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We present a novel approach to nonlinear constrained Tikhonov regularization from the viewpoint of optimization theory. A second-order sufficient optimality condition is suggested as a nonlinearity condition to handle the nonlinearity of…

Numerical Analysis · Mathematics 2015-05-30 Kazufumi Ito , Bangti Jin

The widely used nuclear norm heuristic for rank minimization problems introduces a regularization parameter which is difficult to tune. We have recently proposed a method to approximate the regularization path, i.e., the optimal solution as…

Systems and Control · Computer Science 2015-04-22 Niclas Blomberg , Cristian R. Rojas , Bo Wahlberg

In this manuscript we would like to address the classical optimization problem of minimizing a proper, convex and lower semicontinuous function via the second order in time dynamics, combining viscous and Hessian-driven damping with a…

Optimization and Control · Mathematics 2023-03-20 Mikhail Karapetyants

This paper introduces a new strategy for setting the regularization parameter when solving large-scale discrete ill-posed linear problems by means of the Arnoldi-Tikhonov method. This new rule is essentially based on the discrepancy…

Numerical Analysis · Mathematics 2013-07-02 Silvia Gazzola , Paolo Novati , Maria Rosaria Russo

In this paper we formulate and solve a robust least squares problem for a system of linear equations subject to quantization error in the data matrix. Ordinary least squares fails to consider uncertainty in the operator, modeling all noise…

Optimization and Control · Mathematics 2021-04-09 Richard Clancy , Stephen Becker

We exploit the similarities between Tikhonov regularization and Bayesian hierarchical models to propose a regularization scheme that acts like a distributed Tikhonov regularization where the amount of regularization varies from component to…

Numerical Analysis · Mathematics 2024-04-10 Daniela Calvetti , Erkki Somersalo

We study a non-linear statistical inverse learning problem, where we observe the noisy image of a quantity through a non-linear operator at some random design points. We consider the widely used Tikhonov regularization (or method of…

Statistics Theory · Mathematics 2024-04-09 Abhishake Rastogi , Gilles Blanchard , Peter Mathé

For linear inverse problem with Gaussian random noise we show that Tikhonov regularization algorithm is minimax in the class of linear estimators and is asymptotically minimax in the sense of sharp asymptotic in the class of all estimators.…

Statistics Theory · Mathematics 2017-06-08 Mikhail Ermakov

We study Tikhonov regularization for certain classes of non-linear ill-posed operator equations in Hilbert space. Emphasis is on the case where the solution smoothness fails to have a finite penalty value, as in the preceding study…

Numerical Analysis · Mathematics 2019-04-04 Bernd Hofmann , Peter Mathé

A learning approach to selecting regularization parameters in multi-penalty Tikhonov regularization is investigated. It leads to a bilevel optimization problem, where the lower level problem is a Tikhonov regularized problem parameterized…

Optimization and Control · Mathematics 2018-12-05 Gernot Holler , Karl Kunisch , Richard C. Barnard

We study multi-parameter regularization (multiple penalties) for solving linear inverse problems to promote simultaneously distinct features of the sought-for objects. We revisit a balancing principle for choosing regularization parameters…

Numerical Analysis · Mathematics 2013-06-26 Kazufumi Ito , Bangti Jin , Tomoya Takeuchi

Choosing the regularization parameter for inverse problems is of major importance for the performance of the regularization method. We will introduce a fast version of the Lepskij balancing principle and show that it is a valid parameter…

Numerical Analysis · Mathematics 2010-08-04 Frank Bauer

We study Tikhonov regularization for possibly nonlinear inverse problems with weighted $\ell^1$-penalization. The forward operator, mapping from a sequence space to an arbitrary Banach space, typically an $L^2$-space, is assumed to satisfy…

Numerical Analysis · Mathematics 2021-10-19 Philip Miller , Thorsten Hohage

In this article, we consider the Tikhonov regularization of an optimal control problem of semilinear partial differential equations with box constraints on the control. We derive a-priori regularization error estimates for the control under…

Optimization and Control · Mathematics 2017-05-04 Frank Pörner , Daniel Wachsmuth

The total least squares problem with the general Tikhonov regularization can be reformulated as a one-dimensional parametric minimization problem (PM), where each parameterized function evaluation corresponds to solving an n-dimensional…

Optimization and Control · Mathematics 2018-10-30 Yong Xia , Longfei Wang , Meijia Yang

A new parameter choice rule for inverse problems is introduced. This parameter choice rule was developed for total variation regularization in electron tomography and might in general be useful for $L^1$ regularization of inverse problems…

Numerical Analysis · Mathematics 2008-04-28 Hans Rullgård

In this paper we provide a convergence analysis of some variational methods alternative to the classical Tikhonov regularization, namely Ivanov regularization (also called method of quasi solutions) with some versions of the discrepancy…

Numerical Analysis · Mathematics 2018-04-18 Barbara Kaltenbacher , Andrej Klassen

Linear programs with quadratic regularization are attracting renewed interest due to their applications in optimal transport: unlike entropic regularization, the squared-norm penalty gives rise to sparse approximations of optimal transport…

Optimization and Control · Mathematics 2025-04-23 Alberto González-Sanz , Marcel Nutz

For parameterized mixed-binary optimization problems, we construct local decision rules that prescribe near-optimal courses of action across a set of parameter values. The decision rules stem from solving risk-adaptive training problems…

Optimization and Control · Mathematics 2024-04-24 Johannes O. Royset , Miguel A. Lejeune

This work is concerned with quasi-optimal a-priori finite element error estimates for the obstacle problem in the $L^2$-norm. The discrete approximations are introduced as solutions to a finite element discretization of an accordingly…

Numerical Analysis · Mathematics 2018-11-26 Dominik Hafemeyer , Christian Kahle , Johannes Pfefferer