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Over the fast few years, the numerical success of the generalized alternating direction method of multipliers (GADMM) proposed by Eckstein \& Bertsekas [Math. Prog., 1992] has inspired intensive attention in analyzing its theoretical…

Optimization and Control · Mathematics 2022-06-09 Han Wang , Peili Li , Yunhai Xiao

This paper addresses the task of learning convex regularizers to guide the reconstruction of images from limited data. By imposing that the reconstruction be amplitude-equivariant, we narrow down the class of admissible functionals to those…

Machine Learning · Statistics 2026-01-19 Michael Unser , Stanislas Ducotterd

The convergence rate is analyzed for the SpaSRA algorithm (Sparse Reconstruction by Separable Approximation) for minimizing a sum $f (\m{x}) + \psi (\m{x})$ where $f$ is smooth and $\psi$ is convex, but possibly nonsmooth. It is shown that…

Optimization and Control · Mathematics 2009-12-10 William Hager , Dzung Phan , Hongchao Zhang

We consider the variational reconstruction framework for inverse problems and propose to learn a data-adaptive input-convex neural network (ICNN) as the regularization functional. The ICNN-based convex regularizer is trained adversarially…

The numerical properties of algorithms for finding the intersection of sets depend to some extent on the regularity of the sets, but even more importantly on the regularity of the intersection. The alternating projection algorithm of von…

Optimization and Control · Mathematics 2018-09-24 D. Russell Luke

We consider the problem of demixing a sequence of source signals from the sum of noisy bilinear measurements. It is a generalized mathematical model for blind demixing with blind deconvolution, which is prevalent across the areas of…

Information Theory · Computer Science 2018-10-17 Jialin Dong , Yuanming Shi

In the present paper, the following convexity principle is proved: any closed convex multifunction, which is metrically regular in a certain uniform sense near a given point, carries small balls centered at that point to convex sets, even…

Optimization and Control · Mathematics 2015-04-13 Amos Uderzo

We employ stabilization methods and second order Poincar\'e inequalities to establish rates of multivariate normal convergence for a large class of vectors $(H_s^{(1)},...,H_s^{(m)})$, $s \geq 1$, of statistics of marked Poisson processes…

Probability · Mathematics 2021-03-02 Matthias Schulte , J. E. Yukich

Semi-inner-products in the sense of Lumer are extended to convex functionals. This yields a Hilbert-space like structure to convex functionals in Banach spaces. In particular, a general expression for semi-inner-products with respect to one…

Numerical Analysis · Mathematics 2015-11-17 Guy Gilboa

A Coefficient Inverse Problem for the radiative transport equation is considered. The globally convergent numerical method, the so-called convexification, is developed. For the first time, the viscosity solution is considered for a boundary…

Numerical Analysis · Mathematics 2023-03-17 Michael V. Klibanov , Jingzhi Li , Zhipeng Yang

We solve the problem of best approximation by partial isometries of given rank to an arbitrary rectangular matrix, when the distance is measured in any unitarily invariant norm. In the case where the norm is strictly convex, we parametrize…

Functional Analysis · Mathematics 2016-11-08 Jorge Antezana , Eduardo Chiumiento

We consider the problem of minimizing the sum of an average function of a large number of smooth convex components and a general, possibly non-differentiable, convex function. Although many methods have been proposed to solve this problem…

Optimization and Control · Mathematics 2019-01-01 Le Thi Khanh Hien , Cuong V. Nguyen , Huan Xu , Canyi Lu , Jiashi Feng

Recent years have seen a flurry of activities in designing provably efficient nonconvex procedures for solving statistical estimation problems. Due to the highly nonconvex nature of the empirical loss, state-of-the-art procedures often…

Machine Learning · Computer Science 2020-06-09 Cong Ma , Kaizheng Wang , Yuejie Chi , Yuxin Chen

We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…

Numerical Analysis · Mathematics 2015-03-19 Adam M. Oberman

In the context of image processing, given a $k$-th order, homogeneous and linear differential operator with constant coefficients, we study a class of variational problems whose regularizing terms depend on the operator. Precisely, the…

Numerical Analysis · Mathematics 2022-11-15 Valerio Pagliari , Kostas Papafitsoros , Bogdan Raiţă , Andreas Vikelis

The logarithmic divergence is an extension of the Bregman divergence motivated by optimal transport and a generalized convex duality, and satisfies many remarkable properties. Using the geometry induced by the logarithmic divergence, we…

Optimization and Control · Mathematics 2022-09-08 Amanjit Singh Kainth , Ting-Kam Leonard Wong , Frank Rudzicz

In this paper we study a variational problem in the space of functions of bounded Hessian. Our model constitutes a straightforward higher-order extension of the well known ROF functional (total variation minimisation) to which we add a…

Numerical Analysis · Mathematics 2013-08-09 Konstantinos Papafitsoros , Carola-Bibiane Schönlieb

This article details a general numerical framework to approximate so-lutions to linear programs related to optimal transport. The general idea is to introduce an entropic regularization of the initial linear program. This regularized…

Numerical Analysis · Mathematics 2014-12-17 Jean-David Benamou , Guillaume Carlier , Marco Cuturi , Luca Nenna , Gabriel Peyré

We consider the minimization of composite objective functions composed of the expectation of quadratic functions and an arbitrary convex function. We study the stochastic dual averaging algorithm with a constant step-size, showing that it…

Optimization and Control · Mathematics 2017-02-22 Nicolas Flammarion , Francis Bach

A generalized conditional gradient method for minimizing the sum of two convex functions, one of them differentiable, is presented. This iterative method relies on two main ingredients: First, the minimization of a partially linearized…

Optimization and Control · Mathematics 2021-10-01 Karl Kunisch , Daniel Walter