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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

Robust subspace estimation is fundamental to many machine learning and data analysis tasks. Iteratively Reweighted Least Squares (IRLS) is an elegant and empirically effective approach to this problem, yet its theoretical properties remain…

Machine Learning · Statistics 2026-03-11 Gilad Lerman , Kang Li , Tyler Maunu , Teng Zhang

The aim of this paper is to introduce two widely applicable regularization methods based on the direct modification of weight matrices. The first method, Weight Reinitialization, utilizes a simplified Bayesian assumption with partially…

Machine Learning · Computer Science 2022-06-07 Patrik Reizinger , Bálint Gyires-Tóth

A wide variety of (fixed-point) iterative methods for the solution of nonlinear equations (in Hilbert spaces) exists. In many cases, such schemes can be interpreted as iterative local linearization methods, which, as will be shown, can be…

Numerical Analysis · Mathematics 2019-10-16 Pascal Heid , Thomas P. Wihler

In the development of first-order methods for smooth (resp., composite) convex optimization problems, where smooth functions with Lipschitz continuous gradients are minimized, the gradient (resp., gradient mapping) norm becomes a…

Optimization and Control · Mathematics 2020-10-06 Masaru Ito , Mituhiro Fukuda

In this work, we propose an optimization framework for estimating a sparse robust one-dimensional subspace. Our objective is to minimize both the representation error and the penalty, in terms of the l1-norm criterion. Given that the…

Machine Learning · Statistics 2024-03-07 Xiao Ling , Paul Brooks

We propose an efficient and robust iterative solution to the multi-object matching problem. We first clarify serious limitations of current methods as well as the inappropriateness of the standard iteratively reweighted least squares…

Computer Vision and Pattern Recognition · Computer Science 2021-10-11 Yunpeng Shi , Shaohan Li , Gilad Lerman

We present a method for computing nearly singular integrals that occur when single or double layer surface integrals, for harmonic potentials or Stokes flow, are evaluated at points nearby. Such values could be needed in solving an integral…

Numerical Analysis · Mathematics 2024-06-21 J. Thomas Beale , Svetlana Tlupova

This paper presents a regularization technique incorporating a non-convex and non-smooth term, $\ell_{1}^{2}-\eta\ell_{2}^{2}$, with parameters $0<\eta\leq 1$ designed to address ill-posed linear problems that yield sparse solutions. We…

Optimization and Control · Mathematics 2025-06-16 Long Li , Liang Ding

We study the minimization problem of a non-convex sparsity promoting penalty function, the transformed $l_1$ (TL1), and its application in compressed sensing (CS). The TL1 penalty interpolates $l_0$ and $l_1$ norms through a nonnegative…

Information Theory · Computer Science 2018-01-15 Shuai Zhang , Jack Xin

Ill-posed linear inverse problems (ILIP), such as restoration and reconstruction, are a core topic of signal/image processing. A standard approach to deal with ILIP uses a constrained optimization problem, where a regularization function is…

Optimization and Control · Mathematics 2016-11-15 Manya V. Afonso , Jose M. Bioucas-Dias , Mario A. T. Figueiredo

In this paper, we consider a non-convex problem which is the sum of $\ell_0$-norm and a convex smooth function under box constraint. We propose one proximal iterative hard thresholding type method with extrapolation step used for…

Optimization and Control · Mathematics 2018-01-03 Xue Zhang , Xiaoqun Zhang

Lloyd's algorithm is an iterative method that solves the quantization problem, i.e. the approximation of a target probability measure by a discrete one, and is particularly used in digital applications. This algorithm can be interpreted as…

Optimization and Control · Mathematics 2026-05-14 Léo Portales , Elsa Cazelles , Edouard Pauwels

Approximation and uncertainty quantification methods based on Lagrange interpolation are typically abandoned in cases where the probability distributions of one or more {system} parameters are not normal, uniform, or closely related…

Numerical Analysis · Computer Science 2020-02-28 Dimitrios Loukrezis , Herbert De Gersem

This paper is concerned with $\ell_q\,(0<q<1)$-norm regularized minimization problems with a twice continuously differentiable loss function. For this class of nonconvex and nonsmooth composite problems, many algorithms have been proposed…

Optimization and Control · Mathematics 2023-06-27 Yuqia Wu , Shaohua Pan , Xiaoqi Yang

Weighted low rank approximation (WLRA) is an important yet computationally challenging primitive with applications ranging from statistical analysis, model compression, and signal processing. To cope with the NP-hardness of this problem,…

Data Structures and Algorithms · Computer Science 2024-06-05 David P. Woodruff , Taisuke Yasuda

Randomized iterative methods, such as the randomized Kaczmarz method, have gained significant attention for solving large-scale linear systems due to their simplicity and efficiency. Meanwhile, Krylov subspace methods have emerged as a…

Numerical Analysis · Mathematics 2025-05-28 Yonghan Sun , Deren Han , Jiaxin Xie

The Arnoldi-Tikhonov method is a well-established regularization technique for solving large-scale ill-posed linear inverse problems. This method leverages the Arnoldi decomposition to reduce computational complexity by projecting the…

Numerical Analysis · Mathematics 2025-06-02 Davide Bianchi , Marco Donatelli , Davide Furchì , Lothar Reichel

The pressing need to reduce the capacity of deep neural networks has stimulated the development of network dilution methods and their analysis. While the ability of $L_1$ and $L_0$ regularization to encourage sparsity is often mentioned,…

Image and Video Processing · Electrical Eng. & Systems 2020-12-08 Yael Ben-Guigui , Jacob Goldberger , Tammy Riklin-Raviv

We introduce a primal-dual framework for solving linearly constrained nonconvex composite optimization problems. Our approach is based on a newly developed Lagrangian, which incorporates \emph{false penalty} and dual smoothing terms. This…

Optimization and Control · Mathematics 2023-06-21 Jong Gwang Kim