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Stochastic MPECs have found increasing relevance for modeling a broad range of settings in engineering and statistics. Yet, there seem to be no efficient first/zeroth-order schemes equipped with non-asymptotic rate guarantees for resolving…

Optimization and Control · Mathematics 2022-06-23 Shisheng Cui , Uday V. Shanbhag , Farzad Yousefian

In this paper we discuss an application of Stochastic Approximation to statistical estimation of high-dimensional sparse parameters. The proposed solution reduces to resolving a penalized stochastic optimization problem on each stage of a…

Machine Learning · Statistics 2022-10-25 Sasila Ilandarideva , Yannis Bekri , Anatoli Juditsky , Vianney Perchet

We present here a new image inpainting algorithm based on the Sobolev gradient method in conjunction with the Navier-Stokes model. The original model of Bertalmio et al is reformulated as a variational principle based on the minimization of…

Analysis of PDEs · Mathematics 2012-03-06 Parimah Kazemi , Ionut Danaila

To predict smooth physical phenomena from observations, spline interpolation provides an interpretable framework by minimizing an energy functional associated with the Laplacian operator. This work proposes a methodology to construct a…

Computation · Statistics 2026-03-26 Charlie Sire , Mike Pereira

We consider a class of infinite-dimensional optimization problems in which a distributed vector-valued variable should pointwise almost everywhere take values from a given finite set $\mathcal{M}\subset\mathbb{R}^m$. Such hybrid…

Optimization and Control · Mathematics 2021-11-09 Christian Clason , Carla Tameling , Benedikt Wirth

We develop a sampling scheme on the sphere that permits accurate computation of the spherical harmonic transform and its inverse for signals band-limited at $L$ using only $L^2$ samples. We obtain the optimal number of samples given by the…

Information Theory · Computer Science 2014-07-25 Zubair Khalid , Rodney A. Kennedy , Jason D. McEwen

We consider a sketched implementation of the finite element method for elliptic partial differential equations on high-dimensional models. Motivated by applications in real-time simulation and prediction we propose an algorithm that…

Numerical Analysis · Mathematics 2020-04-22 Robert Lung , Yue Wu , Dimitris Kamilis , Nick Polydorides

A functional for joint variational object segmentation and shape matching is developed. The formulation is based on optimal transport w.r.t. geometric distance and local feature similarity. Geometric invariance and modelling of…

Computer Vision and Pattern Recognition · Computer Science 2014-12-30 Bernhard Schmitzer , Christoph Schnörr

This paper deals with the complexity of some natural graph problems when parametrized by {measures that are restrictions of} clique-width, such as modular-width and neighborhood diversity. The main contribution of this paper is to introduce…

Computational Complexity · Computer Science 2020-02-03 Gennaro Cordasco , Luisa Gargano , Adele Anna Rescigno

In sparse optimization, enforcing hard constraints using the $\ell_0$ pseudo-norm offers advantages like controlled sparsity compared to convex relaxations. However, many real-world applications demand not only sparsity constraints but also…

Optimization and Control · Mathematics 2025-06-12 William de Vazelhes , Xiao-Tong Yuan , Bin Gu

Current quantum computing devices have different strengths and weaknesses depending on their architectures. This means that flexible approaches to circuit design are necessary. We address this task by introducing a novel space-efficient…

We present a new modeling paradigm for optimization that we call random field optimization. Random fields are a powerful modeling abstraction that aims to capture the behavior of random variables that live on infinite-dimensional spaces…

Optimization and Control · Mathematics 2022-01-26 Joshua L. Pulsipher , Benjamin R. Davidson , Victor M. Zavala

We present a framework to train a structured prediction model by performing smoothing on the inference algorithm it builds upon. Smoothing overcomes the non-smoothness inherent to the maximum margin structured prediction objective, and…

Machine Learning · Statistics 2019-02-11 Krishna Pillutla , Vincent Roulet , Sham M. Kakade , Zaid Harchaoui

We develop a method for optimization in shape spaces, i.e., sets of surfaces modulo re-parametrization. Unlike previously proposed gradient flows, we achieve superlinear convergence rates through a subtle approximation of the shape Hessian,…

Computer Vision and Pattern Recognition · Computer Science 2014-04-15 J. Balzer , S. Soatto

We present a unified treatment of the abstract problem of finding the best approximation between a cone and spheres in the image of affine transformations. Prominent instances of this problem are phase retrieval and source localization. The…

Optimization and Control · Mathematics 2020-03-26 D. Russell Luke , Shoham Sabach , Marc Teboulle

In this article we study the problem of signal recovery for group models. More precisely for a given set of groups, each containing a small subset of indices, and for given linear sketches of the true signal vector which is known to be…

Optimization and Control · Mathematics 2020-02-28 Bubacarr Bah , Jannis Kurtz , Oliver Schaudt

For the general problem of minimizing a convex function over a compact convex domain, we will investigate a simple iterative approximation algorithm based on the method by Frank & Wolfe 1956, that does not need projection steps in order to…

Optimization and Control · Mathematics 2011-12-30 Martin Jaggi

We present a framework to solve the open problem of formulating the inverse scattering method (ISM) for an integrable PDE on a star-graph. The idea is to map the problem on the graph to a matrix initial-boundary value (IBV) problem and then…

Mathematical Physics · Physics 2015-06-02 Vincent Caudrelier

We propose a novel iterative numerical method to solve the three-dimensional inverse obstacle scattering problem of recovering the shape of the obstacle from far-field measurements. To address the inherent ill-posed nature of the inverse…

Numerical Analysis · Mathematics 2024-04-18 Junqing Chen , Bangti Jin , Haibo Liu

In this paper, we focus on finding the global minimizer of a general unconstrained nonsmooth nonconvex optimization problem. Taking advantage of the smoothing method and the consensus-based optimization (CBO) method, we propose a novel…

Optimization and Control · Mathematics 2025-01-14 Jiazhen Wei , Wei Bian
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