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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

Regularization of ill-posed linear inverse problems via $\ell_1$ penalization has been proposed for cases where the solution is known to be (almost) sparse. One way to obtain the minimizer of such an $\ell_1$ penalized functional is via an…

Numerical Analysis · Mathematics 2013-01-01 I. Daubechies , M. Fornasier , I. Loris

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

Sequential Residual Methods try to solve nonlinear systems of equations $F(x)=0$ by iteratively updating the current approximate solution along a residual-related direction. Therefore, memory requirements are minimal and, consequently,…

Numerical Analysis · Mathematics 2023-04-28 Ernesto G. Birgin , J. M. Martínez

A multi-step extended maximum residual Kaczmarz method is presented for the solution of the large inconsistent linear system of equations by using the multi-step iterations technique. Theoretical analysis proves the proposed method is…

Numerical Analysis · Mathematics 2023-09-07 Aqin Xiao , Junfeng Yin , Ning Zheng

Several ways to accelerate the solution of 2D/3D linear min-max problems in $n$ constraints are discussed. We also present an algorithm for solving such problems in the 2D case, which is superior to CGAL's linear programming solver, both in…

Numerical Analysis · Computer Science 2012-05-29 Carmi Grushko

Iterative methods are ubiquitous in large-scale scientific computing applications, and a number of approaches based on meta-learning have been recently proposed to accelerate them. However, a systematic study of these approaches and how…

Numerical Analysis · Mathematics 2023-01-31 Sohei Arisaka , Qianxiao Li

In the context of linear inverse problems, we propose and study a general iterative regularization method allowing to consider large classes of regularizers and data-fit terms. The algorithm we propose is based on a primal-dual diagonal…

Optimization and Control · Mathematics 2017-08-04 Guillaume Garrigos , Lorenzo Rosasco , Silvia Villa

In this paper, we consider a class of nonconvex problems with linear constraints appearing frequently in the area of image processing. We solve this problem by the penalty method and propose the iteratively reweighted alternating…

Optimization and Control · Mathematics 2019-02-13 Tao Sun , Dongsheng Li , Hao Jiang , Zhe Quan

The purpose of this paper is to propose and analyze a multi-step iterative algorithm to solve a convex optimization problem and a fixed point problem posed on a Hadamard space. The convergence properties of the proposed algorithm are…

Functional Analysis · Mathematics 2018-02-28 Muhammad Aqeel Ahmad Khan , Hafiza Arham Maqbool

This article is devoted to one particular case of using universal accelerated proximal envelopes to obtain computationally efficient accelerated versions of methods used to solve various optimization problem setups. In this paper, we…

Optimization and Control · Mathematics 2021-01-14 Dmitry Pasechnyuk , Anton Anikin , Vladislav Matyukhin

For a linear complementarity problem, we present a relaxaiton accelerated two-sweep matrix splitting iteration method. The convergence analysis illustrates that the proposed method converges to the exact solution of the linear…

Optimization and Control · Mathematics 2020-12-02 Dongkai Li , Li Wang , Yuying Liu

A generalized conditional gradient method for minimizing the sum of two convex functions, one of them differentiable, is presented. This iterative method relies on two main ingredients: First, the minimization of a partially linearized…

Optimization and Control · Mathematics 2021-10-01 Karl Kunisch , Daniel Walter

In this article, we establish a class of new accelerated modulus-based iteration methods for solving the linear complementarity problem. When the system matrix is an $H_+$-matrix, we present appropriate criteria for the convergence…

Optimization and Control · Mathematics 2023-05-05 Bharat Kumar , Deepmala , A. K. Das

In this article, we introduce and study accelerated Landweber methods for linear ill-posed problems obtained by an alteration of the coefficients in the three-term recurrence relation of the \nu-methods. The residual polynomials of the…

Numerical Analysis · Mathematics 2012-12-21 Wolfgang Erb

This paper addresses the bilinearly coupled minimax optimization problem: $\min_{x \in \mathbb{R}^{d_x}}\max_{y \in \mathbb{R}^{d_y}} \ f_1(x) + f_2(x) + y^{\top} Bx - g_1(y) - g_2(y)$, where $f_1$ and $g_1$ are smooth convex functions,…

Optimization and Control · Mathematics 2025-05-27 Jingwang Li , Xiao Li

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

We investigate the acceleration of stationary iterations for multi-term Sylvester equation by means of reduced rank extrapolation (RRE). Theoretical convergence results and implementations are provided for both small and large-scale…

Numerical Analysis · Mathematics 2026-03-16 Peter Benner , Pascal den Boef , Patrick Kürschner , Xiaobo Liu , Jens Saak

Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…

In this paper we consider the computation of approximate solutions for inverse problems in Hilbert spaces. In order to capture the special feature of solutions, non-smooth convex functions are introduced as penalty terms. By exploiting the…

Numerical Analysis · Mathematics 2015-06-18 Qinian Jin , Xiliang Lu