Related papers: On The Strong Convergence of The Gradient Projecti…
Many recently proposed gradient projection algorithms with inertial extrapolation step for solving quasi-variational inequalities in Hilbert spaces are proven to be strongly convergent with no linear rate given when the cost operator is…
Composite optimization problems, where a smooth loss is combined with a nonsmooth regularizer, are common in machine learning and inverse problems. In this work, we study a proximal extension of NAG-GS, a semi-implicit accelerated method…
An approach to some "optimal" (more precisely, non-improvable) regularity of solutions of the thin film equation u_{t} = -\nabla \cdot(|u|^{n} \nabla \D u) in \ren \times \re_+, u(x,0)=u_0(x) in \re^N, where n in (0,2) is a fixed exponent,…
In a general Hilbert framework, we consider continuous gradient-like dynamical systems for constrained multiobjective optimization involving non-smooth convex objective functions. Our approach is in the line of a previous work where was…
We investigate the asymptotic convergence of the trajectories generated by the second order dynamical system $\ddot x(t) + \gamma\dot x(t) + \nabla \phi(x(t))+\beta(t)\nabla \psi(x(t))=0$, where $\phi,\psi:{\cal H}\rightarrow \R$ are convex…
Projection operators arise naturally as one-particle density operators associated to Slater determinants in fields such as quantum mechanics and the study of determinantal processes. In the context of the semiclassical approximation of…
This paper proposes a unified framework for the investigation of constrained learning theory in reflexive Banach spaces of features via regularized empirical risk minimization. The focus is placed on Tikhonov-like regularization with…
Many crucial tasks of image processing and computer vision are formulated as inverse problems. Thus, it is of great importance to design fast and robust algorithms to solve these problems. In this paper, we focus on generalized projected…
The proximal gradient method is a generic technique introduced to tackle the non-smoothness in optimization problems, wherein the objective function is expressed as the sum of a differentiable convex part and a non-differentiable…
Let $X$ be a real Banach space with a normalized duality mapping uniformly norm-to-weak$^\star$ continuous on bounded sets or a reflexive Banach space which admits a weakly continuous duality mapping $J_{\Phi}$ with gauge $\phi$. Let $f$ be…
In this paper, we propose objective-function-free (OFF) variants of the proximal Newton method for nonconvex composite optimization problems and the regularized Newton method for unconstrained optimization problems, respectively, using…
Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…
It is a classical result in rational approximation theory that certain non-smooth or singular functions, such as $|x|$ and $x^{1/p}$, can be efficiently approximated using rational functions with root-exponential convergence in terms of…
We propose an inertial variant of the strongly convergent inexact proximal-point (PP) method of Solodov and Svaiter (2000) for monotone inclusions. We prove strong convergence of our main algorithm under less restrictive assumptions on the…
Nesterov's accelerated gradient method for minimizing a smooth strongly convex function $f$ is known to reduce $f(\x_k)-f(\x^*)$ by a factor of $\eps\in(0,1)$ after $k\ge O(\sqrt{L/\ell}\log(1/\eps))$ iterations, where $\ell,L$ are the two…
Projected gradient methods are widely used for constrained optimization. A key application is for partial differential equations (PDEs), where the objective functional represents physical energy and the linear constraints enforce…
We study a priori estimates for a class of non-negative local weak solution to the weighted fast diffusion equation $u_t = |x|^{\gamma} \nabla\cdot (|x|^{-\beta} \nabla u^m)$, with $0 < m <1$ posed on cylinders of $(0,T)\times{\mathbb…
Computing the regularized solution of Bayesian linear inverse problems as well as the corresponding regularization parameter is highly desirable in many applications. This paper proposes a novel iterative method, termed the Projected Newton…
We extend the standard notion of self-concordance to non-convex optimization and develop a family of second-order algorithms with global convergence guarantees. In particular, two function classes -- \textit{weakly self-concordant}…
We modify Nesterov's constant step gradient method for strongly convex functions with Lipschitz continuous gradient described in Nesterov's book. Nesterov shows that $f(x_k) - f^* \leq L \prod_{i=1}^k (1 - \alpha_k) \| x_0 - x^* \|_2^2$…