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This paper studies proximal gradient iterations for solving simple bilevel optimization problems where both the upper and the lower level cost functions are split as the sum of differentiable and (possibly nonsmooth) proximable functions.…

Optimization and Control · Mathematics 2024-03-05 Puya Latafat , Andreas Themelis , Silvia Villa , Panagiotis Patrinos

In this work we consider numerical efficiency and convergence rates for solvers of non-convex multi-penalty formulations when reconstructing sparse signals from noisy linear measurements. We extend an existing approach, based on reduction…

Information Theory · Computer Science 2021-01-15 Zeljko Kereta , Johannes Maly , Valeriya Naumova

In this paper, we consider gradient-type methods for convex positively homogeneous optimization problems with relative accuracy. An analogue of the accelerated universal gradient-type method for positively homogeneous optimization problems…

Optimization and Control · Mathematics 2021-12-14 Fedor S. Stonyakin , Seydamet S. Ablaev , Inna V. Baran

This paper considers optimization of smooth nonconvex functionals in smooth infinite dimensional spaces. A H\"older gradient descent algorithm is first proposed for finding approximate first-order points of regularized polynomial…

Optimization and Control · Mathematics 2021-04-07 Serge Gratton , Sadok Jerad , Philippe L. Toint

In this paper we propose and analyze two dual methods based on inexact gradient information and averaging that generate approximate primal solutions for smooth convex optimization problems. The complicating constraints are moved into the…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Valentin Nedelcu

The problem of finding a solution of nonlinear inclusion problems in Banach space is considered in this paper. Using convex optimization techniques introduced by Robinson (Numer. Math., Vol. 19, 1972, pp. 341-347), a robust convergence…

Numerical Analysis · Mathematics 2016-04-22 O. P. Ferreira , G. N. Silva

This paper presents two new techniques relating to inexact solution of subproblems in augmented Lagrangian methods for convex programming. The first involves combining a relative error criterion for solution of the subproblems with over- or…

Optimization and Control · Mathematics 2025-09-17 Jonathan Eckstein , Chang Yu

We study the solutions of infinite dimensional linear inverse problems over Banach spaces. The regularizer is defined as the total variation of a linear mapping of the function to recover, while the data fitting term is a near arbitrary…

Optimization and Control · Mathematics 2017-11-03 Axel Flinth , Pierre Weiss

In this paper, acceleration of gradient methods for convex optimization problems with weak levels of convexity and smoothness is considered. Starting from the universal fast gradient method which was designed to be an optimal method for…

Optimization and Control · Mathematics 2022-06-10 Jongho Park

In this paper, we develop new affine-invariant algorithms for solving composite convex minimization problems with bounded domain. We present a general framework of Contracting-Point methods, which solve at each iteration an auxiliary…

Optimization and Control · Mathematics 2020-09-21 Nikita Doikov , Yurii Nesterov

Bilevel programs are optimization problems where some variables are solutions to optimization problems themselves, and they arise in a variety of control applications, including: control of vehicle traffic networks, inverse reinforcement…

Optimization and Control · Mathematics 2017-09-27 Aurélien Ouattara , Anil Aswani

In this paper, we introduce new implicit and explicit iterative schemes which converge strongly to a unique solution of variational inequality problems for strongly accretive operators over a common fixed point set of finite family of…

Functional Analysis · Mathematics 2010-07-07 Eric U. Ofoedu

In the paper, we introduce several accelerate iterative algorithms for solving the multiple-set split common fixed-point problem of quasi-nonexpansive operators in real Hilbert space. Based on primal-dual method, we construct several…

Optimization and Control · Mathematics 2023-06-08 Chenzheng Guo , Jing Zhao

In this paper we consider a distributed convex optimization problem over time-varying networks. We propose a dual method that converges R-linearly to the optimal point given that the agents' objective functions are strongly convex and have…

Optimization and Control · Mathematics 2018-04-23 Marie Maros , Joakim Jaldén

In this paper a robust second-order method is developed for the solution of strongly convex l1-regularized problems. The main aim is to make the proposed method as inexpensive as possible, while even difficult problems can be efficiently…

Optimization and Control · Mathematics 2015-01-13 Kimon Fountoulakis , Jacek Gondzio

In this paper we study convex bi-level optimization problems for which the inner level consists of minimization of the sum of smooth and nonsmooth functions. The outer level aims at minimizing a smooth and strongly convex function over the…

Optimization and Control · Mathematics 2017-02-15 Shoham Sabach , Shimrit Shtern

This work presents a universal accelerated first-order primal-dual method for affinely constrained convex optimization problems. It can handle both Lipschitz and H\"{o}lder gradients but does not need to know the smoothness level of the…

Optimization and Control · Mathematics 2022-11-09 Hao Luo

This paper describes and establishes the iteration-complexity of a doubly accelerated inexact proximal point (D-AIPP) method for solving the nonconvex composite minimization problem whose objective function is of the form $f+h$ where $f$ is…

Optimization and Control · Mathematics 2018-12-20 Jiaming Liang , Renato D. C. Monteiro

We consider ill-posed linear operator equations with operators acting between Banach spaces. For solution approximation, the methods of choice here are projection methods onto finite dimensional subspaces, thus extending existing results…

Numerical Analysis · Mathematics 2016-04-26 Uno Hämarik , Barbara Kaltenbacher , Urve Kangro , Elena Resmerita

We present a general framework to study uniqueness, stability and reconstruction for infinite-dimensional inverse problems when only a finite-dimensional approximation of the measurements is available. For a large class of inverse problems…

Analysis of PDEs · Mathematics 2021-11-10 Giovanni S. Alberti , Matteo Santacesaria