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We present a new algorithm for solving linear-quadratic regulator (LQR) problems with linear equality constraints, also known as constrained LQR (CLQR) problems. Our method's sequential runtime is linear in the number of stages and…

Optimization and Control · Mathematics 2024-08-06 João Sousa-Pinto , Dominique Orban

Regularization is used to find a solution that both fits the data and is sufficiently smooth, and thereby is very effective for designing and refining learning algorithms. But the influence of its exponent remains poorly understood. In…

Machine Learning · Statistics 2016-12-15 Julien Audiffren , Hachem Kadri

In this paper, an equivalent smooth minimization for the L1 regularized least square problem is proposed. The proposed problem is a convex box-constrained smooth minimization which allows applying fast optimization methods to find its…

Optimization and Control · Mathematics 2021-10-22 Majid Mohammadi , Wout Hofman , Yaohua Tan , S. Hamid Mousavi

We propose a simple algorithm to locate the "corner" of an L-curve, a function often used to select the regularisation parameter for the solution of ill-posed inverse problems. The algorithm involves the Menger curvature of a circumcircle…

Numerical Analysis · Mathematics 2020-09-25 Alessandro Cultrera , Luca Callegaro

This paper presents a unified Least-Squares framework for solving nonlinear partial differential equations by recasting the governing system as a residual minimisation problem. A Least-Squares functional is formulated and the corresponding…

Numerical Analysis · Mathematics 2025-11-10 Fleurianne Bertrand , Maximilian Brodbeck , Tim Ricken , Henrik Schneider

In recent years, parameterized quantum circuits have become a major tool to design quantum algorithms for optimization problems. The challenge in fully taking advantage of a given family of parameterized circuits lies in finding a good set…

Quantum Physics · Physics 2022-09-05 Eunou Lee

HHL algorithm \cite{harrow} to solve linear system is a powerful and efficient quantum technique to deal with many matrix operations (such as matrix multiplication, powers and inversion). It inspires many applications in quantum machine…

Quantum Physics · Physics 2018-08-17 Changpeng Shao

We consider joint Tikhonov- and Lavrentiev-regularization of control problems with pointwise control- and state-constraints. We derive error estimates for the error which is introduced by the Tikhonov regularization. With the help of this…

Optimization and Control · Mathematics 2010-10-26 Dirk A. Lorenz , Arnd Rösch

Many inverse problems and signal processing problems involve low-rank regularizers based on the nuclear norm. Commonly, proximal gradient methods (PGM) are adopted to solve this type of non-smooth problems as they can offer fast and…

Signal Processing · Electrical Eng. & Systems 2025-11-25 Rodrigo A. Lobos , Javier Salazar Cavazos , Raj Rao Nadakuditi , Jeffrey A. Fessler

In this work we present a novel optimization strategy for image reconstruction tasks under analysis-based image regularization, which promotes sparse and/or low-rank solutions in some learned transform domain. We parameterize such…

Computer Vision and Pattern Recognition · Computer Science 2023-08-11 Iaroslav Koshelev , Stamatios Lefkimmiatis

The Harrow-Hassidim-Lloyd (HHL) quantum algorithm for sampling from the solution of a linear system provides an exponential speed-up over its classical counterpart. The problem of solving a system of linear equations has a wide scope of…

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

In this work, we consider ill-posed inverse problems in which the forward operator is continuous and weakly closed, and the sought solution belongs to a weakly closed constraint set. We propose a regularization method based on minimizing…

Numerical Analysis · Mathematics 2025-05-27 Barbara Palumbo , Paolo Massa , Federico Benvenuto

We introduce a family of identities that express general linear non-unitary evolution operators as a linear combination of unitary evolution operators, each solving a Hamiltonian simulation problem. This formulation can exponentially…

Quantum Physics · Physics 2025-12-16 Dong An , Andrew M. Childs , Lin Lin

Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The main focus is an algorithm proposed for the case when the constraint functions are deterministic,…

Optimization and Control · Mathematics 2020-07-22 Albert Berahas , Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

We consider adaptive system identification problems with convex constraints and propose a family of regularized Least-Mean-Square (LMS) algorithms. We show that with a properly selected regularization parameter the regularized LMS provably…

Methodology · Statistics 2010-12-24 Yilun Chen , Yuantao Gu , Alfred O. Hero

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

This letter proposes to estimate low-rank matrices by formulating a convex optimization problem with non-convex regularization. We employ parameterized non-convex penalty functions to estimate the non-zero singular values more accurately…

Computer Vision and Pattern Recognition · Computer Science 2016-04-14 Ankit Parekh , Ivan W. Selesnick

We consider the problem of search of an unstructured list for a marked element, when one is given advice as to where this element might be located, in the form of a probability distribution. The goal is to minimise the expected number of…

Quantum Physics · Physics 2012-08-02 Ashley Montanaro

In this contribution we show sufficient conditions for simultaneous unique identification of unknown spacewise coefficients and heat source in a parabolic partial differential equation given additional final time measurements. Our approach…

Numerical Analysis · Mathematics 2012-10-30 Adriano De Cezaro , Fabiana Travessini De Cezaro
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