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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

To solve convex optimization problems with a noisy gradient input, we analyze the global behavior of subgradient-like flows under stochastic errors. The objective function is composite, being equal to the sum of two convex functions, one…

Optimization and Control · Mathematics 2025-06-05 Rodrigo Maulen-Soto , Jalal Fadili , Hedy Attouch

In this paper, we study a bilinear saddle point problem of the form $\min_{x}\max_{y} F(x) + \langle Ax, y \rangle - G(y)$, where $F$ and $G$ are $\mu_F$- and $\mu_G$-strongly convex functions, respectively. By incorporating Nesterov…

Optimization and Control · Mathematics 2025-09-11 Xin He , Ya-Ping Fang

In the framework of real Hilbert spaces, we investigate first-order dynamical systems governed by monotone and continuous operators. We demonstrate that when the monotone operator flow is augmented with a Tikhonov regularization term, the…

Optimization and Control · Mathematics 2025-04-29 Radu Ioan Bot , Dang-Khoa Nguyen

In this paper, in the setting of Hilbert spaces, we consider a Tikhonov regularized second-order plus first-order primal-dual dynamical system with asymptotically vanishing damping for a linear equality constrained convex optimization…

Optimization and Control · Mathematics 2024-04-23 Ting Ting Zhu , Rong Hu , Ya Ping Fang

One of the key assumptions in the stability and convergence analysis of variational regularization is the ability of finding global minimizers. However, such an assumption is often not feasible when the regularizer is a black box or…

Optimization and Control · Mathematics 2023-07-05 Daniel Obmann , Markus Haltmeier

The problem of minimizing a separable convex function under linearly coupled constraints arises from various application domains such as economic systems, distributed control, and network flow. The main challenge for solving this problem is…

Optimization and Control · Mathematics 2017-09-05 Qin Fan , Min Xu , Yiming Ying

We study the behaviour of Tikhonov regularisation on topological spaces with multiple regularisation terms. The main result of the paper shows that multi-parameter regularisation is well-posed in the sense that the results depend…

Numerical Analysis · Mathematics 2011-09-05 Markus Grasmair

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…

Machine Learning · Computer Science 2017-10-25 Haishan Ye , Zhihua Zhang

We investigate an inertial algorithm of gradient type in connection with the minimization of a nonconvex differentiable function. The algorithm is formulated in the spirit of Nesterov's accelerated convex gradient method. We prove some…

Functional Analysis · Mathematics 2020-02-11 Szilárd Csaba László

In this paper we deal with a general second order continuous dynamical system associated to a convex minimization problem with a Fr\`echet differentiable objective function. We show that inertial algorithms, such as Nesterov's algorithm,…

Optimization and Control · Mathematics 2019-08-08 Cristian Daniel Alecsa , Szilárd Csaba László , Titus Pinţa

In this paper, we study the behavior of solutions of the ODE associated to Nesterov acceleration. It is well-known since the pioneering work of Nesterov that the rate of convergence $O(1/t^2)$ is optimal for the class of convex functions…

Optimization and Control · Mathematics 2019-07-09 Jean François Aujol , Charles Dossal , Aude Rondepierre

We propose an adaptive smoothing algorithm based on Nesterov's smoothing technique in \cite{Nesterov2005c} for solving "fully" nonsmooth composite convex optimization problems. Our method combines both Nesterov's accelerated proximal…

Optimization and Control · Mathematics 2016-07-05 Quoc Tran-Dinh

In a Hilbert space setting $\mathcal H$, we study the convergence properties as $t \to + \infty$ of the trajectories of the second-order differential equation \begin{equation*} \mbox{(AVD)}_{\alpha, \epsilon} \quad \quad \ddot{x}(t) +…

Optimization and Control · Mathematics 2016-02-08 Hedy Attouch , Zaki Chbani

We investigate the strong and the weak convergence properties of the following gradient projection algorithm with Tikhonov regularizing term \[ x_{n+1}=P_{Q}(x_{n}-\gamma_{n}\nabla f(x_{n})-\gamma_{n}\alpha_{n}\nabla \phi (x_{n})), \] where…

Optimization and Control · Mathematics 2019-10-18 Ramzi May

Tikhonov regularization with square-norm penalty for linear forward operators has been studied extensively in the literature. However, the results on convergence theory are based on technical proofs and difficult to interpret. It is also…

Numerical Analysis · Mathematics 2021-07-07 Daniel Gerth

In this paper, we introduce, in a Hilbert space setting, a second order dynamical system with asymptotically vanishing damping and vanishing Tikhonov regularization that approaches a multiobjective optimization problem with convex and…

Optimization and Control · Mathematics 2025-06-30 Radu Ioan Bot , Konstantin Sonntag

In a Hilbert setting we aim to study a second order in time differential equation, combining viscous and Hessian-driven damping, containing a time scaling parameter function and a Tikhonov regularization term. The dynamical system is…

Optimization and Control · Mathematics 2024-04-24 Robert Ernö Csetnek , Mikhail A. Karapetyants

In a Hilbert setting, for convex differentiable optimization, we consider accelerated gradient dynamics combining Tikhonov regularization with Hessian-driven damping. The Tikhonov regularization parameter is assumed to tend to zero as time…

Optimization and Control · Mathematics 2022-04-01 Hedy Attouch , Aicha Balhag , Zaki Chbani , Hassan Riahi

In a Hilbert framework, for convex differentiable optimization, we consider accelerated gradient methods obtained by combining temporal scaling and averaging techniques with Tikhonov regularization. We start from the continuous steepest…

Optimization and Control · Mathematics 2022-11-21 Hedy Attouch , Zaki Chbani , Hassan Riahi