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We study the inverse problem of parameter identification in non-coercive variational problems that commonly appear in applied models. We examine the differentiability of the set-valued parameter-to-solution map by using the first-order and…

Optimization and Control · Mathematics 2018-08-08 Christian Clason , Akhtar A. Khan , Miguel Sama , Christiane Tammer

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

Optimization and Control · Mathematics 2017-12-27 Anil Aswani , Zuo-Jun Max Shen , Auyon Siddiq

Most inverse optimization models impute unspecified parameters of an objective function to make an observed solution optimal for a given optimization problem with a fixed feasible set. We propose two approaches to impute unspecified…

Optimization and Control · Mathematics 2019-07-19 Timothy C. Y. Chan , Neal Kaw

Low rank approximation is a commonly occurring problem in many computer vision and machine learning applications. There are two common ways of optimizing the resulting models. Either the set of matrices with a given rank can be explicitly…

Computer Vision and Pattern Recognition · Computer Science 2019-07-24 Marcus Valtonen Örnhag , Carl Olsson , Anders Heyden

Variational inequalities are an important mathematical tool for modelling free boundary problems that arise in different application areas. Due to the intricate nonsmooth structure of the resulting models, their analysis and optimization is…

Optimization and Control · Mathematics 2017-11-23 Juan-Carlos De Los Reyes

Variational regularization of ill-posed inverse problems is based on minimizing the sum of a data fidelity term and a regularization term. The balance between them is tuned using a positive regularization parameter, whose automatic choice…

Numerical Analysis · Mathematics 2025-11-12 Markus Juvonen , Bjørn Jensen , Ilmari Pohjola , Yiqiu Dong , Samuli Siltanen

In general, standard necessary optimality conditions cannot be formulated in a straightforward manner for semi-smooth shape optimization problems. In this paper, we consider shape optimization problems constrained by variational…

Optimization and Control · Mathematics 2020-12-17 Daniel Luft , Volker H. Schulz , Kathrin Welker

In this paper we consider the solution of monotone inverse problems using the particular example of a parameter identification problem for a semilinear parabolic PDE. For the regularized solution of this problem, we introduce a total…

Numerical Analysis · Mathematics 2025-02-26 Pankaj Gautam , Markus Grasmair

Variational regularization is commonly used to solve linear inverse problems, and involves augmenting a data fidelity by a regularizer. The regularizer is used to promote a priori information and is weighted by a regularization parameter.…

Optimization and Control · Mathematics 2024-01-23 Matthias J. Ehrhardt , Silvia Gazzola , Sebastian J. Scott

Focus of this work is solving a non-smooth constraint minimization problem by a primal-dual splitting algorithm involving proximity operators. The problem is penalized by the Bregman divergence associated with the non-smooth total variation…

Numerical Analysis · Mathematics 2020-02-25 Erdem Altuntac

The primary objective of this research is to investigate an inverse problem of parameter identification in nonlinear mixed quasi-variational inequalities posed in a Banach space setting. By using a fixed point theorem, we explore properties…

Analysis of PDEs · Mathematics 2019-02-20 Stanislaw Migorski , Akhtar A. Khan , Shengda Zeng

This paper deals with the optimization of Bolza problem with a system of convex and nonconvex, discrete and differential state variable inequality constraints of second order by deriving necessary and sufficient conditions for optimality.…

Optimization and Control · Mathematics 2020-09-17 Elimhan N. Mahmudov , S. Demir Saglam

Variational analysis provides the theoretical foundations and practical tools for constructing optimization algorithms without being restricted to smooth or convex problems. We survey the central concepts in the context of a concrete but…

Optimization and Control · Mathematics 2025-04-08 Johannes O. Royset

One fundamental problem when solving inverse problems is how to find regularization parameters. This article considers solving this problem using data-driven bilevel optimization, i.e. we consider the adaptive learning of the regularization…

Statistics Theory · Mathematics 2021-01-08 Neil K. Chada , Claudia Schillings , Xin T. Tong , Simon Weissmann

We provide a new perspective on the study of parameterized optimization problems. Our approach combines methods for post-optimal sensitivity analysis and ordinary differential equations to quantify the uncertainty in the minimizer due to…

Optimization and Control · Mathematics 2022-09-26 Alen Alexanderian , Joseph Hart , Mason Stevens

Inverse problems are key issues in several scientific areas, including signal processing and medical imaging. Data-driven approaches for inverse problems aim for learning model and regularization parameters from observed data samples, and…

Optimization and Control · Mathematics 2024-11-28 Mathias Staudigl , Simon Weissmann , Tristan van Leeuwen

We investigate optimality conditions for optimization problems constrained by a class of variational inequalities of the second kind. Based on a nonsmooth primal-dual reformulation of the governing inequality, the differentiability of the…

Optimization and Control · Mathematics 2014-07-08 Juan-Carlos De Los Reyes , Christian Meyer

The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting a good parameter value by maximizing the probability of the data,…

Numerical Analysis · Mathematics 2020-02-11 Toby Sanders , Rodrigo B. Platte , Robert D. Skeel

This paper examines a variety of classical optimization problems, including well-known minimization tasks and more general variational inequalities. We consider a stochastic formulation of these problems, and unlike most previous work, we…

Optimization and Control · Mathematics 2025-11-11 Vladimir Solodkin , Andrew Veprikov , Aleksandr Beznosikov

In this paper, we study a class of misspecified variational inequalities (VIs) where both the monotone operator and nonlinear convex constraints depend on an unknown parameter learned via a secondary VI. Existing data-driven VI methods…

Optimization and Control · Mathematics 2026-03-18 Novel Kumar Dey , Mohammad Mahdi Ahmadi , Erfan Yazdandoost Hamedani , Afrooz Jalilzadeh
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