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This paper is concerned with a novel regularisation technique for solving linear ill-posed operator equations in Hilbert spaces from data that is corrupted by white noise. We combine convex penalty functionals with extreme-value statistics…

Statistics Theory · Mathematics 2012-04-03 Klaus Frick , Philipp Marnitz , Axel Munk

The symplectic eigenvalue problem for symmetric positive-definite (spd) matrices plays a crucial role in various scientific fields, including quantum mechanics and control theory. This paper introduces a trace-penalty minimization method,…

Optimization and Control · Mathematics 2026-04-22 Jiaqi Wang , Nachuan Xiao , Xin Liu

We propose a general framework for conditional sampling in PDE-based inverse problems, targeting the recovery of whole solutions from extremely sparse or noisy measurements. This is accomplished by a function-space diffusion model and…

Machine Learning · Computer Science 2026-02-06 Jiachen Yao , Abbas Mammadov , Julius Berner , Gavin Kerrigan , Jong Chul Ye , Kamyar Azizzadenesheli , Anima Anandkumar

The L1 norm regularized least squares method is often used for finding sparse approximate solutions and is widely used in 1-D signal restoration. Basis pursuit denoising (BPD) performs noise reduction in this way. However, the shortcoming…

Computer Vision and Pattern Recognition · Computer Science 2020-01-30 Nantheera Anantrasirichai , Rencheng Zheng , Ivan Selesnick , Alin Achim

Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…

Optimization and Control · Mathematics 2022-01-10 Jared Miller , Yang Zheng , Mario Sznaier , Antonis Papachristodoulou

In this paper, we propose a unified primal-dual algorithm framework based on the augmented Lagrangian function for composite convex problems with conic inequality constraints. The new framework is highly versatile. First, it not only covers…

Optimization and Control · Mathematics 2022-08-31 Zhenyuan Zhu , Fan Chen , Junyu Zhang , Zaiwen Wen

We present and analyze a novel sparse polynomial technique for approximating high-dimensional Hilbert-valued functions, with application to parameterized partial differential equations (PDEs) with deterministic and stochastic inputs. Our…

Numerical Analysis · Mathematics 2020-01-22 Nick Dexter , Hoang Tran , Clayton Webster

Optimization-based problems have become of great interest for signal approximation purposes, as they achieved good accuracy results while being extremely flexible and versatile. In this work, we put our focus on the context of periodic…

Optimization and Control · Mathematics 2021-11-30 Adrian Jarret

Basis pursuit is the problem of finding a vector with smallest $\ell_1$-norm among the solutions of a given linear system of equations. It is a well-known convex relaxation of the sparse affine feasibility problem, where sparse solutions to…

Optimization and Control · Mathematics 2026-04-29 Roger Behling , Yunier Bello-Cruz , Luiz-Rafael Santos , Paulo J. S. Silva

Mathematical programs with complementarity constraints are notoriously difficult to solve due to their nonconvexity and lack of constraint qualifications in every feasible point. This work focuses on the subclass of quadratic programs with…

Optimization and Control · Mathematics 2021-06-01 Jonas Hall , Armin Nurkanovic , Florian Messerer , Moritz Diehl

A fully implementable filtered polynomial approximation on spherical shells is considered. The method proposed is a quadrature-based version of a filtered polynomial approximation. The radial direction and the angular direction of the…

Numerical Analysis · Mathematics 2017-12-27 Yoshihito Kazashi

We propose a novel framework for the regularised inversion of deep neural networks. The framework is based on the authors' recent work on training feed-forward neural networks without the differentiation of activation functions. The…

Numerical Analysis · Mathematics 2023-03-06 Xiaoyu Wang , Martin Benning

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

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

This paper develops a unified nonconvex optimization framework for the design of group-sparse feedback controllers in infinite-horizon linear-quadratic (LQ) problems. We address two prominent extensions of the classical LQ problem: the…

Optimization and Control · Mathematics 2025-08-06 Lechen Feng , Xun Li , Yuan-Hua Ni

Scalarization allows to solve a multi-objective optimization problem by solving many single-objective sub-problems, uniquely determined by some parameters. In this work, we propose several adaptive strategies to select such parameters in…

Optimization and Control · Mathematics 2022-11-08 Giacomo Borghi

We introduce an approximation technique for nonlinear hyperbolic systems with sources that is invariant domain preserving. The method is discretization-independent provided elementary symmetry and skew-symmetry properties are satisfied by…

Numerical Analysis · Mathematics 2019-01-30 Jean-Luc Guermond , Bojan Popov , Ignacio Tomas

We present a primal-dual algorithmic framework to obtain approximate solutions to a prototypical constrained convex optimization problem, and rigorously characterize how common structural assumptions affect the numerical efficiency. Our…

Optimization and Control · Mathematics 2015-03-04 Quoc Tran-Dinh , Volkan Cevher

We present a unified treatment of the abstract problem of finding the best approximation between a cone and spheres in the image of affine transformations. Prominent instances of this problem are phase retrieval and source localization. The…

Optimization and Control · Mathematics 2020-03-26 D. Russell Luke , Shoham Sabach , Marc Teboulle

It is well known in the Reduced Basis approximation of saddle point problems that the Galerkin projection on the reduced space does not guarantee the inf-sup approximation stability even if a stable high fidelity method was used to generate…

Numerical Analysis · Mathematics 2023-08-08 Shafqat Ali , Francesco Ballarin , Gianluigi Rozza