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A fruitful approach for solving signal deconvolution problems consists of resorting to a frame-based convex variational formulation. In this context, parallel proximal algorithms and related alternating direction methods of multipliers have…

Other Computer Science · Computer Science 2015-05-28 Nelly Pustelnik , Jean-Christophe Pesquet , Caroline Chaux

In this paper, we propose novel algorithms for inferring the Maximum a Posteriori (MAP) solution of discrete pairwise random field models under multiple constraints. We show how this constrained discrete optimization problem can be…

Machine Learning · Computer Science 2013-08-02 Yongsub Lim , Kyomin Jung , Pushmeet Kohli

We propose a new image restoration model based on the minimized surface regularization. The proposed model closely relates to the classical smoothing ROF model \cite{4}. We can reformulate the proposed model as a min-max problem and solve…

Optimization and Control · Mathematics 2016-05-31 Zhi-Feng Pang , Yuping Duan

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…

Optimization and Control · Mathematics 2022-06-06 Xin He , Rong Hu , Ya-Ping Fang

Primal-dual algorithm (PDA) is a classic and popular scheme for convex-concave saddle point problems. It is universally acknowledged that the proximal terms in the subproblems about the primal and dual variables are crucial to the…

Optimization and Control · Mathematics 2025-04-24 Shuning Liu , Zexian Liu

This paper considers a general convex constrained problem setting where functions are not assumed to be differentiable nor Lipschitz continuous. Our motivation is in finding a simple first-order method for solving a wide range of convex…

Optimization and Control · Mathematics 2021-03-19 Michael R. Metel , Akiko Takeda

Dual averaging-type methods are widely used in industrial machine learning applications due to their ability to promoting solution structure (e.g., sparsity) efficiently. In this paper, we propose a novel accelerated dual-averaging…

Optimization and Control · Mathematics 2020-01-17 Conghui Tan , Yuqiu Qian , Shiqian Ma , Tong Zhang

We investigate the convergence of the primal-dual algorithm for composite optimization problems when the objective functions are weakly convex. We introduce a modified duality gap function, which is a lower bound of the standard duality gap…

Optimization and Control · Mathematics 2024-10-29 Ewa Bednarczuk , The Hung Tran , Monika Syga

We consider strongly convex optimization problems with affine-type restrictions. We build dual problem and solve dual problem by Fast Gradient Method. We use primal-dual structure of this method to construct the solution of the primal…

Optimization and Control · Mathematics 2017-06-23 Anton Anikin , Alexander Gasnikov , Pavel Dvurechensky , Alexander Turin , Alexey Chernov

In this paper, we propose a novel primal-dual inexact gradient projection method for nonlinear optimization problems with convex-set constraint. This method only needs inexact computation of the projections onto the convex set for each…

Optimization and Control · Mathematics 2019-11-19 Fan Zhang , Hao Wang , Jiashan Wang , Kai Yang

We present a proximal gradient method for solving convex multiobjective optimization problems, where each objective function is the sum of two convex functions, with one assumed to be continuously differentiable. The algorithm incorporates…

Optimization and Control · Mathematics 2024-04-18 Yunier Bello-Cruz , J. G. Melo , L. F. Prudente , R. V. G. Serra

We propose and analyze reliable and efficient a posteriori error estimators for an optimal control problem that involves a nondifferentiable cost functional, the Poisson problem as state equation and control constraints. To approximate the…

Numerical Analysis · Mathematics 2019-01-14 Alejandro Allendes , Francisco Fuica , Enrique Otárola

In optimization the duality gap between the primal and the dual problems is a measure of the suboptimality of any primal-dual point. In classical mechanics the equations of motion of a system can be derived from the Hamiltonian function,…

Optimization and Control · Mathematics 2019-11-19 Brendan O'Donoghue , Chris J. Maddison

Inverse problems are in many cases solved with optimization techniques. When the underlying model is linear, first-order gradient methods are usually sufficient. With nonlinear models, due to nonconvexity, one must often resort to…

Numerical Analysis · Mathematics 2023-05-15 Arttu Arjas , Mikko J. Sillanpää , Andreas Hauptmann

We shall develop a fully discrete space-time adaptive method for linear parabolic problems based on new reliable and efficient a posteriori analysis for higher order dG(s) finite element discretisations. The adaptive strategy is motivated…

Numerical Analysis · Mathematics 2016-10-24 Fernando Gaspoz , Christian Kreuzer , Kunibert Siebert , Daniel Ziegler

Dual decomposition approaches in nonconvex optimization may suffer from a duality gap. This poses a challenge when applying them directly to nonconvex problems such as MAP-inference in a Markov random field (MRF) with continuous state…

Optimization and Control · Mathematics 2022-05-17 Hartmut Bauermeister , Emanuel Laude , Thomas Möllenhoff , Michael Moeller , Daniel Cremers

We propose and analyze a reliable and efficient a posteriori error estimator for a constrained linear-quadratic optimal control problem involving Dirac measures; the control variable corresponds to the amplitude of forces modeled as point…

Numerical Analysis · Mathematics 2018-10-09 Alejandro Allendes , Enrique Otarola , Richard Rankin , Abner J. Salgado

We introduce two a posteriori error estimators for N\'ed\'elec finite element discretizations of the curl-curl problem. These estimators pertain to a new Prager-Synge identity and an associated equilibration procedure. They are reliable and…

Numerical Analysis · Mathematics 2021-08-24 T. Chaumont-Frelet

In this work, we present a new efficient method for convex shape representation, which is regardless of the dimension of the concerned objects, using level-set approaches. Convexity prior is very useful for object completion in computer…

Computer Vision and Pattern Recognition · Computer Science 2020-03-24 Lingfeng li , Shousheng Luo , Xue-Cheng Tai , Jiang Yang

In this paper we propose distributed dual gradient algorithms for linearly constrained separable convex problems and analyze their rate of convergence under different assumptions. Under the strong convexity assumption on the primal…

Optimization and Control · Mathematics 2014-02-04 Ion Necoara , Valentin Nedelcu
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