Related papers: Shape Partitioning via L$_p$ Compressed Modes

We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling…

We consider structured optimisation problems defined in terms of the sum of a smooth and convex function, and a proper, l.s.c., convex (typically non-smooth) one in reflexive variable exponent Lebesgue spaces $L_{p(\cdot)}(\Omega)$. Due to…

We propose a multiscale method for mixed-dimensional elliptic problems with highly heterogeneous coefficients arising, for example, in the modeling of fractured porous media. The method is based on the Localized Orthogonal Decomposition…

For an ill-posed inverse problem, particularly with incomplete and limited measurement data, regularization is an essential tool for stabilizing the inverse problem. Among various forms of regularization, the lp penalty term provides a…

In this paper, we consider the problem of minimizing a smooth function, given as finite sum of black-box functions, over a convex set. In order to advantageously exploit the structure of the problem, for instance when the terms of the…

This article proposes a new discrete framework for approximating solutions to shape optimization problems under convexity constraints. The numerical method, based on the support function or the gauge function, is guaranteed to generate…

We present a cut finite element method (CutFEM) for the Laplace--Beltrami equation on a smooth closed curve $\Gamma\subset\mathbb{R}^2$ coupled to a harmonic bulk problem in $\Omega$ that requires \emph{no explicit stabilization}: no ghost…

We consider a linear inverse problem whose solution is expressed as a sum of two components: one smooth and the other sparse. This problem is addressed by minimizing an objective function with a least squares data-fidelity term and a…

We consider linear inverse problems where the solution is assumed to have a sparse expansion on an arbitrary pre-assigned orthonormal basis. We prove that replacing the usual quadratic regularizing penalties by weighted l^p-penalties on the…

We introduce a new variational method for the numerical homogenization of divergence form elliptic, parabolic and hyperbolic equations with arbitrary rough ($L^\infty$) coefficients. Our method does not rely on concepts of ergodicity or…

We propose a new shape analysis approach based on the non-local analysis of local shape variations. Our method relies on a novel description of shape variations, called Local Probing Field (LPF), which describes how a local probing operator…

Sparse eigenproblems are important for various applications in computer graphics. The spectrum and eigenfunctions of the Laplace--Beltrami operator, for example, are fundamental for methods in shape analysis and mesh processing. The…

It is shown that eigenvalues of Laplace-Beltrami operators on compact Riemannian manifolds can be determined as limits of eigenvalues of certain finite-dimensional operators in spaces of polyharmonic functions with singularities. In…

We propose to constrain segmentation functionals with a dimensionless, unbiased and position-independent shape compactness prior, which we solve efficiently with an alternating direction method of multipliers (ADMM). Involving a squared sum…

In this paper, we consider a class of optimization problems constrained to the generalized Stiefel manifold. Such problems are fundamental to a wide range of real-world applications, including generalized canonical correlation analysis,…

This paper describes a class of shape optimization problems for optical metamaterials comprised of periodic microscale inclusions composed of a dielectric, low-dimensional material suspended in a non-magnetic bulk dielectric. The shape…

In this paper, we develop a nonconvex approach to the problem of low-rank and sparse matrix decomposition. In our nonconvex method, we replace the rank function and the $l_{0}$-norm of a given matrix with a non-convex fraction function on…

Penalty functions or regularization terms that promote structured solutions to optimization problems are of great interest in many fields. Proposed in this work is a nonconvex structured sparsity penalty that promotes one-sparsity within…

In this workshop, we discuss several algorithms for mathematical programs with equilibrium constraints (MPECs). The unifying theme is that MPECs are optimization problems whose feasible set contains a lower-level equilibrium system, often…

Many inverse and parameter estimation problems can be written as PDE-constrained optimization problems. The goal, then, is to infer the parameters, typically coefficients of the PDE, from partial measurements of the solutions of the PDE for…