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We consider the problem of reconstructing rank-one matrices from random linear measurements, a task that appears in a variety of problems in signal processing, statistics, and machine learning. In this paper, we focus on the Alternating…

Machine Learning · Computer Science 2022-04-26 Kiryung Lee , Dominik Stöger

We develop the first stochastic incremental method for calculating the Moore-Penrose pseudoinverse of a real matrix. By leveraging three alternative characterizations of pseudoinverse matrices, we design three methods for calculating the…

Numerical Analysis · Mathematics 2019-05-02 Robert M. Gower , Peter Richtárik

When an inverse problem is solved by a gradient-based optimization algorithm, the corresponding forward and adjoint problems, which are introduced to compute the gradient, can be also solved iteratively. The idea of iterating at the same…

Numerical Analysis · Mathematics 2025-01-23 Marcella Bonazzoli , Houssem Haddar , Tuan Anh Vu

This paper addresses the solution of inverse problems in imaging given an additional reference image. We combine a modification of the discrete geodesic path model for image metamorphosis with a variational model,actually the $L^2$-$TV$…

Numerical Analysis · Mathematics 2019-05-22 Sebastian Neumayer , Johannes Persch , Gabriele Steidl

In this paper, we consider the sparse least squares regression problem with probabilistic simplex constraint. Due to the probabilistic simplex constraint, one could not apply the L1 regularization to the considered regression model. To find…

Optimization and Control · Mathematics 2021-12-28 Guiyun Xiao , Zheng-Jian Bai

Sketching-based preconditioners have been shown to accelerate the solution of dense least-squares problems with coefficient matrices having substantially more rows than columns. The cost of generating these preconditioners can be reduced by…

Numerical Analysis · Mathematics 2025-06-12 Erin Carson , Ieva Daužickaitė

Wave equation techniques have been an integral part of geophysical imaging workflows to investigate the Earth's subsurface. Least-squares reverse time migration (LSRTM) is a linearized inversion problem that iteratively minimizes a misfit…

Computational Physics · Physics 2019-12-11 Janaki Vamaraju , Jeremy Vila , Mauricio Araya-Polo , Debanjan Datta , Mohamed Sidahmed , Mrinal Sen

The alternating least squares algorithm for CP and Tucker decomposition is dominated in cost by the tensor contractions necessary to set up the quadratic optimization subproblems. We introduce a novel family of algorithms that uses…

Numerical Analysis · Mathematics 2021-04-15 Linjian Ma , Edgar Solomonik

Several strategies are described and analyzed to speed-up gradient-type methods when applied to the minimization of strictly convex quadratics and strictly convex functions. The proposed techniques focus on relaxing the traditional optimal…

Numerical Analysis · Mathematics 2026-01-19 Jean-Paul Chehab , Gaspard Kemlin , Marcos Raydan , Yousef Saad

The development of fast and accurate image reconstruction algorithms is a central aspect of computed tomography. In this paper we address this issue for photoacoustic computed tomography in circular geometry. We investigate the Galerkin…

Numerical Analysis · Mathematics 2017-10-23 Johannes Schwab , Sergiy Pereverzyev , Markus Haltmeier

Approximate computing has shown to provide new ways to improve performance and power consumption of error-resilient applications. While many of these applications can be found in image processing, data classification or machine learning, we…

Numerical Analysis · Computer Science 2017-03-08 Michael Lass , Thomas D. Kühne , Christian Plessl

Using the concept of Geometric Weakly Admissible Meshes together with an algorithm based on the classical QR factorization of matrices, we compute efficient points for discrete multivariate least squares approximation and Lagrange…

Numerical Analysis · Mathematics 2009-02-03 Len Bos , Jean-Paul Calvi , Norm Levenberg , Alvise Sommariva , Marco Vianello

We propose an iterative algorithm for low-rank matrix completion that can be interpreted as an iteratively reweighted least squares (IRLS) algorithm, a saddle-escaping smoothing Newton method or a variable metric proximal gradient method…

Optimization and Control · Mathematics 2021-06-07 Christian Kümmerle , Claudio Mayrink Verdun

The paper covers a formulation of the inverse quadratic programming problem in terms of unconstrained optimization where it is required to find the unknown parameters (the matrix of the quadratic form and the vector of the quasi-linear part…

Numerical Analysis · Computer Science 2017-01-09 E. G. Abramov

A common optimization problem is the minimization of a symmetric positive definite quadratic form $< x,Tx >$ under linear constrains. The solution to this problem may be given using the Moore-Penrose inverse matrix. In this work we extend…

Functional Analysis · Mathematics 2010-03-31 Dimitrios Pappas

We investigate the properties of a class of piecewise-fractional maps arising from the introduction of an invariance under rescaling into convex quadratic maps. The subsequent maps are quasiconvex, and pseudoconvex on specific convex cones;…

Optimization and Control · Mathematics 2025-04-25 Alexandra Zverovich , Matthew Hutchings , Bertrand Gauthier

The approximation of tensors is important for the efficient numerical treatment of high dimensional problems, but it remains an extremely challenging task. One of the most popular approach to tensor approximation is the alternating least…

Numerical Analysis · Mathematics 2015-06-02 Mike Espig , Wolfgang Hackbusch , Aram Khachatryan

This paper presents a methodology for solving a geometrically robust least squares problem, which arises in various applications where the model is subject to geometric constraints. The problem is formulated as a minimax optimization…

Optimization and Control · Mathematics 2025-11-06 Jeremy Coulson , Alberto Padoan , Cyrus Mostajeran

Least squares approximation is a technique to find an approximate solution to a system of linear equations that has no exact solution. In a typical setting, one lets $n$ be the number of constraints and $d$ be the number of variables, with…

Data Structures and Algorithms · Computer Science 2010-09-28 Petros Drineas , Michael W. Mahoney , S. Muthukrishnan , Tamas Sarlos

The Levenberg-Marquardt algorithm is one of the most popular algorithms for finding the solution of nonlinear least squares problems. Across different modified variations of the basic procedure, the algorithm enjoys global convergence, a…

Optimization and Control · Mathematics 2020-04-08 E. Bergou , Y. Diouane , V. Kungurtsev