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This paper introduces new solvers for efficiently computing solutions to large-scale inverse problems with group sparsity regularization, including both non-overlapping and overlapping groups. Group sparsity regularization refers to a type…

Numerical Analysis · Mathematics 2023-06-16 Julianne Chung , Malena Sabaté Landman

We consider the maximum likelihood estimation of sparse inverse covariance matrices. We demonstrate that current heuristic approaches primarily encourage robustness, instead of the desired sparsity. We give a novel approach that solves the…

Machine Learning · Statistics 2021-11-08 Dimitris Bertsimas , Jourdain Lamperski , Jean Pauphilet

Regularization is a common tool in variational inverse problems to impose assumptions on the parameters of the problem. One such assumption is sparsity, which is commonly promoted using lasso and total variation-like regularization.…

Statistics Theory · Mathematics 2023-02-15 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

The $\ell_{1\text{-}2}$ regularization method has a strong sparsity promoting capability in approaching sparse solutions of linear inverse problems and gained successful applications in various mathematics and applied science fields. This…

Optimization and Control · Mathematics 2026-03-04 Yaohua Hu , Hao Wang , Xiaoqi Yang

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

Regularization techniques are widely employed in optimization-based approaches for solving ill-posed inverse problems in data analysis and scientific computing. These methods are based on augmenting the objective with a penalty function,…

Optimization and Control · Mathematics 2021-06-08 Yong Sheng Soh , Venkat Chandrasekaran

We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…

Optimization and Control · Mathematics 2025-01-27 Chen Xu , Yun-Bin Zhao , Zhipeng Lu , Ye Zhang

Conditional stability estimates require additional regularization for obtaining stable approximate solutions if the validity area of such estimates is not completely known. In this context, we consider ill-posed nonlinear inverse problems…

Numerical Analysis · Mathematics 2020-01-29 Frank Werner , Bernd Hofmann

Recently, $L_1$ regularization have been attracted extensive attention and successfully applied in mean-variance portfolio selection for promoting out-of-sample properties and decreasing transaction costs. However, $L_1$ regularization…

Optimization and Control · Mathematics 2015-06-22 Fengmin Xu , Zongben Xu , Honggang Xue

In this paper, we propose an efficient numerical scheme for solving some large scale ill-posed linear inverse problems arising from image restoration. In order to accelerate the computation, two different hidden structures are exploited.…

Numerical Analysis · Mathematics 2024-12-20 Zixuan Chen , James Nagy , Yuanzhe Xi , Bo Yu

Separable nonlinear least squares problems appear in many inverse problems, including semi-blind image deblurring. The variable projection (VarPro) method provides an efficient approach for solving such problems by eliminating linear…

Numerical Analysis · Mathematics 2026-01-09 Delfina B. Comerso Salzer , Malena I. Español , Gabriela Jeronimo

Strong gravitational lensing offers a wealth of astrophysical information on the background source it affects, provided the lensed source can be reconstructed as if it was seen in the absence of lensing. In the present work, we illustrate…

Instrumentation and Methods for Astrophysics · Physics 2019-02-27 R. Joseph , F. Courbin , J. -L. Starck , S. Birrer

Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…

Numerical Analysis · Mathematics 2025-04-28 Jonathan Weare , Robert J. Webber

We present a method for supervised learning of sparsity-promoting regularizers for denoising signals and images. Sparsity-promoting regularization is a key ingredient in solving modern signal reconstruction problems; however, the operators…

Machine Learning · Computer Science 2023-09-07 Avrajit Ghosh , Michael T. McCann , Madeline Mitchell , Saiprasad Ravishankar

The image deblurring problem consists of reconstructing images from blur and noise contaminated available data. In this AMS Notices article, we provide an overview of some well known numerical linear algebra techniques that are use for…

Numerical Analysis · Mathematics 2022-01-25 David Austin , Malena I. Español , Mirjeta Pasha

We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…

Machine Learning · Statistics 2015-04-02 Junhong Lin , Lorenzo Rosasco , Ding-Xuan Zhou

In this work we present a novel optimization strategy for image reconstruction tasks under analysis-based image regularization, which promotes sparse and/or low-rank solutions in some learned transform domain. We parameterize such…

Computer Vision and Pattern Recognition · Computer Science 2023-08-11 Iaroslav Koshelev , Stamatios Lefkimmiatis

State-of-the-art image reconstruction often relies on complex, highly parameterized deep architectures. We propose an alternative: a data-driven reconstruction method inspired by the classic Tikhonov regularization. Our approach iteratively…

Image and Video Processing · Electrical Eng. & Systems 2025-02-07 Mehrsa Pourya , Erich Kobler , Michael Unser , Sebastian Neumayer

In this paper, we consider a squared $L_1/L_2$ regularized model for sparse signal recovery from noisy measurements. We first establish the existence of optimal solutions to the model under mild conditions. Next, we propose a proximal…

Optimization and Control · Mathematics 2025-11-10 Na Zhang , Hong Chen , Qia Li , Junpeng Zhou

We consider regularized least-squares problems of the form $\min_{x} \frac{1}{2}\Vert Ax - b\Vert_2^2 + \mathcal{R}(Lx)$. Recently, Zheng et al., 2019, proposed an algorithm called Sparse Relaxed Regularized Regression (SR3) that employs a…

Numerical Analysis · Mathematics 2020-11-16 Nick Luiken , Tristan van Leeuwen
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