Related papers: An Inexact Projected Regularized Newton Method for…
We propose a stochastic variance-reduced cubic regularized Newton method for non-convex optimization. At the core of our algorithm is a novel semi-stochastic gradient along with a semi-stochastic Hessian, which are specifically designed for…
We develop fixed-point algorithms for the approximation of structured matrices with rank penalties. In particular we use these fixed-point algorithms for making approximations by sums of exponentials, or frequency estimation. For the basic…
This paper presents a regularization technique incorporating a non-convex and non-smooth term, $\ell_{1}^{2}-\eta\ell_{2}^{2}$, with parameters $0<\eta\leq 1$ designed to address ill-posed linear problems that yield sparse solutions. We…
We investigate the strong convergence properties of a proximal-gradient inertial algorithm with two Tikhonov regularization terms in connection to the minimization problem of the sum of a convex lower semi-continuous function $f$ and a…
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,…
We extend the standard notion of self-concordance to non-convex optimization and develop a family of second-order algorithms with global convergence guarantees. In particular, two function classes -- \textit{weakly self-concordant}…
An algorithm for solving smooth nonconvex optimization problems is proposed that, in the worst-case, takes $\mathcal{O}(\epsilon^{-3/2})$ iterations to drive the norm of the gradient of the objective function below a prescribed positive…
We present a new inner-outer iterative algorithm for edge enhancement in imaging problems. At each outer iteration, we formulate a Tikhonov-regularized problem where the penalization is expressed in the 2-norm and involves a regularization…
We develop a randomized Newton's method for solving differential equations, based on a fully connected neural network discretization. In particular, the randomized Newton's method randomly chooses equations from the overdetermined nonlinear…
Non-smooth regularization is widely used in image reconstruction to eliminate the noise while preserving subtle image structures. In this work, we investigate the use of proximal Newton (PN) method to solve an optimization problem with a…
The nonlinear systems obtained by discretizing degenerate parabolic equations may be hard to solve, especially with Newton's method. In this paper, we apply to Richards equation a strategy that consists in defining a new primary unknown for…
The numerical solution of differential equations using machine learning-based approaches has gained significant popularity. Neural network-based discretization has emerged as a powerful tool for solving differential equations by…
The recovery of images from the observations that are degraded by a linear operator and further corrupted by Poisson noise is an important task in modern imaging applications such as astronomical and biomedical ones. Gradient-based…
In this paper, we consider the composite optimization problem, where the objective function integrates a continuously differentiable loss function with a nonsmooth regularization term. Moreover, only the function values for the…
We consider the efficient minimization of a nonlinear, strictly convex functional with $\ell_1$-penalty term. Such minimization problems appear in a wide range of applications like Tikhonov regularization of (non)linear inverse problems…
In this paper, we study the iteration complexity of cubic regularization of Newton method for solving composite minimization problems with uniformly convex objective. We introduce the notion of second-order condition number of a certain…
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…
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…
We propose several new nonsmooth Newton methods for solving convex composite optimization problems with polyhedral regularizers, while avoiding the computation of complicated second-order information on these functions. Under the…
We address the optimization problem in a data-driven variational reconstruction framework, where the regularizer is parameterized by an input-convex neural network (ICNN). While gradient-based methods are commonly used to solve such…