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Invex programs are a special kind of non-convex problems which attain global minima at every stationary point. While classical first-order gradient descent methods can solve them, they converge very slowly. In this paper, we propose new…
In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first…
In this work, we present a method to perform 2D and 3D omnidirectional pressure integration from velocity measurements with a single-iteration matrix inversion approach. This work builds upon our previous work, where the rotating parallel…
In this paper we will discuss two variants of an inexact feasible interior point algorithm for convex quadratic programming. We will consider two different neighbourhoods: a (small) one induced by the use of the Euclidean norm which yields…
We propose and show the efficacy of a new method to address generic inverse problems. Inverse modeling is the task whereby one seeks to determine the control parameters of a natural system that produce a given set of observed measurements.…
This work establishes new convergence guarantees for gradient descent in smooth convex optimization via a computer-assisted analysis technique. Our theory allows nonconstant stepsize policies with frequent long steps potentially violating…
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,…
We investigate the convergence properties of exact and inexact forward-backward algorithms to minimise the sum of two weakly convex functions defined on a Hilbert space, where one has a Lipschitz-continuous gradient. We show that the exact…
In this paper, we will present a generalization for a minimization problem from I. Daubechies, M. Defrise, and C. Demol [3]. This generalization is useful for solving many practical problems in which more than one constraint are involved.…
We analyze convergence of the Levenberg-Marquardt method for solving nonlinear inverse problems in Hilbert spaces. Specifically, we establish local convergence and convergence rates for a class of inverse problems that satisfy H\"{o}lder…
This paper considers a networked system with a finite number of users and supposes that each user tries to minimize its own private objective function over its own private constraint set. It is assumed that each user's constraint set can be…
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…
Matching pursuit algorithms are an important class of algorithms in signal processing and machine learning. We present a blended matching pursuit algorithm, combining coordinate descent-like steps with stronger gradient descent steps, for…
Let $\left( X,\left\Vert \cdot\right\Vert_{X}\right) $ and $\left( Y,\left\Vert \cdot\right\Vert_{Y}\right) $ be Banach spaces over $\mathbb{R},$ with $X$ uniformly convex and compactly embedded into $Y.$ The inverse iteration method is…
This paper studies multistep methods for the integration of reversible dynamical systems, with particular emphasis on the planar Kepler problem. It has previously been shown by Cano & Sanz-Serna that reversible linear multisteps for…
By the recent advances in computer technology leading to the invention of more powerful processors, the importance of creating models using data training is even greater than ever. Given the significance of this issue, this work tries to…
We present an efficient, effective, and generic approach towards solving inverse problems. The key idea is to leverage the feedback signal provided by the forward process and learn an iterative update model. Specifically, at each iteration,…
Multi-shot pedestrian re-identification problem is at the core of surveillance video analysis. It matches two tracks of pedestrians from different cameras. In contrary to existing works that aggregate single frames features by time series…
Block coordinate descent is an optimization paradigm that iteratively updates one block of variables at a time, making it quite amenable to big data applications due to its scalability and performance. Its convergence behavior has been…
The traditional approach of hand-crafting priors (such as sparsity) for solving inverse problems is slowly being replaced by the use of richer learned priors (such as those modeled by deep generative networks). In this work, we study the…