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In this paper, we introduce an inertial version of the Proximal Incremental Aggregated Gradient method (PIAG) for minimizing the sum of smooth convex component functions and a possibly nonsmooth convex regularization function.…

Optimization and Control · Mathematics 2017-12-19 Xiaoya Zhang , Wei Peng , Hui Zhang , Wei Zhu

In this paper we will review recent advances in the application of the augmented Lagrange multiplier method as a general approach for generating multiplier--free stabilised methods. We first show how the method generates Galerkin/Least…

Numerical Analysis · Mathematics 2022-07-04 Erik Burman , Peter Hansbo , Mats G. Larson

The complex-step derivative approximation is a numerical differentiation technique that can achieve analytical accuracy, to machine precision, with a single function evaluation. In this letter, the complex-step derivative approximation is…

Robotics · Computer Science 2021-05-07 Charles Champagne Cossette , Alex Walsh , James Richard Forbes

In this article, we introduce and study accelerated Landweber methods for linear ill-posed problems obtained by an alteration of the coefficients in the three-term recurrence relation of the \nu-methods. The residual polynomials of the…

Numerical Analysis · Mathematics 2012-12-21 Wolfgang Erb

In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form…

Machine Learning · Statistics 2015-06-02 Nicholas G. Polson , James G. Scott , Brandon T. Willard

In this paper, we consider the composite optimization problems over the Stiefel manifold. A successful method to solve this class of problems is the proximal gradient method proposed by Chen et al. Motivated by the proximal Newton-type…

Optimization and Control · Mathematics 2025-01-17 Qinsi Wang , Wei Hong Yang

For a class of nonsmooth composite optimization problems with linear equality constraints, we utilize a Lyapunov-based approach to establish the global exponential stability of the primal-dual gradient flow dynamics based on the proximal…

Optimization and Control · Mathematics 2019-10-03 Dongsheng Ding , Mihailo R. Jovanović

In the present paper we consider the problem of Laplace deconvolution with noisy discrete observations. The study is motivated by Dynamic Contrast Enhanced imaging using a bolus of contrast agent, a procedure which allows considerable…

Statistics Theory · Mathematics 2012-07-12 Fabienne Comte , Charles-André Cuénod , Marianna Pensky , Yves Rozenholc

Given all (finite) moments of two measures $\mu$ and $\lambda$ on $\R^n$, we provide a numerical scheme to obtain the Lebesgue decomposition $\mu=\nu+\psi$ with $\nu\ll\lambda$ and $\psi\perp\lambda$. When$\nu$ has a density in…

Optimization and Control · Mathematics 2016-01-27 Jean-Bernard Lasserre

Given a dissimilarity matrix, the metric nearness problem is to find the nearest matrix of distances that satisfy the triangle inequalities. This problem has wide applications, such as sensor networks, image processing, and so on. But it is…

Optimization and Control · Mathematics 2022-11-03 Peipei Tang , Bo Jiang , Chengjing Wang

This work is in the field of multi-material compressible fluid flows simulation. The proposed scheme is eulerian and related to finite volumes methods, but in a Lagrange-Remap formalism on regular orthogonal meshes. The Lagrangian scheme is…

Numerical Analysis · Mathematics 2022-08-30 Bastien Chaudet

Recent works by Bot-Fadili-Nguyen (arXiv:2510.22715) and by Jang-Ryu (arXiv:2510.23513) resolve long-standing iterate convergence questions for accelerated (proximal) gradient methods. In particular, Bot-Fadili-Nguyen prove weak convergence…

Optimization and Control · Mathematics 2025-11-11 Walaa M. Moursi , Andrew Naguib , Viktor Pavlovic , Stephen A. Vavasis

A discrete analysis of the phase and dissipation errors of an explicit, semi-Lagrangian spectral element method is performed. The semi-Lagrangian method advects the Lagrange interpolant according the Lagrangian form of the transport…

Numerical Analysis · Mathematics 2023-02-08 Gustaaf B. Jacobs , Hareshram Natarajan , Pavel Popov , David A. Kopriva

The surge of activity in the resolution of fine scale features in the field of earth sciences over the past decade necessitates the development of robust yet simple algorithms that can tackle the various drawbacks of in silico models…

Numerical Analysis · Mathematics 2021-07-27 Saumik Dana

In this paper, we propose new accelerated methods for smooth convex optimization, called contracting proximal methods. At every step of these methods, we need to minimize a contracted version of the objective function augmented by a…

Optimization and Control · Mathematics 2021-05-21 Nikita Doikov , Yurii Nesterov

This paper studies a recovery task of finding a low multilinear-rank tensor that fulfills some linear constraints in the general settings, which has many applications in computer vision and graphics. This problem is named as the low…

Optimization and Control · Mathematics 2013-10-08 Lei Yang , Zheng-Hai Huang , Yufan Li

A broad range of inverse problems can be abstracted into the problem of minimizing the sum of several convex functions in a Hilbert space. We propose a proximal decomposition algorithm for solving this problem with an arbitrary number of…

Optimization and Control · Mathematics 2009-11-13 Patrick L. Combettes , Jean-Christophe Pesquet

This paper proposes and analyzes an accelerated inexact dampened augmented Lagrangian (AIDAL) method for solving linearly-constrained nonconvex composite optimization problems. Each iteration of the AIDAL method consists of: (i) inexactly…

Optimization and Control · Mathematics 2023-02-08 Weiwei Kong , Renato D. C. Monteiro

The augmented Lagrangian method (ALM) is one of the most useful methods for constrained optimization. Its convergence has been well established under convexity assumptions or smoothness assumptions, or under both assumptions. ALM may…

Optimization and Control · Mathematics 2021-12-10 Jinshan Zeng , Wotao Yin , Ding-Xuan Zhou

We propose a Semi-Lagrangian scheme coupled with Radial Basis Function interpolation for approximating a curvature-related level set model, which has been proposed by Zhao et al. in \cite{ZOMK} to reconstruct unknown surfaces from sparse,…

Numerical Analysis · Mathematics 2016-11-08 Elisabetta Carlini , Roberto Ferretti