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We introduce variable projected augmented Lagrangian (VPAL) methods for solving generalized nonlinear Lasso problems with improved speed and accuracy. By eliminating the nonsmooth variable via soft-thresholding, VPAL transforms the problem…

Optimization and Control · Mathematics 2025-10-29 Stefano Aleotti , Davide Bianchi , Florian Bossmann , Riley Yizhou Chen , Matthias Chung

We present a novel augmented Lagrangian (AL) preconditioner for the solution of linear systems arising from finite element discretizations of elliptic interface problems with jump coefficients. The method is based on the Fictitious Domain…

Numerical Analysis · Mathematics 2026-03-16 Michele Benzi , Marco Feder , Luca Heltai , Federica Mugnaioni

Full Waveform Inversion (FWI) is an inverse problem for estimating the wave velocity distribution in a given domain, based on observed data on the boundaries. The inversion is computationally demanding because we are required to solve…

Machine Learning · Computer Science 2024-05-29 Matan Goren , Eran Treister

This paper proposes a computationally efficient algorithm to address the Full-Waveform Inversion (FWI) problem with a Total Variation (TV) constraint, designed to accurately reconstruct subsurface properties from seismic data. FWI, as an…

Signal Processing · Electrical Eng. & Systems 2025-01-15 Yudai Inada , Shingo Takemoto , Shunsuke Ono

Physics-Informed Neural Networks (PINNs) have become a prominent application of deep learning in scientific computation, as they are powerful approximators of solutions to nonlinear partial differential equations (PDEs). There have been…

Machine Learning · Computer Science 2023-06-01 Hwijae Son , Sung Woong Cho , Hyung Ju Hwang

A lift-and-permute scheme of alternating direction method of multipliers (ADMM) is proposed for linearly constrained convex programming. It contains not only the newly developed balanced augmented Lagrangian method and its dual-primal…

Optimization and Control · Mathematics 2022-03-31 Shiru Li , Yong Xia , Tao Zhang

Using a time-dependent approach the analysis and optimization of a planar FEL-amplifier with an axial magnetic field and an irregular waveguide is performed. By applying methods of nonlinear dynamics three-dimensional equations of motion…

Plasma Physics · Physics 2013-12-03 V. A. Goryashko

Full waveform inversion (FWI) is one of a family of methods that allows the reconstruction of earth subsurface parameters from measurements of waves at or near the surface. This is a numerical optimization problem that uses the whole…

Numerical Analysis · Mathematics 2022-01-25 Mauricio A. Londoño , Francisco J. Rodríguez-Cortés

Full-waveform inversion (FWI) is a method that utilizes seismic data to invert the physical parameters of subsurface media by minimizing the difference between simulated and observed waveforms. Due to its ill-posed nature, FWI is…

Geophysics · Physics 2025-02-18 Xintong Dong , Zhengyi Yuan , Jun Lin , Shiqi Dong , Xunqian Tong , Yue Li

This work studies distributed primal-dual strategies for adaptation and learning over networks from streaming data. Two first-order methods are considered based on the Arrow-Hurwicz (AH) and augmented Lagrangian (AL) techniques. Several…

Optimization and Control · Mathematics 2015-05-14 Zaid J. Towfic , Ali H. Sayed

In a recent work (arXiv-DOI: 1804.08072v1) we introduced the Modified Augmented Lagrangian Method (MALM) for the efficient minimization of objective functions with large quadratic penalty terms. From MALM there results an optimality…

Numerical Analysis · Mathematics 2018-06-22 Martin Neuenhofen

Full waveform inversion (FWI) is an iterative identification process that serves to minimize the misfit of model-based simulated and experimentally measured wave field data, with the goal of identifying a field of parameters for a given…

Computational Engineering, Finance, and Science · Computer Science 2023-12-05 Tim Bürchner , Philipp Kopp , Stefan Kollmannsberger , Ernst Rank

This paper proposes an active learning (AL) algorithm to solve regression problems based on inverse-distance weighting functions for selecting the feature vectors to query. The algorithm has the following features: (i) supports both…

Machine Learning · Computer Science 2022-12-15 Alberto Bemporad

We present Lift and Relax for Waveform Inversion (LRWI), an approach that mitigates the local minima issue in seismic full waveform inversion (FWI) via a combination of two convexification techniques. The first technique (Lift) extends the…

Optimization and Control · Mathematics 2021-09-08 Zhilong Fang , Laurent Demanet

The Augmented Lagrangian Method as an approach for regularizing inverse problems received much attention recently, e.g. under the name Bregman iteration in imaging. This work shows convergence (rates) for this method when Morozov's…

Numerical Analysis · Mathematics 2012-04-19 Klaus Frick , Dirk A. Lorenz , Elena Resmerita

This paper is concerned with augmented Lagrangian methods for the treatment of fully convex composite optimization problems. We extend the classical relationship between augmented Lagrangian methods and the proximal point algorithm to the…

Optimization and Control · Mathematics 2025-11-11 Alberto De Marchi , Tim Hoheisel , Patrick Mehlitz

Constrained optimization is a powerful framework for enforcing requirements on neural networks. These constrained deep learning problems are typically solved using first-order methods on their min-max Lagrangian formulation, but such…

Machine Learning · Computer Science 2026-01-27 Juan Ramirez , Simon Lacoste-Julien

Anderson acceleration (AA) is a technique for accelerating the convergence of fixed-point iterations. In this paper, we apply AA to a sequence of functions and modify the norm in its internal optimization problem to the $\mathcal{H}^{-s}$…

Numerical Analysis · Mathematics 2021-09-14 Yunan Yang , Alex Townsend , Daniel Appelö

Regularization is necessary for solving nonlinear ill-posed inverse problems arising in different fields of geosciences. The base of a suitable regularization is the prior expressed by the regularizer, which can be non-adaptive or adaptive…

Optimization and Control · Mathematics 2020-09-15 Hossein S. Aghamiry , Ali Gholami , Stéphane Operto

Anderson Acceleration (AA) is a popular algorithm designed to enhance the convergence of fixed-point iterations. In this paper, we introduce a variant of AA based on a Truncated Gram-Schmidt process (AATGS) which has a few advantages over…

Numerical Analysis · Mathematics 2024-07-17 Ziyuan Tang , Tianshi Xu , Huan He , Yousef Saad , Yuanzhe Xi