Related papers: On the convergence of an inertial proximal algorit…
Conditional stability estimates require additional regularization for obtaining stable approximate solutions if the validity area of such estimates is not completely known. In this context, we consider ill-posed nonlinear inverse problems…
This paper focuses on the regularization of backward time-fractional diffusion problem on unbounded domain. This problem is well-known to be ill-posed, whence the need of a regularization method in order to recover stable approximate…
We consider unconstrained randomized optimization of convex objective functions. We analyze the Random Pursuit algorithm, which iteratively computes an approximate solution to the optimization problem by repeated optimization over a…
The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying…
We consider finite element solutions to quadratic optimization problems, where the state depends on the control via a well-posed linear partial differential equation. Exploiting the structure of a suitably reduced optimality system, we…
Optimization plays a key role in machine learning. Recently, stochastic second-order methods have attracted much attention due to their low computational cost in each iteration. However, these algorithms might perform poorly especially if…
A main drawback of classical Tikhonov regularization is that often the parameters required to apply theoretical results, e.g., the smoothness of the sought-after solution and the noise level, are unknown in practice. In this paper we…
We introduce iR2N, a modified proximal quasi-Newton method for minimizing the sum of a smooth function $f$ and a lower semi-continuous prox-bounded function $h$, allowing inexact evaluations of $f$, its gradient, and the associated proximal…
In this work we investigate dynamical systems designed to approach the solution sets of inclusion problems involving the sum of two maximally monotone operators. Our aim is to design methods which guarantee strong convergence of…
This paper deals with Tikhonov regularization for linear and nonlinear ill-posed operator equations with wavelet Besov norm penalties. We show order optimal rates of convergence for finitely smoothing operators and for the backwards heat…
Despite recent advances in regularisation theory, the issue of parameter selection still remains a challenge for most applications. In a recent work the framework of statistical learning was used to approximate the optimal Tikhonov…
Several optimization schemes have been known for convex optimization problems. However, numerical algorithms for solving nonconvex optimization problems are still underdeveloped. A progress to go beyond convexity was made by considering the…
The numerical properties of algorithms for finding the intersection of sets depend to some extent on the regularity of the sets, but even more importantly on the regularity of the intersection. The alternating projection algorithm of von…
We study multi-parameter regularization (multiple penalties) for solving linear inverse problems to promote simultaneously distinct features of the sought-for objects. We revisit a balancing principle for choosing regularization parameters…
By time discretization of a second-order primal-dual dynamical system with damping $\alpha/t$ where an inertial construction in the sense of Nesterov is needed only for the primal variable, we propose a fast primal-dual algorithm for a…
This paper considers a consensus optimization problem, where all the nodes in a network, with access to the zeroth-order information of its local objective function only, attempt to cooperatively achieve a common minimizer of the sum of…
This paper derives a new class of adaptive regularization parameter choice strategies that can be effectively and efficiently applied when regularizing large-scale linear inverse problems by combining standard Tikhonov regularization and…
The problem of numerical differentiation can be thought of as an inverse problem by considering it as solving a Volterra equation. It is well known that such inverse integral problems are ill-posed and one requires regularization methods to…
So-called functional error estimators provide a valuable tool for reliably estimating the discretization error for a sum of two convex functions. We apply this concept to Tikhonov regularization for the solution of inverse problems for…
We investigate a class of constrained sparse regression problem with cardinality penalty, where the feasible set is defined by box constraint, and the loss function is convex, but not necessarily smooth. First, we put forward a smoothing…