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This paper deals with an implicit Newton-like inertial dynamical system governed by a maximally comonotone inclusion problem in a Hilbert space. Under suitable conditions, we establish not only pointwise estimates and integral estimates for…

Optimization and Control · Mathematics 2024-05-13 Z. Z. Tan , R. Hu , Y. P. Fang

This paper deals with constrained convex problems, where the objective function is smooth strongly convex and the feasible set is given as the intersection of a large number of closed convex (possibly non-polyhedral) sets. In order to deal…

Optimization and Control · Mathematics 2019-11-15 Ion Necoara , Olivier Fercoq

We aim at computing the derivative of the solution to a parametric optimization problem with respect to the involved parameters. For a class broader than that of strongly convex functions, this can be achieved by automatic differentiation…

Optimization and Control · Mathematics 2019-10-15 Sheheryar Mehmood , Peter Ochs

In this paper, we consider a class of nonconvex problems with linear constraints appearing frequently in the area of image processing. We solve this problem by the penalty method and propose the iteratively reweighted alternating…

Optimization and Control · Mathematics 2019-02-13 Tao Sun , Dongsheng Li , Hao Jiang , Zhe Quan

This work presents an algorithmic scheme for solving the infinite-time constrained linear quadratic regulation problem. We employ an accelerated version of a popular proximal gradient scheme, commonly known as the Forward-Backward Splitting…

Optimization and Control · Mathematics 2015-01-20 Giorgos Stathopoulos , Milan Korda , Colin N. Jones

Bayesian inference for high-dimensional inverse problems is computationally costly and requires selecting a suitable prior distribution. Amortized variational inference addresses these challenges via a neural network that approximates the…

Machine Learning · Statistics 2023-01-19 Ali Siahkoohi , Gabrio Rizzuti , Rafael Orozco , Felix J. Herrmann

In this article, we study the convergence behavior of the regularization-based algorithm for solving the polynomial regression model when both input data and responses are from infinite-dimensional Hilbert spaces. We derive convergence…

Statistics Theory · Mathematics 2025-12-02 Naveen Gupta , Sivananthan Sampath

We study learning properties of accelerated gradient descent methods for linear least-squares in Hilbert spaces. We analyze the implicit regularization properties of Nesterov acceleration and a variant of heavy-ball in terms of…

Machine Learning · Computer Science 2019-12-17 Nicolò Pagliana , Lorenzo Rosasco

The aim of this paper is to develop an efficient algorithm for solving a class of unconstrained nondifferentiable convex optimization problems in finite dimensional spaces. To this end we formulate first its Fenchel dual problem and…

Optimization and Control · Mathematics 2012-03-12 Radu Ioan Bot , Christopher Hendrich

We propose an algorithm for change point monitoring in linear causal models that accounts for interventions. Through a special centralization technique, we can concentrate the changes arising from causal propagation across nodes into a…

Machine Learning · Statistics 2025-06-10 Haijie Xu , Chen Zhang

A cornerstone of geometric reconstruction, rotation averaging seeks the set of absolute rotations that optimally explains a set of measured relative orientations between them. In addition to being an integral part of bundle adjustment and…

Computer Vision and Pattern Recognition · Computer Science 2024-06-28 Gabriel Moreira , Manuel Marques , João Paulo Costeira

Iterative refinement (IR) is a popular scheme for solving a linear system of equations based on gradually improving the accuracy of an initial approximation. Originally developed to improve upon the accuracy of Gaussian elimination,…

Numerical Analysis · Mathematics 2025-06-24 Chai Wah Wu , Mark S. Squillante , Vasileios Kalantzis , Lior Horesh

In this paper we consider inverse problems that are mathematically ill-posed. That is, given some (noisy) data, there is more than one solution that approximately fits the data. In recent years, deep neural techniques that find the most…

Machine Learning · Computer Science 2023-08-28 Moshe Eliasof , Eldad Haber , Eran Treister

Many problems in science and engineering involve, as part of their solution process, the consideration of a separable function which is the sum of two convex functions, one of them possibly non-smooth. Recently a few works have discussed…

Optimization and Control · Mathematics 2017-03-06 Daniel Reem , Alvaro De Pierro

We present a fully iterative adaptive algorithm for the numerical minimization of strongly convex energy functionals in Hilbert spaces. The proposed approach, which we first present in abstract form, generates a hierarchical sequence of…

Numerical Analysis · Mathematics 2026-02-26 Raphael Leu , Thomas P. Wihler

Standard regularization methods that are used to compute solutions to ill-posed inverse problems require knowledge of the forward model. In many real-life applications, the forward model is not known, but training data is readily available.…

Numerical Analysis · Mathematics 2015-06-19 Julianne Chung , Matthias Chung

We propose inertial versions of block coordinate descent methods for solving non-convex non-smooth composite optimization problems. Our methods possess three main advantages compared to current state-of-the-art accelerated first-order…

Optimization and Control · Mathematics 2020-06-03 Le Thi Khanh Hien , Nicolas Gillis , Panagiotis Patrinos

We design inexact proximal augmented Lagrangian based decomposition methods for convex composite programming problems with dual block-angular structures. Our methods are particularly well suited for convex quadratic programming problems…

Optimization and Control · Mathematics 2023-03-14 Kuang-Yu Ding , Xin-Yee Lam , Kim-Chuan Toh

The aim of this paper is to investigate the use of an entropic projection method for the iterative regularization of linear ill-posed problems. We derive a closed form solution for the iterates and analyze their convergence behaviour both…

Optimization and Control · Mathematics 2020-01-29 Martin Burger , Elena Resmerita , Martin Benning

In this paper, we consider the dual formulation of minimizing $\sum_{i\in I}f_i(x_i)+\sum_{j\in J} g_j(\mathcal{A}_jx)$ with the index sets $I$ and $J$ being large. To address the difficulties from the high dimension of the variable $x$…

Optimization and Control · Mathematics 2020-09-03 Hui Zhang , Yu-Hong Dai , Lei Guo