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This paper is concerned with a novel regularisation technique for solving linear ill-posed operator equations in Hilbert spaces from data that is corrupted by white noise. We combine convex penalty functionals with extreme-value statistics…

Statistics Theory · Mathematics 2012-04-03 Klaus Frick , Philipp Marnitz , Axel Munk

In this paper we the formulation of inverse problems as constrained minimization problems and their iterative solution by gradient or Newton type. We carry out a convergence analysis in the sense of regularization methods and discuss…

Numerical Analysis · Mathematics 2021-01-15 Barbara Kaltenbacher , Kha Van Huynh

In this paper we consider the computation of approximate solutions for inverse problems in Hilbert spaces. In order to capture the special feature of solutions, non-smooth convex functions are introduced as penalty terms. By exploiting the…

Numerical Analysis · Mathematics 2015-06-18 Qinian Jin , Xiliang Lu

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

Optimization and Control · Mathematics 2022-02-02 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

In this work we consider numerical efficiency and convergence rates for solvers of non-convex multi-penalty formulations when reconstructing sparse signals from noisy linear measurements. We extend an existing approach, based on reduction…

Information Theory · Computer Science 2021-01-15 Zeljko Kereta , Johannes Maly , Valeriya Naumova

We propose an implicit iterative algorithm for an exact penalty method arising from inequality constrained optimization problems. A rapidly convergent fixed point method is developed for a regularized penalty functional. The applicability…

Optimization and Control · Mathematics 2012-10-05 Kazufumi Ito , Tomoya Takeuchi

We consider a convex optimization problem with many linear inequality constraints. To deal with a large number of constraints, we provide a penalty reformulation of the problem, where the penalty is a variant of the one-sided Huber loss…

Optimization and Control · Mathematics 2023-11-03 Angelia Nedich , Tatiana Tatarenko

Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and…

Optimization and Control · Mathematics 2021-11-12 Daria Ghilli , Dirk A. Lorenz , Elena Resmerita

In this paper we first extend the diminishing stepsize method for nonconvex constrained problems presented in [4] to deal with equality constraints and a nonsmooth objective function of composite type. We then consider the particular case…

Optimization and Control · Mathematics 2023-07-07 Francisco Facchinei , Vyacheskav Kungurtsevb , Lorenzo Lampariello , Gesualdo Scutari

In this work, we consider a constrained convex problem with linear inequalities and provide an inexact penalty re-formulation of the problem. The novelty is in the choice of the penalty functions, which are smooth and can induce a non-zero…

Optimization and Control · Mathematics 2020-05-04 Tatiana Tatarenko , Angelia Nedich

Recently, the stochastic asymptotical regularization (SAR) has been developed in (\emph{Inverse Problems}, 39: 015007, 2023) for the uncertainty quantification of the stable approximate solution of linear ill-posed inverse problems. In this…

Numerical Analysis · Mathematics 2024-08-27 Haie Long , Ye Zhang

The determination of solutions of many inverse problems usually requires a set of measurements which leads to solving systems of ill-posed equations. In this paper we propose the Landweber iteration of Kaczmarz type with general uniformly…

Numerical Analysis · Mathematics 2013-07-17 Qinian Jin , Wei Wang

This paper develops a convex approach for sparse one-dimensional deconvolution that improves upon L1-norm regularization, the standard convex approach. We propose a sparsity-inducing non-separable non-convex bivariate penalty function for…

Optimization and Control · Mathematics 2016-04-19 Ivan W. Selesnick , Iker Bayram

In this paper, we propose and analyze a two-point gradient method for solving inverse problems in Banach spaces which is based on the Landweber iteration and an extrapolation strategy. The method allows to use non-smooth penalty terms,…

Numerical Analysis · Mathematics 2018-12-31 Min Zhong , Wei Wang , Qinian Jin

We propose several new nonsmooth Newton methods for solving convex composite optimization problems with polyhedral regularizers, while avoiding the computation of complicated second-order information on these functions. Under the…

Optimization and Control · Mathematics 2025-11-25 Tran T. A. Nghia , Nghia V. Vo , Khoa V. H. Vu

We consider the nonstationary iterated Tikhonov regularization in Banach spaces which defines the iterates via minimization problems with uniformly convex penalty term. The penalty term is allowed to be non-smooth to include $L^1$ and total…

Numerical Analysis · Mathematics 2014-01-21 Qinian Jin , Min Zhong

For an ill-posed inverse problem, particularly with incomplete and limited measurement data, regularization is an essential tool for stabilizing the inverse problem. Among various forms of regularization, the lp penalty term provides a…

Numerical Analysis · Mathematics 2021-12-23 Jihun Han , Yoonsang Lee

In this paper we consider a nonconvex optimization problem with nonlinear equality constraints. We assume that both, the objective function and the functional constraints, are locally smooth. For solving this problem, we propose a…

Optimization and Control · Mathematics 2024-12-02 Lahcen El Bourkhissi , Ion Necoara

In this paper, we consider nonconvex optimization problems with nonlinear equality constraints. We assume that the objective function and the functional constraints are locally smooth. To solve this problem, we introduce a linearized…

Optimization and Control · Mathematics 2025-03-21 Lahcen El Bourkhissi , Ion Necoara

We propose a general formulation of nonconvex and nonsmooth sparse optimization problems with convex set constraint, which can take into account most existing types of nonconvex sparsity-inducing terms, bringing strong applicability to a…

Information Theory · Computer Science 2021-08-23 Hao Wang , Fan Zhang , Yuanming Shi , Yaohua Hu
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