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In this paper, we extend a recently established subgradient method for the computation of Riemannian metrics that optimizes certain singular value functions associated with dynamical systems. This extension is threefold. First, we introduce…

Optimization and Control · Mathematics 2022-02-17 Maurício Louzeiro , Christoph Kawan , Sigurdur Hafstein , Peter Giesl , Jinyun Yuan

In this paper we propose a new fast splitting algorithm to solve the Weighted Split Bregman minimization problem in the backward step of an accelerated Forward-Backward algorithm. Beside proving the convergence of the method, numerical…

Numerical Analysis · Mathematics 2018-10-01 D. Lazzaro , E. Loli Piccolomini , F. Zama

The classical multi-set split feasibility problem seeks a point in the intersection of finitely many closed convex domain constraints, whose image under a linear mapping also lies in the intersection of finitely many closed convex range…

Optimization and Control · Mathematics 2017-01-19 Jason Xu , Eric C. Chi , Meng Yang , Kenneth Lange

Among numerical methods for partial differential equations arising from steepest descent dynamics of energy functionals (e.g., Allen-Cahn and Cahn-Hilliard equations), the convex splitting method is well-known to maintain unconditional…

Numerical Analysis · Mathematics 2017-10-25 Shuting Gu , Xiang Zhou

In this paper, we consider a class of nonconvex (not necessarily differentiable) optimization problems called generalized DC (Difference-of-Convex functions) programming, which is minimizing the sum of two separable DC parts and one…

Optimization and Control · Mathematics 2023-08-07 Hongjin He , Zhiyuan Zhang

Theoretical results show that sparse off-the-grid spikes can be estimated from (possibly compressive) Fourier measurements under a minimum separation assumption. We propose a practical algorithm to minimize the corresponding non-convex…

Information Theory · Computer Science 2020-12-03 Yann Traonmilin , Jean-François Aujol , Arhur Leclaire

This paper explores the non-convex composition optimization in the form including inner and outer finite-sum functions with a large number of component functions. This problem arises in some important applications such as nonlinear…

Machine Learning · Statistics 2017-11-15 Liu Liu , Ji Liu , Dacheng Tao

This study proposes an algorithm for modeling compressible flows in spherical shells in nearly incompressible and weakly compressible regimes based on an implicit direction splitting approach. The method retains theoretically expected…

Numerical Analysis · Mathematics 2021-04-21 Roman Frolov , Peter Minev , Aziz Takhirov

We present an elementary method of explicit calculation of Young measures for certain class of functions. This class contains in particular functions of a highly oscillatory nature which appear in optimization problems and homogenization…

Functional Analysis · Mathematics 2014-09-30 Piotr Puchała

Approximating a function with a finite series, e.g., involving polynomials or trigonometric functions, is a critical tool in computing and data analysis. The construction of such approximations via now-standard approaches like least squares…

Optimization and Control · Mathematics 2021-08-30 Dihan Dai , Yekaterina Epshteyn , Akil Narayan

Euler's elastica model has a wide range of applications in Image Processing and Computer Vision. However, the non-convexity, the non-smoothness and the nonlinearity of the associated energy functional make its minimization a challenging…

Numerical Analysis · Mathematics 2020-01-10 Liang-Jian Deng , Roland Glowinski , Xue-Cheng Tai

Our study is motivated by the solution of Mixed-Integer Non-Linear Programming (MINLP) problems with separable non-convex functions via the Sequential Convex MINLP technique, an iterative method whose main characteristic is that of solving,…

Optimization and Control · Mathematics 2022-11-29 Renan Spencer Trindade , Claudia D'Ambrosio , Antonio Frangioni , Claudio Gentile

Splitting algorithms are well-established in convex optimization and are designed to solve large-scale problems. Using such algorithms to simulate the behavior of nonlinear circuit networks provides scalable methods for the simulation and…

Systems and Control · Electrical Eng. & Systems 2025-05-26 Amir Shahhosseini , Thomas Chaffey , Rodolphe Sepulchre

We propose a splitting Hamiltonian Monte Carlo (SHMC) algorithm, which can be computationally efficient when combined with the random mini-batch strategy. By splitting the potential energy into numerically nonstiff and stiff parts, one…

Numerical Analysis · Mathematics 2022-06-23 Lei Li , Lin Liu , Yuzhou Peng

A finite element-based image segmentation strategy enhanced by an anisotropic mesh adaptation procedure is presented. The methodology relies on a split Bregman algorithm for the minimisation of a region-based energy functional and on an…

Numerical Analysis · Mathematics 2022-07-14 Matteo Giacomini , Simona Perotto

This work is concerned with the optimization of nonconvex, nonsmooth composite optimization problems, whose objective is a composition of a nonlinear mapping and a nonsmooth nonconvex function, that can be written as an infimal convolution…

Optimization and Control · Mathematics 2018-03-28 Emanuel Laude , Daniel Cremers

Within the unmanageably large class of nonconvex optimization, we consider the rich subclass of nonsmooth problems that have composite objectives---this already includes the extensively studied convex, composite objective problems as a…

Optimization and Control · Mathematics 2012-09-18 Suvrit Sra

This paper proposes a new non-oscillatory {\em energy-splitting} conservative algorithm for computing multi-fluid flows in the Eulerian framework. In comparison with existing multi-fluid algorithms in literatures, it is shown that the mass…

Fluid Dynamics · Physics 2018-04-04 Xin Lei , Jiequan Li

We study the problem of recovering the phase from magnitude measurements; specifically, we wish to reconstruct a complex-valued signal x of C^n about which we have phaseless samples of the form y_r = |< a_r,x >|^2, r = 1,2,...,m (knowledge…

Information Theory · Computer Science 2016-11-17 Emmanuel Candes , Xiaodong Li , Mahdi Soltanolkotabi

We provide new gradient-based methods for efficiently solving a broad class of ill-conditioned optimization problems. We consider the problem of minimizing a function $f : \mathbb{R}^d \rightarrow \mathbb{R}$ which is implicitly…

Optimization and Control · Mathematics 2021-11-08 Jonathan Kelner , Annie Marsden , Vatsal Sharan , Aaron Sidford , Gregory Valiant , Honglin Yuan