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Based on the ideas of arXiv:1710.06612, we consider the problem of minimization of the Holder-continuous non-smooth functional $f$ with non-positive convex (generally, non-smooth) Lipschitz-continuous functional constraint. We propose some…

Optimization and Control · Mathematics 2022-01-03 Fedor Stonyakin , Alexey Stepanov , Alexander Gasnikov , Alexander Titov

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective…

Optimization and Control · Mathematics 2015-02-03 Julien Mairal

In this paper, we consider solving a class of nonconvex and nonsmooth problems frequently appearing in signal processing and machine learning research. The traditional alternating direction method of multipliers encounters troubles in both…

Numerical Analysis · Computer Science 2018-10-17 Tao Sun , Hao Jiang , Lizhi Cheng , Wei Zhu

We propose and analyze an accelerated iterative dual diagonal descent algorithm for the solution of linear inverse problems with general regularization and data-fit functions. In particular, we develop an inertial approach of which we…

Optimization and Control · Mathematics 2023-12-25 Luca Calatroni , Guillaume Garrigos , Lorenzo Rosasco , Silvia Villa

An extension of the Gauss-Newton algorithm is proposed to find local minimizers of penalized nonlinear least squares problems, under generalized Lipschitz assumptions. Convergence results of local type are obtained, as well as an estimate…

Optimization and Control · Mathematics 2011-03-03 Saverio Salzo , Silvia Villa

We derive a parallel sampling algorithm for computational inverse problems that present an unknown linear forcing term and a vector of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of…

Numerical Analysis · Mathematics 2022-03-24 Darko Volkov

Image restoration is typically addressed through non-convex inverse problems, which are often solved using first-order block-wise splitting methods. In this paper, we consider a general type of non-convex optimisation model that captures…

We describe a strategy for solving nonlinear eigenproblems numerically. Our approach is based on the approximation of a vector-valued function, defined as solution of a non-homogeneous version of the eigenproblem. This approximation step is…

Numerical Analysis · Mathematics 2023-12-06 Davide Pradovera

Unsupervised feature selection has drawn wide attention in the era of big data since it is a primary technique for dimensionality reduction. However, many existing unsupervised feature selection models and solution methods were presented…

Optimization and Control · Mathematics 2024-03-26 Yan Li , Defeng Sun , Liping Zhang

We investigate modified steepest descent methods coupled with a loping Kaczmarz strategy for obtaining stable solutions of nonlinear systems of ill-posed operator equations. We show that the proposed method is a convergent regularization…

Numerical Analysis · Mathematics 2008-08-03 A. De Cezaro , M. Haltmeier , A. Leitao , O. Scherzer

We revisit the classical dual ascent algorithm for minimization of convex functionals in the presence of linear constraints, and give convergence results which apply even for non-convex functionals. We describe limit points in terms of the…

Optimization and Control · Mathematics 2016-09-22 Fredrik Andersson , Marcus Carlsson , Carl Olsson

In this paper we accomplish the development of the fast rank-adaptive solver for tensor-structured symmetric positive definite linear systems in higher dimensions. In [arXiv:1301.6068] this problem is approached by alternating minimization…

Numerical Analysis · Mathematics 2014-10-07 Sergey V. Dolgov , Dmitry V. Savostyanov

Due to the COVID-19 pandemic, there is an increasing demand for portable CT machines worldwide in order to diagnose patients in a variety of settings. This has led to a need for CT image reconstruction algorithms that can produce high…

Numerical Analysis · Mathematics 2025-12-10 Mai Phuong Pham Huynh , Manuel Santana , Ana Castillo

This paper is concerned with the inverse problem of determining an obstacle and the corresponding incident point sources in the Helmholtz equation from near-field scattering data. An optimization method is proposed to simultaneously recover…

Analysis of PDEs · Mathematics 2021-12-24 Yan Chang , Yukun Guo

Many tasks in machine learning and signal processing can be solved by minimizing a convex function of a measure. This includes sparse spikes deconvolution or training a neural network with a single hidden layer. For these problems, we study…

Optimization and Control · Mathematics 2018-10-30 Lenaic Chizat , Francis Bach

The Calder\'on problem consists in recovering an unknown coefficient of a partial differential equation from boundary measurements of its solution. These measurements give rise to a highly nonlinear forward operator. As a consequence, the…

Analysis of PDEs · Mathematics 2025-07-02 Giovanni S. Alberti , Romain Petit , Simone Sanna

We propose a MINRES-based Newton-type algorithm for solving unconstrained nonconvex optimization problems. Our approach uses the minimal residual method (MINRES), a well-known solver for indefinite symmetric linear systems, to compute…

Optimization and Control · Mathematics 2026-01-06 Hanfeng Zeng , Yang Liu , Wenqing Ouyang , Andre Milzarek

Nonnegative (linear) least square problems are a fundamental class of problems that is well-studied in statistical learning and for which solvers have been implemented in many of the standard programming languages used within the machine…

Optimization and Control · Mathematics 2022-03-09 Jelena Diakonikolas , Chenghui Li , Swati Padmanabhan , Chaobing Song

We propose an algorithm to generate inner and outer polyhedral approximations to the upper image of a bounded convex vector optimization problem. It is an outer approximation algorithm and is based on solving norm-minimizing scalarizations.…

Optimization and Control · Mathematics 2022-02-17 Çağın Ararat , Firdevs Ulus , Muhammad Umer

In this work, we propose an outer approximation algorithm for solving bounded convex vector optimization problems (CVOPs). The scalarization model solved iteratively within the algorithm is a modification of the norm-minimizing…

Optimization and Control · Mathematics 2023-05-24 Çağın Ararat , Firdevs Ulus , Muhammad Umer