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This paper describes an approximate method for global optimization of polynomial programming problems with bounded variables. The method uses a reformulation and linearization technique to transform the original polynomial optimization…

Optimization and Control · Mathematics 2012-05-30 Joseph W. Norman

For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…

Optimization and Control · Mathematics 2024-04-08 Zhichun Yang , Fu-quan Xia , Kai Tu , Man-Chung Yue

Estimating pose from given 3D correspondences, including point-to-point, point-to-line and point-to-plane correspondences, is a fundamental task in computer vision with many applications. We present a complete solution for this task,…

Computer Vision and Pattern Recognition · Computer Science 2019-04-05 Lipu Zhou , Shengze Wang , Jiamin Ye , Michael Kaess

In this paper we consider the computation of approximate solutions for inverse problems in Hilbert spaces. In order to capture the special feature of solutions, non-smooth convex functions are introduced as penalty terms. By exploiting the…

Numerical Analysis · Mathematics 2015-06-18 Qinian Jin , Xiliang Lu

The numerical solution of linear discrete ill-posed problems typically requires regularization, i.e., replacement of the available ill-conditioned problem by a nearby better conditioned one. The most popular regularization methods for…

Numerical Analysis · Mathematics 2016-02-11 Silvia Noschese , Lothar Reichel

A new 1D search method is proposed for minimizing an arbitrary real valued function. The algorithm is a modification of the interval halving method which is based on dividing the interval of uncertainty by three points into four equal…

Optimization and Control · Mathematics 2019-03-19 Alena Antonova , Olga Ibryaeva

We consider choice of the regularization parameter in Tikhonov method if the noise level of the data is unknown. One of the best rules for the heuristic parameter choice is the quasi-optimality criterion where the parameter is chosen as the…

Numerical Analysis · Mathematics 2018-09-10 Toomas Raus , Uno Hämarik

The proximal bundle method (PBM) is a fundamental and computationally effective algorithm for solving nonsmooth optimization problems. In this paper, we present the first variant of the PBM for smooth objectives, achieving an accelerated…

Optimization and Control · Mathematics 2025-04-30 David Fersztand , Xu Andy Sun

This work introduces a new cubic regularization method for nonconvex unconstrained multiobjective optimization problems. At each iteration of the method, a model associated with the cubic regularization of each component of the objective…

Optimization and Control · Mathematics 2025-06-11 Douglas S. Gonçalves , Max L. N. Gonçalves , Jefferson G. Melo

Tikhonov regularization is a widely used technique in solving inverse problems that can enforce prior properties on the desired solution. In this paper, we propose a Krylov subspace based iterative method for solving linear inverse problems…

Numerical Analysis · Mathematics 2023-08-15 Haibo Li

We focus on interval algorithms for computing guaranteed enclosures of the solutions of constrained global optimization problems where differential constraints occur. To solve such a problem of global optimization with nonlinear ordinary…

Numerical Analysis · Mathematics 2019-10-24 Julien Alexandre dit Sandretto

A number of regularization methods for discrete inverse problems consist in considering weighted versions of the usual least square solution. However, these so-called filter methods are generally restricted to monotonic transformations,…

Statistics Theory · Mathematics 2011-05-05 Paul Rochet

Tikhonov regularization with square-norm penalty for linear forward operators has been studied extensively in the literature. However, the results on convergence theory are based on technical proofs and difficult to interpret. It is also…

Numerical Analysis · Mathematics 2021-07-07 Daniel Gerth

In this paper we develop an optimisation based approach to multivariate Chebyshev approximation on a finite grid. We consider two models: multivariate polynomial approximation and multivariate generalised rational approximation. In the…

Optimization and Control · Mathematics 2025-01-30 R. Díaz Millán , V. Peiris , N. Sukhorukova , J. Ugon

We study the behaviour of Tikhonov regularisation on topological spaces with multiple regularisation terms. The main result of the paper shows that multi-parameter regularisation is well-posed in the sense that the results depend…

Numerical Analysis · Mathematics 2011-09-05 Markus Grasmair

In a series of publications of the second author, including some with coauthors, globally strictly convex Tikhonov-like functionals were constructed for some nonlinear ill-posed problems. The main element of such a functional is the…

Analysis of PDEs · Mathematics 2016-08-10 Anatoly B. Bakushinskii , Michael V. Klibanov , Nikolaj A. Koshev

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

Block majorization-minimization (BMM) is a simple iterative algorithm for constrained nonconvex optimization that sequentially minimizes majorizing surrogates of the objective function in each block while the others are held fixed. BMM…

Optimization and Control · Mathematics 2025-01-22 Hanbaek Lyu , Yuchen Li

The $\chi^2$-principle generalizes the Morozov discrepancy principle (MDP) to the augmented residual of the Tikhonov regularized least squares problem. Weighting of the data fidelity by a known Gaussian noise distribution on the measured…

Numerical Analysis · Mathematics 2022-08-16 Saeed Vatankhah , Rosemary A Renaut , Vahid E Ardestani

We develop a computationally efficient algorithm for the automatic regularization of nonlinear inverse problems based on the discrepancy principle. We formulate the problem as an equality constrained optimization problem, where the…

Numerical Analysis · Mathematics 2021-09-03 Jeffrey Cornelis , Wim Vanroose
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