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The paper proposes and justifies a new algorithm of the proximal Newton type to solve a broad class of nonsmooth composite convex optimization problems without strong convexity assumptions. Based on advanced notions and techniques of…

Optimization and Control · Mathematics 2022-03-02 Boris S. Mordukhovich , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

We propose a novel formulation for the second-order total generalized variation (TGV) of the normal vector on an oriented, triangular mesh embedded in $\R^3$. The normal vector is considered as a manifold-valued function, taking values on…

Computer Vision and Pattern Recognition · Computer Science 2025-10-27 Lukas Baumgärtner , Ronny Bergmann , Roland Herzog , Stephan Schmidt , Manuel Weiß

We show that Newton methods for generalized equations are input-to-state stable with respect to disturbances such as due to inexact computations. We then use this result to obtain convergence and robustness of a multistep Newton-type method…

Optimization and Control · Mathematics 2025-03-18 Torbjørn Cunis , Ilya Kolmanovsky

We analyze the performance of a variant of Newton method with quadratic regularization for solving composite convex minimization problems. At each step of our method, we choose regularization parameter proportional to a certain power of the…

Optimization and Control · Mathematics 2022-08-12 Nikita Doikov , Konstantin Mishchenko , 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

Mathematical optimization is the workhorse behind several aspects of modern robotics and control. In these applications, the focus is on constrained optimization, and the ability to work on manifolds (such as the classical matrix Lie…

Robotics · Computer Science 2022-10-06 Wilson Jallet , Antoine Bambade , Nicolas Mansard , Justin Carpentier

Newton's method is the most widespread high-order method, demanding the gradient and the Hessian of the objective function. However, one of the main disadvantages of Newtons method is its lack of global convergence and high iteration cost.…

We propose a new fast algorithm for solving one of the standard approaches to ill-posed linear inverse problems (IPLIP), where a (possibly non-smooth) regularizer is minimized under the constraint that the solution explains the observations…

Optimization and Control · Mathematics 2012-10-10 Manya V. Afonso , José M. Bioucas-Dias , Mário A. T. Figueiredo

We introduce a class of higher-order anisotropic total variation regularisers, which are defined for possibly inhomogeneous, smooth elliptic anisotropies, that extends the Total Generalized Variation (TGV) regulariser and its variants. We…

Numerical Analysis · Mathematics 2020-07-10 Simone Parisotto , Jan Lellmann , Simon Masnou , Carola-Bibiane Schönlieb

This paper concerns developing a numerical method of the Newton type to solve systems of nonlinear equations described by nonsmooth continuous functions. We propose and justify a new generalized Newton algorithm based on graphical…

Optimization and Control · Mathematics 2010-09-03 T. Hoheisel , C. Kanzow , B. S. Mordukhovich , H. Phan

In this paper we study the one dimensional second order total generalised variation regularisation (TGV) problem with $L^{2}$ data fitting term. We examine some properties of this model and we calculate exact solutions using simple…

Optimization and Control · Mathematics 2013-09-24 Konstantinos Papafitsoros , Kristian Bredies

Clustering is a fundamental problem in unsupervised learning. Popular methods like K-means, may suffer from poor performance as they are prone to get stuck in its local minima. Recently, the sum-of-norms (SON) model (also known as the…

Machine Learning · Computer Science 2018-10-08 Defeng Sun , Kim-Chuan Toh , Yancheng Yuan

The problem of restoring images corrupted by Poisson noise is common in many application fields and, because of its intrinsic ill posedness, it requires regularization techniques for its solution. The effectiveness of such techniques…

Numerical Analysis · Mathematics 2021-04-30 Daniela di Serafino , Germana Landi , Marco Viola

We consider the image denoising problem using total variation (TV) regularization. This problem can be computationally challenging to solve due to the non-differentiability and non-linearity of the regularization term. We propose an…

Optimization and Control · Mathematics 2014-08-26 Zhiwei Qin , Donald Goldfarb , Shiqian Ma

Travel-time tomography forces a trade-off between mesh resolution and stability in which the regularizer choice dominates what can be recovered. We introduce MIMIR, a differentiable framework that represents the 2D velocity field as a…

Geophysics · Physics 2026-05-12 Isao Kurosawa

Stochastic variance reduced gradient (SVRG) is a popular variance reduction technique for accelerating stochastic gradient descent (SGD). We provide a first analysis of the method for solving a class of linear inverse problems in the lens…

Numerical Analysis · Mathematics 2022-01-19 Bangti Jin , Zehui Zhou , Jun Zou

We contribute improvements to a Lagrangian dual solution approach applied to large-scale optimization problems whose objective functions are convex, continuously differentiable and possibly nonlinear, while the non-relaxed constraint set is…

Optimization and Control · Mathematics 2019-08-09 Brian Dandurand , Natashia Boland , Jeffrey Christiansen , Andrew Eberhard , Fabricio Oliveira

This paper considers smooth convex optimization problems with many functional constraints. To solve this general class of problems we propose a new stochastic perturbed augmented Lagrangian method, called SGDPA, where a perturbation is…

Optimization and Control · Mathematics 2025-04-01 Nitesh Kumar Singh , Ion Necoara

We propose a novel discrete concept for the total generalized variation (TGV), which has originally been derived to reduce the staircasing effect in classical total variation (TV) regularization, in image denoising problems. We describe…

Numerical Analysis · Mathematics 2022-09-27 Lukas Baumgärtner , Ronny Bergmann , Roland Herzog , Stephan Schmidt , José Vidal-Núñez

This paper proposes and justifies two globally convergent Newton-type methods to solve unconstrained and constrained problems of nonsmooth optimization by using tools of variational analysis and generalized differentiation. Both methods are…

Optimization and Control · Mathematics 2023-04-27 Pham Duy Khanh , Boris Mordukhovich , Vo Thanh Phat , Dat Ba Tran