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Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

In this work, we propose and study a framework of generalized proximal point algorithms associated with a maximally monotone operator. We indicate sufficient conditions on the regularization and relaxation parameters of generalized proximal…

Optimization and Control · Mathematics 2022-03-29 Hui Ouyang

This paper is concerned with the solution of large-scale linear discrete ill-posed problems with error-contaminated data. Tikhonov regularization is a popular approach to determine meaningful approximate solutions of such problems. The…

Numerical Analysis · Mathematics 2016-02-11 Guangxin Huang , Silvia Noschese , Lothar Reichel

We analyze the convergence rate of the monotone accelerated proximal gradient method, which can be used to solve structured convex composite optimization problems. A linear convergence rate is established when the smooth part of the…

Optimization and Control · Mathematics 2026-03-16 Zepeng Wang , Juan Peypouquet

We study a Newton-like method for the minimization of an objective function that is the sum of a smooth convex function and an l-1 regularization term. This method, which is sometimes referred to in the literature as a proximal Newton…

Optimization and Control · Mathematics 2013-09-16 Richard H. Byrd , Jorge Nocedal , Figen Oztoprak

Solving equilibrium problems under constraints is an important problem in optimization and optimal control. In this context an important practical challenge is the efficient incorporation of constraints. We develop a continuous-time method…

Optimization and Control · Mathematics 2024-03-21 Siqi Qu , Mathias Staudigl

In this paper we provide a convergence analysis of some variational methods alternative to the classical Tikhonov regularization, namely Ivanov regularization (also called method of quasi solutions) with some versions of the discrepancy…

Numerical Analysis · Mathematics 2018-04-18 Barbara Kaltenbacher , Andrej Klassen

We consider a modified Tikhonov-type functional for the solution of ill-posed nonlinear inverse problems. Motivated by applications in the field of production engineering, we allow small deviations in the solution, which are modeled through…

Numerical Analysis · Mathematics 2020-07-14 Iwona Piotrowska-Kurczewski , Georgia Sfakianaki

For a linear equality constrained convex optimization problem involving two objective functions with a ``nonsmooth" + ``nonsmooth" composite structure, we study two algorithms derived from a mixed-order dynamical system which incorporates…

Optimization and Control · Mathematics 2026-03-25 Geng-Hua Li , Hai-Yi Zhao , Xiangkai Sun

We consider the learning algorithms under general source condition with the polynomial decay of the eigenvalues of the integral operator in vector-valued function setting. We discuss the upper convergence rates of Tikhonov regularizer under…

Machine Learning · Statistics 2017-03-29 Abhishake Rastogi , Sivananthan Sampath

In [19], a general, inexact, efficient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been established. In this paper, we analyze the convergence properties…

Numerical Analysis · Computer Science 2017-10-18 Hiva Ghanbari , Katya Scheinberg

We study the application of Tikhonov regularization to ill-posed nonlinear operator equations. The objective of this work is to prove low order convergence rates for the discrepancy principle under low order source conditions of logarithmic…

Numerical Analysis · Mathematics 2023-05-02 Chantal Klinkhammer , Robert Plato

We present a converged algorithm for Tikhonov regularized nonnegative matrix factorization (NMF). We specially choose this regularization because it is known that Tikhonov regularized least square (LS) is the more preferable form in solving…

Machine Learning · Computer Science 2015-03-20 Andri Mirzal

The problem of minimizing the sum of nonsmooth, convex objective functions defined on a real Hilbert space over the intersection of fixed point sets of nonexpansive mappings, onto which the projections cannot be efficiently computed, is…

Optimization and Control · Mathematics 2016-02-08 Hideaki Iiduka

For linear inverse problem with Gaussian random noise we show that Tikhonov regularization algorithm is minimax in the class of linear estimators and is asymptotically minimax in the sense of sharp asymptotic in the class of all estimators.…

Statistics Theory · Mathematics 2017-06-08 Mikhail Ermakov

In this paper, we consider a non-convex problem which is the sum of $\ell_0$-norm and a convex smooth function under box constraint. We propose one proximal iterative hard thresholding type method with extrapolation step used for…

Optimization and Control · Mathematics 2018-01-03 Xue Zhang , Xiaoqun Zhang

In this paper we study Tikhonov regularization for the stable solution of an ill-posed non-linear operator equation. The operator we consider, which is related to an active contour model for image segmentation, is continuous, compact, but…

Numerical Analysis · Mathematics 2012-09-12 Markus Grasmair

In this paper we propose a linear scalarization proximal point algorithm for solving arbitrary lower semicontinuous quasiconvex multiobjective minimization problems. Under some natural assumptions and using the condition that the proximal…

We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimization (ERM), and in particular linear least-squares regression,…

Machine Learning · Statistics 2015-06-25 Roy Frostig , Rong Ge , Sham M. Kakade , Aaron Sidford

Fractional Tikhonov regularization methods have been recently proposed to reduce the oversmoothing property of the Tikhonov regularization in standard form, in order to preserve the details of the approximated solution. Their regularization…

Numerical Analysis · Mathematics 2020-09-07 Davide Bianchi , Alessandro Buccini , Marco Donatelli , Stefano Serra-Capizzano