Related papers: Relaxed Gauss-Newton methods with applications to …
The paper proposes and develops new globally convergent algorithms of the generalized damped Newton type for solving important classes of nonsmooth optimization problems. These algorithms are based on the theory and calculations of…
We propose a novel trust region method for solving a class of nonsmooth, nonconvex composite-type optimization problems. The approach embeds inexact semismooth Newton steps for finding zeros of a normal map-based stationarity measure for…
Second-order Newton-type algorithms that leverage the exact Hessian or its approximation are central to solve nonlinear optimization problems. However, their applications in solving large-scale nonconvex problems are hindered by three…
In this paper, we use the optimization formulation of nonlinear Kalman filtering and smoothing problems to develop second-order variants of iterated Kalman smoother (IKS) methods. We show that Newton's method corresponds to a recursion over…
Image reconstruction of EIT mathematically is a typical nonlinear and severely ill-posed inverse problem. Appropriate priors or penalties are required to enable the reconstruction. The commonly used L2-norm can enforce the stability to…
At the heart of Newton based optimization methods is a sequence of symmetric linear systems. Each consecutive system in this sequence is similar to the next, so solving them separately is a waste of computational effort. Here we describe…
We propose a novel tomographic method, nonlinear Gaussian process tomography (nonlinear GPT), that uses the Laplace approximation to impose constraints on non-negative physical quantities, such as the emissivity in plasma optical…
A quasi-Newton method with cubic regularization is designed for solving Riemannian unconstrained nonconvex optimization problems. The proposed algorithm is fully adaptive with at most ${\cal O} (\epsilon_g^{-3/2})$ iterations to achieve a…
We develop a computationally efficient algorithm for the automatic regularization of nonlinear inverse problems based on the discrepancy principle. We formulate the problem as an equality constrained optimization problem, where the…
We introduce iR2N, a modified proximal quasi-Newton method for minimizing the sum of a smooth function $f$ and a lower semi-continuous prox-bounded function $h$, allowing inexact evaluations of $f$, its gradient, and the associated proximal…
In this work we present an adaptive Newton-type method to solve nonlinear constrained optimization problems in which the constraint is a system of partial differential equations discretized by the finite element method. The adaptive…
This paper addresses stochastic optimization of Lipschitz-continuous, nonsmooth and nonconvex objectives over compact convex sets, where only noisy function evaluations are available. While gradient-free methods have been developed for…
Optimization problems with composite functions consist of an objective function which is the sum of a smooth and a (convex) nonsmooth term. This particular structure is exploited by the class of proximal gradient methods and some of their…
Electrical impedance tomography (EIT) is an imaging modality in which the conductivity distribution inside a target is reconstructed based on voltage measurements from the surface of the target. Reconstructing the conductivity distribution…
In this paper, we propose an inexact proximal Newton-type method for nonconvex composite problems. We establish the global convergence rate of the order $\mathcal{O}(k^{-1/2})$ in terms of the minimal norm of the KKT residual mapping and…
We focus on finding sparse and least-$\ell_1$-norm solutions for unconstrained nonlinear optimal control problems. Such optimization problems are non-convex and non-smooth, nevertheless recent versions of Newton method for under-determined…
This paper aims at developing two versions of the generalized Newton method to compute not merely arbitrary local minimizers of nonsmooth optimization problems but just those, which possess an important stability property known as tilt…
This paper proposes a nonlinear weighted anisotropic total variation (NWATV) regularization technique for electrical impedance tomography (EIT). The key idea is to incorporate the internal inhomogeneity information (e.g., edges of the…
We consider solving large scale nonconvex optimisation problems with nonnegativity constraints. Such problems arise frequently in machine learning, such as nonnegative least-squares, nonnegative matrix factorisation, as well as problems…
In this work, we study the convergence and performance of nonlinear solvers for the Bidomain equations after decoupling the ordinary and partial differential equations of the cardiac system. Firstly, we provide a rigorous proof of the…