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In this paper, nonconvex and nonsmooth models for compressed sensing (CS) and low rank matrix completion (MC) is studied. The problem is formulated as a nonconvex regularized leat square optimization problems, in which the l0-norm and the…

Optimization and Control · Mathematics 2016-05-03 Zhuo-Xu Cui , Qibin Fan

We propose a comprehensive framework for solving constrained variational inequalities via various classes of evolution equations displaying multi-scale aspects. In an infinite-dimensional Hilbertian framework, the class of dynamical systems…

Optimization and Control · Mathematics 2025-07-25 Siqi Qu , Mathias Staudigl , Juan Peypouquet

We provide an overview of recent progress in statistical inverse problems with random experimental design, covering both linear and nonlinear inverse problems. Different regularization schemes have been studied to produce robust and stable…

Statistics Theory · Mathematics 2023-12-27 Abhishake , Tapio Helin , Nicole Mücke

This paper presents a general convergence theory of penalty based numerical methods for elliptic constrained inequality problems, including variational inequalities, hemivariational inequalities, and variational-hemivariational…

Numerical Analysis · Mathematics 2019-12-18 Weimin Han , Mircea Sofonea

This survey reviews variational and iterative methods for reconstructing non-negative solutions of ill-posed problems in infinite-dimensional spaces. We focus on two classes of methods: variational methods based on entropy-minimization or…

Numerical Analysis · Mathematics 2018-05-07 Christian Clason , Barbara Kaltenbacher , Elena Resmerita

We consider nonconvex constrained optimization problems and propose a new approach to the convergence analysis based on penalty functions. We make use of classical penalty functions in an unconventional way, in that penalty functions only…

Optimization and Control · Mathematics 2020-06-02 Francisco Facchinei , Vyacheslav Kungurtsev , Lorenzo Lampariello , Gesualdo Scutari

We consider the variational reconstruction framework for inverse problems and propose to learn a data-adaptive input-convex neural network (ICNN) as the regularization functional. The ICNN-based convex regularizer is trained adversarially…

Solving inverse problems \(Ax = y\) is central to a variety of practically important fields such as medical imaging, remote sensing, and non-destructive testing. The most successful and theoretically best-understood method is convex…

Numerical Analysis · Mathematics 2025-09-23 Daniel Obmann , Gyeongha Hwang , Markus Haltmeier

For the constrained LiGME model, a nonconvexly regularized least squares estimation model, we present an iterative algorithm of guaranteed convergence to its globally optimal solution. The proposed algorithm can deal with two different…

Optimization and Control · Mathematics 2024-04-05 Wataru Yata , Isao Yamada

Stochastic composition optimization draws much attention recently and has been successful in many emerging applications of machine learning, statistical analysis, and reinforcement learning. In this paper, we focus on the composition…

Machine Learning · Computer Science 2018-01-01 Zhouyuan Huo , Bin Gu , Ji Liu , Heng Huang

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

Numerical Analysis · Mathematics 2023-06-21 Jonathan Wittmer , C. G. Krishnanunni , Hai V. Nguyen , Tan Bui-Thanh

First-order methods have been studied for nonlinear constrained optimization within the framework of the augmented Lagrangian method (ALM) or penalty method. We propose an improved inexact ALM (iALM) and conduct a unified analysis for…

Optimization and Control · Mathematics 2021-03-25 Zichong Li , Pin-Yu Chen , Sijia Liu , Songtao Lu , Yangyang Xu

This work proposes a novel convex-non-convex formulation of the image segmentation and the image completion problems. The proposed approach is based on the minimization of a functional involving two distinct regularization terms: one…

Numerical Analysis · Mathematics 2025-09-01 Mohamed El Guide , Anas El Hachimi , Khalide Jbilou , Lothar Reichel

The L1 norm regularized least squares method is often used for finding sparse approximate solutions and is widely used in 1-D signal restoration. Basis pursuit denoising (BPD) performs noise reduction in this way. However, the shortcoming…

Computer Vision and Pattern Recognition · Computer Science 2020-01-30 Nantheera Anantrasirichai , Rencheng Zheng , Ivan Selesnick , Alin Achim

Sparse level-set formulations allow practitioners to find the minimum 1-norm solution subject to likelihood constraints. Prior art requires this constraint to be convex. In this letter, we develop an efficient approach for nonconvex…

Optimization and Control · Mathematics 2021-11-24 Metin Vural , Aleksandr Y. Aravkin , Sławomir Stan'czak

This work is concerned with linear inverse problems where a distributed parameter is known a priori to only take on values from a given discrete set. This property can be promoted in Tikhonov regularization with the aid of a suitable convex…

Optimization and Control · Mathematics 2018-04-19 Christian Clason , Thi Bich Tram Do

We investigate a level-set type method for solving ill-posed problems, with the assumption that the solutions are piecewise, but not necessarily constant functions with unknown level sets and unknown level values. In order to get stable…

Numerical Analysis · Mathematics 2012-10-30 Adriano De Cezaro

We consider an optimization problem with strongly convex objective and linear inequalities constraints. To be able to deal with a large number of constraints we provide a penalty reformulation of the problem. As penalty functions we use a…

Optimization and Control · Mathematics 2020-04-29 Angelia Nedich , Tatiana Tatarenko

This work proposes an efficient batch algorithm for feature selection in reinforcement learning (RL) with theoretical convergence guarantees. To mitigate the estimation bias inherent in conventional regularization schemes, the first…

Machine Learning · Computer Science 2025-09-22 Kyohei Suzuki , Konstantinos Slavakis

Adaptive cubic regularization methods have emerged as a credible alternative to linesearch and trust-region for smooth nonconvex optimization, with optimal complexity amongst second-order methods. Here we consider a general/new class of…

Optimization and Control · Mathematics 2018-11-20 Coralia Cartis , Nicholas I. M. Gould , Philippe L. Toint