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We study the application of the Augmented Lagrangian Method to the solution of linear ill-posed problems. Previously, linear convergence rates with respect to the Bregman distance have been derived under the classical assumption of a…

Numerical Analysis · Mathematics 2015-06-04 Klaus Frick , Markus Grasmair

These lecture notes for a graduate class present the regularization theory for linear and nonlinear ill-posed operator equations in Hilbert spaces. Covered are the general framework of regularization methods and their analysis via spectral…

Functional Analysis · Mathematics 2021-02-09 Christian Clason

In this paper we investigate the connection between supervised learning and linear inverse problems. We first show that a linear inverse problem can be view as a function approximation problem in a reproducing kernel Hilbert space (RKHS)…

Numerical Analysis · Mathematics 2018-07-31 Sabrina Guastavino , Federico Benvenuto

Distributionally robust optimization has been shown to offer a principled way to regularize learning models. In this paper, we find that Tikhonov regularization is distributionally robust in an optimal transport sense (i.e., if an adversary…

Optimization and Control · Mathematics 2022-10-05 Jiajin Li , Sirui Lin , Jose Blanchet , Viet Anh Nguyen

Ensemble Kalman inversion is a parallelizable methodology for solving inverse or parameter estimation problems. Although it is based on ideas from Kalman filtering, it may be viewed as a derivative-free optimization method. In its most…

Numerical Analysis · Mathematics 2024-12-20 Neil K. Chada , Andrew M. Stuart , Xin T. Tong

An emerging new paradigm for solving inverse problems is via the use of deep learning to learn a regularizer from data. This leads to high-quality results, but often at the cost of provable guarantees. In this work, we show how…

Machine Learning · Computer Science 2023-11-06 Zakhar Shumaylov , Jeremy Budd , Subhadip Mukherjee , Carola-Bibiane Schönlieb

In this work, we address the solution of both linear and nonlinear ill-posed inverse problems by developing a novel graph-based regularization framework, where the regularization term is formulated through an iteratively updated graph…

Numerical Analysis · Mathematics 2026-01-21 Harshit Bajpai , Ankik Kumar Giri

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

We propose a non-stationary iterated network Tikhonov (iNETT) method for the solution of ill-posed inverse problems. The iNETT employs deep neural networks to build a data-driven regularizer, and it avoids the difficult task of estimating…

Numerical Analysis · Mathematics 2023-04-05 Davide Bianchi , Guanghao Lai , Wenbin Li

Variational regularisation is the primary method for solving inverse problems, and recently there has been considerable work leveraging deeply learned regularisation for enhanced performance. However, few results exist addressing the…

Optimization and Control · Mathematics 2024-06-18 Zakhar Shumaylov , Jeremy Budd , Subhadip Mukherjee , Carola-Bibiane Schönlieb

Choosing an appropriate regularization term is necessary to obtain a meaningful solution to an ill-posed linear inverse problem contaminated with measurement errors or noise. The $\ell_p$ norm covers a wide range of choices for the…

Numerical Analysis · Mathematics 2020-12-30 Jeffrey Cornelis , Wim Vanroose

This article addresses the challenge of learning effective regularizers for linear inverse problems. We analyze and compare several types of learned variational regularization against the theoretical benchmark of the optimal affine…

Numerical Analysis · Mathematics 2025-10-15 Sebastian Banert , Christoph Brauer , Dirk Lorenz , Lionel Tondji

In this work we are concerned with the study of the strong order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces with additive noise. In particular the stochastic…

Probability · Mathematics 2023-06-07 Filippo de Feo

Metaheuristic algorithms are currently widely used to solve a variety of optimization problems across various industries. This article discusses the application of a metaheuristic algorithm to optimize the hierarchical architecture of an…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Ruslan Zakirzyanov

We consider the nonstationary iterated Tikhonov regularization in Banach spaces which defines the iterates via minimization problems with uniformly convex penalty term. The penalty term is allowed to be non-smooth to include $L^1$ and total…

Numerical Analysis · Mathematics 2014-01-21 Qinian Jin , Min Zhong

Devising efficient algorithms that track the optimizers of continuously varying convex optimization problems is key in many applications. A possible strategy is to sample the time-varying problem at constant rate and solve the resulting…

Optimization and Control · Mathematics 2017-11-28 Andrea Simonetto

A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for…

Numerical Analysis · Mathematics 2018-09-17 William W. Hager , Jun Liu , Subhashree Mohapatra , Anil V. Rao , Xiang-Sheng Wang

Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and…

Optimization and Control · Mathematics 2021-11-12 Daria Ghilli , Dirk A. Lorenz , Elena Resmerita

High-dimensional predictive models, those with more measurements than observations, require regularization to be well defined, perform well empirically, and possess theoretical guarantees. The amount of regularization, often determined by…

Methodology · Statistics 2019-07-16 Darren Homrighausen , Daniel J. McDonald

We consider the ill-posed inverse problem of identifying a nonlinearity in a time-dependent PDE model. The nonlinearity is approximated by a neural network, and needs to be determined alongside other unknown physical parameters and the…

Numerical Analysis · Mathematics 2022-11-23 Barbara Kaltenbacher , Tram Thi Ngoc Nguyen