Inverse problems are prevalent in numerous scientific and engineering disciplines, where the objective is to determine unknown parameters within a physical system using indirect measurements or observations. The inherent challenge lies in…

Computational Physics · Physics 2025-02-06 Georgios E. Pavlou , Vasiliki Pavlidou , Vagelis Harmandaris

In this paper we study the inference of the kinetic Ising model on sparse graphs by the decimation method. The decimation method, which was first proposed in [Phys. Rev. Lett. 112, 070603] for the static inverse Ising problem, tries to…

Disordered Systems and Neural Networks · Physics 2016-06-30 Aurélien Decelle , Pan Zhang

This article reviews recent inverse statistical-mechanical methodologies that we have devised to optimize interaction potentials in soft matter systems that correspond to stable "target" structures. We are interested in finding the…

Soft Condensed Matter · Physics 2008-11-05 Salvatore Torquato

We propose a novel approach to the inverse Ising problem which employs the recently introduced Density Consistency approximation (DC) to determine the model parameters (couplings and external fields) maximizing the likelihood of given…

Statistical Mechanics · Physics 2021-04-01 Alfredo Braunstein , Giovanni Catania , Luca Dall'Asta , Anna Paola Muntoni

Peak Estimation aims to find the maximum value of a state function achieved by a dynamical system. This problem is non-convex when considering standard Barrier and Density methods for invariant sets, and has been treated heuristically by…

Systems and Control · Electrical Eng. & Systems 2022-01-10 Jared Miller , Didier Henrion , Mario Sznaier

Given a set of observations generated by an optimization process, the goal of inverse optimization is to determine likely parameters of that process. We cast inverse optimization as a form of deep learning. Our method, called deep inverse…

Machine Learning · Computer Science 2018-12-04 Yingcong Tan , Andrew Delong , Daria Terekhov

We consider the problem of recovering elements of a low-dimensional model from under-determined linear measurements. To perform recovery, we consider the minimization of a convex regularizer subject to a data fit constraint. Given a model,…

Signal Processing · Electrical Eng. & Systems 2024-04-22 Yann Traonmilin , Rémi Gribonval , Samuel Vaiter

Combinatorial optimization problems are ubiquitous in industrial applications. However, finding optimal or close-to-optimal solutions can often be extremely hard. Because some of these problems can be mapped to the ground-state search of…

Quantum Physics · Physics 2025-09-04 Junpeng Hou , Amin Barzegar , Helmut G. Katzgraber

In this paper an iterated function system on the space of distribution functions is built. The inverse problem is introduced and studied by convex optimization problems. Some applications of this method to approximation of distribution…

Statistics Theory · Mathematics 2007-06-13 Stefano M. Iacus , Davide La Torre
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