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The Chambolle-Pock algorithm (CPA), also known as the primal-dual hybrid gradient method, has gained popularity over the last decade due to its success in solving large-scale convex structured problems. This work extends its convergence…

Optimization and Control · Mathematics 2025-03-11 Brecht Evens , Puya Latafat , Panagiotis Patrinos

We analyze stochastic conditional gradient methods for constrained optimization problems arising in over-parametrized machine learning. We show that one could leverage the interpolation-like conditions satisfied by such models to obtain…

Optimization and Control · Mathematics 2022-01-28 Tesi Xiao , Krishnakumar Balasubramanian , Saeed Ghadimi

We study in this paper the function approximation error of multivariate linear extrapolation. The sharp error bound of linear interpolation already exists in the literature. However, linear extrapolation is used far more often in…

Optimization and Control · Mathematics 2026-05-20 Liyuan Cao , Zaiwen Wen , Ya-xiang Yuan

In this paper we consider a class of monotone inclusion (MI) problems of finding a zero of the sum of two monotone operators, in which one operator is maximal monotone while the other is {\it locally Lipschitz} continuous. We propose…

Optimization and Control · Mathematics 2024-09-04 Zhaosong Lu , Sanyou Mei

Various algebraic multigrid algorithms have been developed for solving problems in scientific and engineering computation over the past decades. They have been shown to be well-suited for solving discretized partial differential equations…

Numerical Analysis · Mathematics 2018-05-08 Xuefeng Xu , Chen-Song Zhang

In this paper, equivalence between interpolation properties of linear operators and monotonicity conditions are studied, for a pair $(X_0,X_1)$ of rearrangement invariant quasi Banach spaces, when the extreme spaces of the interpolation are…

Functional Analysis · Mathematics 2008-02-03 Jesús Bastero , Francisco J. Ruiz

We consider the problem of minimizing a convex, separable, nonsmooth function subject to linear constraints. The numerical method we propose is a block-coordinate extension of the Chambolle-Pock primal-dual algorithm. We prove convergence…

Optimization and Control · Mathematics 2020-03-26 D. Russell Luke , Yura Malitsky

Proximal operations are among the most common primitives appearing in both practical and theoretical (or high-level) optimization methods. This basic operation typically consists in solving an intermediary (hopefully simpler) optimization…

Optimization and Control · Mathematics 2021-06-30 Mathieu Barré , Adrien Taylor , Francis Bach

To approximate solutions of a linear differential equation, we project, via trigonometric interpolation, its solution space onto a finite-dimensional space of trigonometric polynomials and construct a matrix representation of the…

Numerical Analysis · Mathematics 2011-08-30 Oksana Bihun , Austin Bren , Michael Dyrud , Kristin Heysse

Understanding when and why interpolating methods generalize well has recently been a topic of interest in statistical learning theory. However, systematically connecting interpolating methods to achievable notions of optimality has only…

Machine Learning · Statistics 2021-10-22 Eduard Oravkin , Patrick Rebeschini

Selecting the fastest algorithm for a specific signal/image processing task is a challenging question. We propose an approach based on the Performance Estimation Problem framework that numerically and automatically computes the worst-case…

Optimization and Control · Mathematics 2024-03-18 Nizar Bousselmi , Nelly Pustelnik , Julien M. Hendrickx , François Glineur

We study in this paper the function approximation error of linear interpolation and extrapolation. Several upper bounds are presented along with the conditions under which they are sharp. All results are under the assumptions that the…

Numerical Analysis · Mathematics 2022-09-27 Liyuan Cao , Zaiwen Wen , Ya-xiang Yuan

The monograph contains the detailed exposition of the results obtained by the author during the last several years. In particular it contains an improvement of the well known Calderon - Ryff interpolation theorem and description of…

Functional Analysis · Mathematics 2018-03-28 Alexandr Mekler

Many practical optimization problems lack strong convexity. Fortunately, recent studies have revealed that first-order algorithms also enjoy linear convergences under various weaker regularity conditions. While the relationship among…

Optimization and Control · Mathematics 2026-02-05 Feng-Yi Liao , Lijun Ding , Yang Zheng

The primal--dual hybrid gradient method (PDHGM, also known as the Chambolle--Pock method) has proved very successful for convex optimization problems involving linear operators arising in image processing and inverse problems. In this…

Optimization and Control · Mathematics 2019-04-01 Christian Clason , Stanislav Mazurenko , Tuomo Valkonen

Multilinear interpolation is a powerful tool used in obtaining strong type boundedness for a variety of operators assuming only a finite set of restricted weak-type estimates. A typical situation occurs when one knows that a multilinear…

Functional Analysis · Mathematics 2007-05-23 Loukas Grafakos , Terence Tao

We study the numerical approximation of a time-dependent variational mean field game system with local couplings and either periodic or Neumann boundary conditions. Following a variational approach, we employ a finite difference…

Numerical Analysis · Mathematics 2026-01-06 Heidi Wolles Ljósheim , Dante Kalise , John W. Pearson , Francisco J. Silva

We present a spectral analysis for matrix scaling and operator scaling. We prove that if the input matrix or operator has a spectral gap, then a natural gradient flow has linear convergence. This implies that a simple gradient descent…

Data Structures and Algorithms · Computer Science 2019-04-09 Tsz Chiu Kwok , Lap Chi Lau , Akshay Ramachandran

While many approaches exist in the literature to learn low-dimensional representations for data collections in multiple modalities, the generalizability of multi-modal nonlinear embeddings to previously unseen data is a rather overlooked…

Machine Learning · Computer Science 2021-05-05 Semih Kaya , Elif Vural

We consider an optimization problem related to semi-active damping of vibrating systems. The main problem is to determine the best damping matrix able to minimize influence of the input on the output of the system. We use a minimization…

Dynamical Systems · Mathematics 2017-07-07 Zoran Tomljanović , Christopher Beattie , Serkan Gugercin