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Imaging systems are inherently prone to aberrations. We present an optimization method to design two-dimensional freeform reflectors that minimize aberrations for various parallel ray beams incident on the optical system. We iteratively…

The full approximation storage (FAS) scheme is a widely used multigrid method for nonlinear problems. In this paper, a new framework to design and analyze FAS-like schemes for convex optimization problems is developed. The new method, the…

Numerical Analysis · Mathematics 2019-10-22 Long Chen , Xiaozhe Hu , Steven M. Wise

Many applications using large datasets require efficient methods for minimizing a proximable convex function subject to satisfying a set of linear constraints within a specified tolerance. For this task, we present a proximal projection…

Optimization and Control · Mathematics 2024-12-10 Howard Heaton

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

We propose a new family of subgradient- and gradient-based methods which converges with optimal complexity for convex optimization problems whose feasible region is simple enough. This includes cases where the objective function is…

Optimization and Control · Mathematics 2016-08-19 Masaru Ito , Mituhiro Fukuda

We consider the following geometric optics problem: Construct a system of two reflectors which transforms a spherical wavefront generated by a point source into a beam of parallel rays. This beam has a prescribed intensity distribution. We…

Analysis of PDEs · Mathematics 2015-05-13 Tilmann Glimm

To precondition a large and sparse linear system, two direct methods for approximate factoring of the inverse are devised. The algorithms are fully parallelizable and appear to be more robust than the iterative methods suggested for the…

Numerical Analysis · Mathematics 2012-08-20 Mikko Byckling , Marko Huhtanen

The Peaceman-Rachford splitting method is efficient for minimizing a convex optimization problem with a separable objective function and linear constraints. However, its convergence was not guaranteed without extra requirements. He {\it et…

Optimization and Control · Mathematics 2022-09-27 Yan Gu , Bo Jiang , Deren Han

The Douglas-Rachford algorithm is a very popular splitting technique for finding a zero of the sum of two maximally monotone operators. However, the behaviour of the algorithm remains mysterious in the general inconsistent case, i.e., when…

Optimization and Control · Mathematics 2016-04-21 Heinz H. Bauschke , Walaa M. Moursi

Douglas-Rachford method is a splitting algorithm for finding a zero of the sum of two maximal monotone operators. Each of its iterations requires the sequential solution of two proximal subproblems. The aim of this work is to present a…

Optimization and Control · Mathematics 2018-09-10 Benar F. Svaiter

We discuss the Douglas-Rachford algorithm to solve the feasibility problem for two closed sets $A,B$ in $\mathbb{R}^d$. We prove its local convergence to a fixed point when $A,B$ are finite unions of convex sets. We also show that for more…

Optimization and Control · Mathematics 2014-01-27 H. H. Bauschke , D. Noll

We propose a subgradient-based method for finding the maximum feasible subsystem in a collection of closed sets with respect to a given closed set $C$ (MFS$_C$). In this method, we reformulate the MFS$_C$ problem as an $\ell_0$ optimization…

Optimization and Control · Mathematics 2018-05-09 Minglu Ye , Ting Kei Pong

We present an acceleration method for sequences of large-scale linear systems, such as the ones arising from the numerical solution of time-dependent partial differential equations coupled with algebraic constraints. We discuss different…

Numerical Analysis · Mathematics 2024-03-29 Margherita Guido , Daniel Kressner , Paolo Ricci

Demiclosedness principles are powerful tools in the study of convergence of iterative methods. For instance, a multi-operator demiclosedness principle for firmly nonexpansive mappings is useful in obtaining simple and transparent arguments…

Optimization and Control · Mathematics 2020-08-25 Sedi Bartz , Rubén Campoy , Hung M. Phan

In this article, we propose and study a stochastic and relaxed preconditioned Douglas--Rachford splitting method to solve saddle-point problems that have separable dual variables. We prove the almost sure convergence of the iteration…

Optimization and Control · Mathematics 2024-10-01 Yakun Dong , Kristian Bredies , Hongpeng Sun

In this work, an efficient blackbox-type multigrid method is proposed for solving multipoint flux approximations of the Darcy problem on logically rectangular grids. The approach is based on a cell-centered multigrid algorithm, which…

Numerical Analysis · Mathematics 2024-02-13 Andrés Arrarás , Francisco J. Gaspar , Laura Portero , Carmen Rodrigo

Subspace recycling techniques have been used quite successfully for the acceleration of iterative methods for solving large-scale linear systems. These methods often work by augmenting a solution subspace generated iteratively by a known…

Numerical Analysis · Mathematics 2021-05-18 Ronny Ramlau , Kirk M. Soodhalter , Victoria Hutterer

The notion of best approximation mapping (BAM) with respect to a closed affine subspace in finite-dimensional space was introduced by Behling, Bello Cruz and Santos to show the linear convergence of the block-wise circumcentered-reflection…

Optimization and Control · Mathematics 2020-06-05 Heinz H. Bauschke , Hui Ouyang , Xianfu Wang

We consider optimization problems in which the goal is find a $k$-dimensional subspace of $\mathbb{R}^n$, $k<<n$, which minimizes a convex and smooth loss. Such problems generalize the fundamental task of principal component analysis (PCA)…

Optimization and Control · Mathematics 2022-10-27 Dan Garber , Ron Fisher

When imaging through a semi-reflective medium such as glass, the reflection of another scene can often be found in the captured images. It degrades the quality of the images and affects their subsequent analyses. In this paper, a novel deep…

Image and Video Processing · Electrical Eng. & Systems 2022-08-11 Tingtian Li , Yuk-Hee Chan , Daniel P. K. Lun
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